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Details about Raj Aggarwal

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Postal address:Sullivan Professor of International Business and Finance University of Akron, 7380 Sherman Rd, Chesterland, OH 44026, USA.
Workplace:Department of Finance, College of Business Administration, University of Akron, (more information at EDIRC)

Access statistics for papers by Raj Aggarwal.

Last updated 2017-07-06. Update your information in the RePEc Author Service.

Short-id: pag27


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Working Papers

2015

  1. Determinants of Expected Returns at Public Defined-Benefit Pension Plans
    Working Paper, Federal Reserve Bank of Cleveland Downloads

2014

  1. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (11)

2013

  1. Lending to women in microfinance: influence of social trust and national culture Lending to women in microfinance: influence of social trust and national culture
    Working Paper, Federal Reserve Bank of Cleveland Downloads

2010

  1. Assessing Co-ordinated Asian Exchange Rate Regimes
    Working Papers, Geary Institute, University College Dublin Downloads View citations (1)
  2. On the Globalness of Emerging Multinationals: A Study of Indian MNEs
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in ECONOMIA E POLITICA INDUSTRIALE (2011)

2007

  1. East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    See also Journal Article in Global Economic Review (2007)
  2. The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion
    MPRA Paper, University Library of Munich, Germany Downloads
  3. The Diversification Discount Puzzle: Empirical Evidence for a Transactions Cost Resolution
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (5)
  4. The bank structure conference through the years: a special conference session sponsored by the Journal of Financial Services Research
    Proceedings, Federal Reserve Bank of Chicago

2006

  1. The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads

2005

  1. Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (2)
  2. Psychological Barriers in Gold Prices
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
    See also Journal Article in Review of Financial Economics (2007)

2004

  1. Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (18)

2000

  1. The relationship between bank off-balance-sheet activities and credit risk under risk-based capital: a simultaneous equations approach
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

Journal Articles

2016

  1. National Preferences for Bank or Market Financing
    Economic Commentary, 2016, (May) Downloads

2015

  1. Lending to women in microfinance: Role of social trust
    International Business Review, 2015, 24, (1), 55-65 Downloads View citations (2)

2014

  1. Cross-national differences in access to finance: Influence of culture and institutional environments
    Research in International Business and Finance, 2014, 31, (C), 193-211 Downloads View citations (8)
  2. Culture, Gender, and GMAT Scores: Implications for Corporate Ethics
    Journal of Business Ethics, 2014, 123, (1), 125-143 Downloads

2013

  1. HEALTH INSURANCE AVAILABILITY AND ENTREPRENEURSHIP
    Journal of Developmental Entrepreneurship (JDE), 2013, 18, (04), 1-21 Downloads
  2. Political-economy of pension plans: Impact of institutions, gender, and culture
    Journal of Banking & Finance, 2013, 37, (6), 1860-1879 Downloads View citations (6)

2012

  1. Corporate governance and business strategies for climate change and environmental mitigation
    The European Journal of Finance, 2012, 18, (3-4), 311-331 Downloads View citations (3)
  2. Dividends and strength of Japanese business group affiliation
    Journal of Economics and Business, 2012, 64, (3), 214-230 Downloads View citations (4)
  3. Gravity and culture in foreign portfolio investment
    Journal of Banking & Finance, 2012, 36, (2), 525-538 Downloads View citations (26)
  4. Oil price shocks and transportation firm asset prices
    Energy Economics, 2012, 34, (5), 1370-1379 Downloads View citations (6)

2011

  1. Currency risk exposure of Chinese corporations
    Research in International Business and Finance, 2011, 25, (3), 266-276 Downloads View citations (3)
  2. International variations in expected equity premia: Role of financial architecture and governance
    Journal of Banking & Finance, 2011, 35, (11), 3090-3100 Downloads View citations (5)
  3. On the globalness of emerging multinationals: a study of Indian MNEs
    ECONOMIA E POLITICA INDUSTRIALE, 2011, 2011/1, (1), 163-180 Downloads
    See also Working Paper (2010)
  4. Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis
    Journal of Banking & Finance, 2011, 35, (10), 2690-2703 Downloads View citations (8)
  5. What is a multinational corporation? Classifying the degree of firm-level multinationality
    International Business Review, 2011, 20, (5), 557-577 Downloads View citations (20)

2010

  1. Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (2), 149-165 Downloads View citations (1)
  2. Capital structure, dividend policy, and multinationality: Theory versus empirical evidence
    International Review of Financial Analysis, 2010, 19, (2), 140-150 Downloads View citations (18)
  3. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events
    Journal of Common Market Studies, 2010, 48, 641-660 Downloads View citations (5)
  4. Financial markets versus institutions in European countries: Influence of culture and other national characteristics
    International Business Review, 2010, 19, (5), 502-520 Downloads View citations (20)
  5. Foreign exchange exposure of "domestic" corporations
    Journal of International Money and Finance, 2010, 29, (8), 1619-1636 Downloads View citations (22)
  6. India in the World Economy
    Review of Market Integration, 2010, 2, (2-3), 181-228 Downloads

