Details about Ronald J. Balvers
Access statistics for papers by Ronald J. Balvers.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pba211
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Working Papers
2012
- The Adverse Impact of Gradual Temperature Change on Capital Investment
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association View citations (2)
2005
- Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration
Working Papers, Hong Kong Institute for Monetary Research
See also Journal Article Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration, Journal of Financial Markets, Elsevier (2010) View citations (2) (2010)
2002
- Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study
Working Papers, Hong Kong Institute for Monetary Research
2001
- Reducing the Dimensionality of Linear Quadratic Control Problems
Tinbergen Institute Discussion Papers, Tinbergen Institute
See also Journal Article Reducing the dimensionality of linear quadratic control problems, Journal of Economic Dynamics and Control, Elsevier (2007) (2007)
Journal Articles
2022
- Seasonality and momentum across national equity markets
The North American Journal of Economics and Finance, 2022, 61, (C) View citations (1)
2021
- Designing a global digital currency
Journal of International Money and Finance, 2021, 111, (C) View citations (4)
- Determinants and predictability of commodity producer returns
Journal of Banking & Finance, 2021, 133, (C)
2017
- Profitability, Value, and Stock Returns in Production‐Based Asset Pricing without Frictions
Journal of Money, Credit and Banking, 2017, 49, (7), 1621-1651 View citations (5)
- Social Screens and Systematic Investor Boycott Risk
Journal of Financial and Quantitative Analysis, 2017, 52, (1), 365-399 View citations (58)
- Temperature shocks and the cost of equity capital: Implications for climate change perceptions
Journal of Banking & Finance, 2017, 77, (C), 18-34 View citations (35)
2016
- Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk?
Journal of Business Ethics, 2016, 139, (1), 29-45 View citations (5)
2014
- Currency risk premia and uncovered interest parity in the International CAPM
Journal of International Money and Finance, 2014, 41, (C), 214-230 View citations (9)
2012
- TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION
Journal of Financial Research, 2012, 35, (4), 471-495 View citations (1)
2010
- Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration
Journal of Financial Markets, 2010, 13, (1), 129-156 View citations (2)
See also Working Paper Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration, Working Papers (2005) (2005)
2009
- Evaluation of linear asset pricing models by implied portfolio performance
Journal of Banking & Finance, 2009, 33, (9), 1586-1596 View citations (9)
- Money and the C-CAPM
Journal of Financial and Quantitative Analysis, 2009, 44, (2), 337-368 View citations (18)
2007
- Productivity-based asset pricing: Theory and evidence
Journal of Financial Economics, 2007, 86, (2), 405-445 View citations (36)
- Reducing the dimensionality of linear quadratic control problems
Journal of Economic Dynamics and Control, 2007, 31, (1), 141-159
See also Working Paper Reducing the Dimensionality of Linear Quadratic Control Problems, Tinbergen Institute Discussion Papers (2001) (2001)
2006
- Momentum and mean reversion across national equity markets
Journal of Empirical Finance, 2006, 13, (1), 24-48 View citations (82)
2004
- Time Preference and Life Cycle Consumption with Endogenous Survival
Economic Inquiry, 2004, 42, (4), 667-678 View citations (5)
2002
- Government expenditure and equilibrium real exchange rates
Journal of International Money and Finance, 2002, 21, (5), 667-692 View citations (18)
2000
- Efficient gradualism in intertemporal portfolios
Journal of Economic Dynamics and Control, 2000, 24, (1), 21-38 View citations (3)
- Exchange Rate Shocks and the Speed of Trade Price Adjustment
Southern Economic Journal, 2000, 67, (1), 200-211
- Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
Journal of Finance, 2000, 55, (2), 745-772 View citations (187)
- Precaution and Liquidity in the Demand for Housing
Economic Inquiry, 2000, 38, (2), 289-303 View citations (4)
1997
- Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
Management Science, 1997, 43, (11), 1537-1551 View citations (11)
- Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence
Journal of International Money and Finance, 1997, 16, (3), 345-366 View citations (17)
1996
- Location in the Hotelling duopoly model with demand uncertainty
European Economic Review, 1996, 40, (7), 1453-1461 View citations (22)
1994
- Inflation Variability and Gradualist Monetary Policy
The Review of Economic Studies, 1994, 61, (4), 721-738 View citations (55)
1993
- Periodic learning about a hidden state variable
Journal of Economic Dynamics and Control, 1993, 17, (5-6), 805-827 View citations (12)
1992
- A Keynesian general equilibrium model with competitive firms and rational expectations
Journal of Economics, 1992, 56, (1), 23-38
- Factor Demand under Conditions of Product Demand and Supply Uncertainty
Economic Inquiry, 1992, 30, (3), 544-55 View citations (3)
- Profits under Conditions of Uncertainty
Australian Economic Papers, 1992, 31, (59), 245-59
1990
- Actively Learning about Demand and the Dynamics of Price Adjustment
Economic Journal, 1990, 100, (402), 882-98 View citations (43)
- Predicting Stock Returns in an Efficient Market
Journal of Finance, 1990, 45, (4), 1109-28 View citations (154)
- Variability and the Duration of Search
International Economic Review, 1990, 31, (3), 747-51 View citations (7)
1988
- Money Supply Variability in a Macro Model of Monopolistic Competition
Economic Inquiry, 1988, 26, (4), 661-85 View citations (1)
- 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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