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Details about Ronald J. Balvers

E-mail:
Homepage:http://profs.degroote.mcmaster.ca/business/balvers
Phone:905-525-9140 x23969
Workplace:DeGroote School of Business, McMaster University, (more information at EDIRC)

Access statistics for papers by Ronald J. Balvers.

Last updated 2018-03-27. Update your information in the RePEc Author Service.

Short-id: pba211


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Working Papers

2012

  1. The Adverse Impact of Gradual Temperature Change on Capital Investment
    2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association Downloads View citations (1)

2009

  1. What Do Financial Markets Reveal about Global Warming?
    Working Papers, Department of Economics, West Virginia University Downloads

2005

  1. EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE
    (EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE)
    Working Papers, Department of Economics, West Virginia University Downloads
    Also in Working Papers, Department of Economics, West Virginia University (2005) Downloads

    See also Journal Article in Journal of Banking & Finance (2009)
  2. Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems
    (Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems)
    Working Papers, Department of Economics, West Virginia University Downloads
  3. Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    See also Journal Article in Journal of Financial Markets (2010)
  4. Productivity-Based Asset Pricing: Theory and Evidence
    (Productivity-Based Asset Pricing: Theory and Evidence)
    Working Papers, Department of Economics, West Virginia University Downloads View citations (3)
    See also Journal Article in Journal of Financial Economics (2007)

2002

  1. Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study
    Working Papers, Hong Kong Institute for Monetary Research Downloads

2001

  1. Reducing the Dimensionality of Linear Quadratic Control Problems
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2007)

Journal Articles

2017

  1. Profitability, Value, and Stock Returns in Production‐Based Asset Pricing without Frictions
    Journal of Money, Credit and Banking, 2017, 49, (7), 1621-1651 Downloads
  2. Social Screens and Systematic Investor Boycott Risk
    Journal of Financial and Quantitative Analysis, 2017, 52, (01), 365-399 Downloads View citations (7)
  3. Temperature shocks and the cost of equity capital: Implications for climate change perceptions
    Journal of Banking & Finance, 2017, 77, (C), 18-34 Downloads View citations (4)

2016

  1. Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk?
    Journal of Business Ethics, 2016, 139, (1), 29-45 Downloads View citations (2)

2014

  1. Currency risk premia and uncovered interest parity in the International CAPM
    Journal of International Money and Finance, 2014, 41, (C), 214-230 Downloads View citations (6)

2012

  1. TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION
    Journal of Financial Research, 2012, 35, (4), 471-495 Downloads

2010

  1. Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration
    Journal of Financial Markets, 2010, 13, (1), 129-156 Downloads View citations (2)
    See also Working Paper (2005)

2009

  1. Evaluation of linear asset pricing models by implied portfolio performance
    Journal of Banking & Finance, 2009, 33, (9), 1586-1596 Downloads View citations (9)
    See also Working Paper (2005)
  2. Money and the C-CAPM
    Journal of Financial and Quantitative Analysis, 2009, 44, (02), 337-368 Downloads View citations (13)

2007

  1. Productivity-based asset pricing: Theory and evidence
    Journal of Financial Economics, 2007, 86, (2), 405-445 Downloads View citations (22)
    See also Working Paper (2005)
  2. Reducing the dimensionality of linear quadratic control problems
    Journal of Economic Dynamics and Control, 2007, 31, (1), 141-159 Downloads
    See also Working Paper (2001)

2006

  1. Momentum and mean reversion across national equity markets
    Journal of Empirical Finance, 2006, 13, (1), 24-48 Downloads View citations (47)

2004

  1. Time Preference and Life Cycle Consumption with Endogenous Survival
    Economic Inquiry, 2004, 42, (4), 667-678 Downloads View citations (5)

2002

  1. Government expenditure and equilibrium real exchange rates
    Journal of International Money and Finance, 2002, 21, (5), 667-692 Downloads View citations (17)

2000

  1. Efficient gradualism in intertemporal portfolios
    Journal of Economic Dynamics and Control, 2000, 24, (1), 21-38 Downloads View citations (2)
  2. Exchange Rate Shocks and the Speed of Trade Price Adjustment
    Southern Economic Journal, 2000, 67, (1), 200-211 View citations (2)
  3. Precaution and Liquidity in the Demand for Housing
    Economic Inquiry, 2000, 38, (2), 289-303 View citations (2)

1997

  1. Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
    Management Science, 1997, 43, (11), 1537-1551 Downloads View citations (10)
  2. Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence
    Journal of International Money and Finance, 1997, 16, (3), 345-366 Downloads View citations (17)

1996

  1. Location in the Hotelling duopoly model with demand uncertainty
    European Economic Review, 1996, 40, (7), 1453-1461 Downloads View citations (19)

1994

  1. Inflation Variability and Gradualist Monetary Policy
    Review of Economic Studies, 1994, 61, (4), 721-738 Downloads View citations (53)

1993

  1. Periodic learning about a hidden state variable
    Journal of Economic Dynamics and Control, 1993, 17, (5-6), 805-827 Downloads View citations (12)

1992

  1. A Keynesian general equilibrium model with competitive firms and rational expectations
    Journal of Economics, 1992, 56, (1), 23-38 Downloads
  2. Factor Demand under Conditions of Product Demand and Supply Uncertainty
    Economic Inquiry, 1992, 30, (3), 544-55 View citations (3)
  3. Profits under Conditions of Uncertainty
    Australian Economic Papers, 1992, 31, (59), 245-59

1990

  1. Actively Learning about Demand and the Dynamics of Price Adjustment
    Economic Journal, 1990, 100, (402), 882-98 Downloads View citations (32)
  2. Predicting Stock Returns in an Efficient Market
    Journal of Finance, 1990, 45, (4), 1109-28 Downloads View citations (131)
  3. Variability and the Duration of Search
    International Economic Review, 1990, 31, (3), 747-51 Downloads View citations (7)

1988

  1. Money Supply Variability in a Macro Model of Monopolistic Competition
    Economic Inquiry, 1988, 26, (4), 661-85 View citations (1)
  2. Monopoly Power and Downward Price Rigidity under Costly Price Adjustment
    Bulletin of Economic Research, 1988, 40, (2), 115-31 View citations (1)
 
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