2009

  1. Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations
    Applied Financial Economics, 2009, 19, (13), 1083-1102 Downloads
  2. Markets and institutions in financial intermediation: National characteristics as determinants
    Journal of Banking & Finance, 2009, 33, (10), 1770-1780 Downloads View citations (49)
  3. Markets versus institutions in developing countries: National attributes as determinants
    Emerging Markets Review, 2009, 10, (1), 51-66 Downloads View citations (13)
  4. The Diversification Discount Puzzle: Evidence for a Transaction-Cost Resolution
    The Financial Review, 2009, 44, (1), 113-135 Downloads View citations (1)
  5. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
    The Financial Review, 2009, 44, (4), 625-645 Downloads View citations (3)

2008

  1. Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies
    Multinational Finance Journal, 2008, 12, (1-2), 1-20 Downloads View citations (1)
  2. Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction
    Multinational Finance Journal, 2008, 12, (3-4), 241-277 Downloads View citations (3)
  3. Common stocastic trends among Caribbean currencies: Evidence from Guyana, Jamaica, and Trinidad and Tobago
    Journal of Economics and Business, 2008, 60, (3), 277-289 Downloads View citations (1)
  4. Equity premia in emerging markets: National characteristics as determinants
    Journal of Multinational Financial Management, 2008, 18, (4), 389-404 Downloads View citations (3)
  5. Internal capital networks as a source of MNC competitive advantage: Evidence from foreign subsidiary capital structure decisions
    Research in International Business and Finance, 2008, 22, (3), 409-439 Downloads View citations (11)
  6. Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle
    International Review of Financial Analysis, 2008, 17, (5), 793-804 Downloads

2007

  1. East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests
    Global Economic Review, 2007, 36, (2), 103-119 Downloads View citations (12)
    See also Working Paper (2007)
  2. Psychological barriers in gold prices?
    Review of Financial Economics, 2007, 16, (2), 217-230 Downloads View citations (35)
    See also Working Paper (2005)
  3. Role models in finance: Lessons from life cycle productivity of prolific scholars
    Review of Quantitative Finance and Accounting, 2007, 28, (1), 79-100 Downloads View citations (2)
  4. The leverage-value relationship puzzle: An industry effects resolution
    Journal of Economics and Business, 2007, 59, (4), 286-297 Downloads View citations (2)

2006

  1. Are Differences in Acquiring Bank Profit Efficiency Priced in Financial Markets?
    Journal of Financial Services Research, 2006, 30, (3), 265-286 Downloads View citations (8)
  2. Eonomic integration among caribbean countries: Evidence from purchasing power parity, 1980-2000
    Journal of Policy Modeling, 2006, 28, (3), 277-280 Downloads View citations (1)
  3. The cash flow-investment relationship: International evidence of limited access to external finance
    Journal of Multinational Financial Management, 2006, 16, (1), 89-104 Downloads View citations (13)

2005

  1. Bank Exposure to Interest Rate Risks During Financial Liberalization: Evidence from South Korea
    Asia-Pacific Financial Markets, 2005, 12, (1), 61-90 Downloads
  2. Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests
    International Review of Financial Analysis, 2005, 14, (4), 393-406 Downloads View citations (32)

2004

  1. Persistent Puzzles in International Finance and Economics
    The Economic and Social Review, 2004, 35, (3), 241-250 Downloads View citations (2)
  2. Purchasing power parity in the eastern Caribbean currency union
    Journal of Developing Areas, 2004, 38, (2), 155-169 Downloads

2001

  1. Open book management--optimizing human capital
    Business Horizons, 2001, 44, (5), 5-13 Downloads View citations (1)
  2. The Responses of Interest Rate Spreads to Information Releases
    Review of Quantitative Finance and Accounting, 2001, 16, (4), 345-68 Downloads View citations (1)
  3. The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model
    Journal of Banking & Finance, 2001, 25, (6), 1139-1160 Downloads View citations (82)
  4. Using economic profit to assess performance: a metric for modern firms
    Business Horizons, 2001, 44, (1), 55-60 Downloads View citations (4)

2000

  1. Equity Valuation in the Czech Voucher Privatization Auctions
    Financial Management, 2000, 29, (4) View citations (9)
  2. Evidence of long-run purchasing power parity: analysis of real asian exchange rates in terms of the Japanese yen
    Japan and the World Economy, 2000, 12, (4), 351-361 Downloads View citations (24)
  3. Linking advertising and brand value
    Business Horizons, 2000, 43, (3), 19-26 Downloads
  4. Rationality of Japanese macroeconomic survey forecasts: empirical evidence and comparisons with the US
    Japan and the World Economy, 2000, 12, (1), 21-31 Downloads View citations (8)

1999

  1. Assessing the recent Asian economic crises: the role of virtuous and vicious cycles
    Journal of World Business, 1999, 34, (4), 392-408 Downloads

