Details about Rui Albuquerque

Access statistics for papers by Rui Albuquerque.

Last updated 2009-09-13. Update your information in the RePEc Author Service.

Short-id: pal94

Working Papers

2009

1. Quantifying private benefits of control from a structural model of block trades
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2008

2. Determinants of the Block Premium and of Private Benefits of Control
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2007

3. Advance Information and Asset Prices
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
4. Agency Conflicts, Investment, and Asset Pricing
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
   Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations
   See also Journal Article in Journal of Finance (2008)

2006

5. Asymmetric Information in the Stock Market: Economic News and Co-movement
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. CEO Power, Compensation and Governance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006)
7. Global Private Information in International Equity Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
8. Marketwide Private Information in Stocks: Forecasting Currency Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   See also Journal Article in Journal of Finance (2008)

2005

9. International Equity Flows and Returns: A Quantitative Equilibrium Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in International Finance, EconWPA (2005) View citations
   Working Papers, Bank of Canada (2004) View citations
   International Finance, EconWPA (2004) View citations
   Working Paper Series, European Central Bank (2004) View citations
   See also Journal Article in Review of Economic Studies (2007)

2004

10. Characterizing Asymmetric Information in International Equity Markets
    International Finance, EconWPA View citations
11. Investor Protection and Exchange Rates
    2004 Meeting Papers, Society for Economic Dynamics
12. Optimal Currency Hedging
    Finance, EconWPA View citations
    See also Journal Article in Global Finance Journal (2007)
13. The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment
    International Finance, EconWPA View citations
    See also Journal Article in Journal of International Economics (2003)
14. The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence
    International Finance, EconWPA

2003

15. World market integration through the lens of foreign direct investors
    Policy Research Working Paper Series, The World Bank View citations
    See also Journal Article in Journal of International Economics (2005)

2002

16. Optimal Lending Contracts and Firm Dynamics
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
    See also Journal Article in Review of Economic Studies (2004)

1998

17. On the Dynamics of Trade Reform
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Economics (2000)

1997

18. Optimal Dynamic Lending Contracts with Imperfect Enforceability
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations

Journal Articles

2008

1. Agency Conflicts, Investment, and Asset Pricing
   Journal of Finance, 2008, 63, (1), 1-40 View citations
   See also Working Paper (2007)
2. Economic News and International Stock Market Co-movement
   Review of Finance, 2008, 13, (3), 401-465 View citations
3. Marketwide Private Information in Stocks: Forecasting Currency Returns
   Journal of Finance, 2008, 63, (5), 2297-2343 View citations
   See also Working Paper (2006)
4. The forward premium puzzle in a model of imperfect information
   Economics Letters, 2008, 99, (3), 461-464

2007

5. International Equity Flows and Returns: A Quantitative Equilibrium Approach
   Review of Economic Studies, 2007, 74, (1), 1-30 View citations
   See also Working Paper (2005)
6. Optimal currency hedging
   Global Finance Journal, 2007, 18, (1), 16-33
   See also Working Paper (2004)

2005

7. World market integration through the lens of foreign direct investors
   Journal of International Economics, 2005, 66, (2), 267-295 View citations
   See also Working Paper (2003)

2004

8. Optimal Lending Contracts and Firm Dynamics
   Review of Economic Studies, 2004, 71, (2), 285-315 View citations
   See also Working Paper (2002)

2003

9. The composition of international capital flows: risk sharing through foreign direct investment
   Journal of International Economics, 2003, 61, (2), 353-383 View citations
   See also Working Paper (2004)

2000

10. On the dynamics of trade reform
    Journal of International Economics, 2000, 51, (1), 21-47 View citations
    See also Working Paper (1998)