1998

  1. Assessing the impact of prompt corrective action on bank capital and risk
    Economic Policy Review, 1998, (Oct), 23-32 Downloads View citations (43)
  2. Asymmetric impact of trade balance news on asset prices
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (1), 83-100 Downloads View citations (9)
  3. Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers
    Review of Quantitative Finance and Accounting, 1998, 10, (2), 193-206 Downloads View citations (4)
  4. Industry differences in NAFTA's impact on the valuation of U.S. companies
    International Review of Financial Analysis, 1998, 7, (2), 137-152 Downloads View citations (1)

1997

  1. Day of the week effects, information seasonality, and higher moments of security returns
    Journal of Economics and Business, 1997, 49, (1), 1-20 Downloads View citations (7)
  2. Using derivatives in major currencies for cross‐hedging currency risks in Asian emergency markets
    Journal of Futures Markets, 1997, 17, (7), 781-796 Downloads

1996

  1. Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen
    Japan and the World Economy, 1996, 8, (3), 291-308 Downloads View citations (20)

1995

  1. Are Survey Forecasts of Macroeconomic Variables Rational?
    The Journal of Business, 1995, 68, (1), 99-119 Downloads View citations (31)
  2. Microstructure of world trading markets: Hans R. Stoll, Norwell, MA: Kluwer Academic Publishers, 1993, 154 pp
    International Review of Economics & Finance, 1995, 4, (3), 311-313 Downloads

1994

  1. Characteristics of Japanese finance: A review and introduction
    Global Finance Journal, 1994, 5, (2), 141-167 Downloads View citations (3)
  2. The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets
    Journal of Banking & Finance, 1994, 18, (4), 757-773 Downloads View citations (7)

1993

  1. Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc?
    Economics Letters, 1993, 41, (2), 161-166 Downloads View citations (9)
  2. INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS
    Journal of Financial Research, 1993, 16, (4), 285-297 Downloads
    Also in Journal of Financial Research, 1993, 16, (4), 285-97 (1993) View citations (3)
  3. SECURITY RETURN DISTRIBUTIONS AND MARKET STRUCTURE: EVIDENCE FROM THE NYSE/AMEX AND THE NASDAQ MARKETS
    Journal of Financial Research, 1993, 16, (3), 209-220 Downloads
    Also in Journal of Financial Research, 1993, 16, (3), 209-20 (1993) View citations (10)

1992

  1. Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity
    The Financial Review, 1992, 27, (4), 589-605 View citations (3)
  2. The predictive power of January returns and the political-business cycle
    International Review of Financial Analysis, 1992, 1, (3), 237-245 Downloads View citations (3)

1991

  1. Indecent Exposure in Developing Country Debt
    Foreign Trade Review, 1991, 25, (4), 335-347 Downloads

1990

  1. Institutional Ownership and Distribution of Equity Returns
    The Financial Review, 1990, 25, (2), 211-29 View citations (12)
  2. REGULARITIES IN TOKYO STOCK EXCHANGE SECURITY RETURNS: P/E, SIZE, AND SEASONAL INFLUENCES
    Journal of Financial Research, 1990, 13, (3), 249-263 Downloads View citations (3)
    Also in Journal of Financial Research, 1990, 13, (3), 249-63 (1990) View citations (9)

1989

  1. SKEWNESS AND KURTOSIS IN JAPANESE EQUITY RETURNS: EMPIRICAL EVIDENCE
    Journal of Financial Research, 1989, 12, (3), 253-260 Downloads View citations (3)
    Also in Journal of Financial Research, 1989, 12, (3), 253-60 (1989) View citations (17)

1988

  1. Foreign Capital and Economic Growth
    Foreign Trade Review, 1988, 23, (3), 302-310 Downloads

1987

  1. Efficiency of the silver futures market: An empirical study using daily data
    Journal of Banking & Finance, 1987, 11, (1), 49-64 Downloads View citations (5)
  2. The strategic challenge of the evolving global economy
    Business Horizons, 1987, 30, (4), 38-44 Downloads

1980

  1. Corporate Use of Sophisticated Capital Budgeting Techniques: A Strategic Perspective and a Critique of Survey Results
    Interfaces, 1980, 10, (2), 31-34 Downloads
  2. Investment Performance of U.S.-Based Multinational Companies: Comments and a Perspective on International Diversification of Real Assets
    Journal of International Business Studies, 1980, 11, (1), 98-104 Downloads View citations (2)

1978

  1. Short Cases for Teaching Management Science: Their Role in Closing the Gap Between Theory and Practice
    Interfaces, 1978, 9, (1), 90-94 Downloads
  2. Technology Transfer by Multinational Companies: Their Role in India
    Foreign Trade Review, 1978, 13, (1), 67-95 Downloads

Chapters

2015

  1. World Metal Markets
    Chapter 10 in THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, 2015, pp 325-347 Downloads View citations (1)
 
Page updated 2017-10-21