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

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 View citations (2)

2005

2. 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

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

2001

4. 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

1. Seasonality and momentum across national equity markets
   The North American Journal of Economics and Finance, 2022, 61, (C) View citations (1)

2021

2. Designing a global digital currency
   Journal of International Money and Finance, 2021, 111, (C) View citations (4)
3. Determinants and predictability of commodity producer returns
   Journal of Banking & Finance, 2021, 133, (C)

2017

4. 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)
5. Social Screens and Systematic Investor Boycott Risk
   Journal of Financial and Quantitative Analysis, 2017, 52, (1), 365-399 View citations (58)
6. 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

7. 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

8. 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

9. 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

10. 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

11. Evaluation of linear asset pricing models by implied portfolio performance
    Journal of Banking & Finance, 2009, 33, (9), 1586-1596 View citations (9)
12. Money and the C-CAPM
    Journal of Financial and Quantitative Analysis, 2009, 44, (2), 337-368 View citations (18)

2007

13. Productivity-based asset pricing: Theory and evidence
    Journal of Financial Economics, 2007, 86, (2), 405-445 View citations (36)
14. 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

15. Momentum and mean reversion across national equity markets
    Journal of Empirical Finance, 2006, 13, (1), 24-48 View citations (82)

2004

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

2002

17. Government expenditure and equilibrium real exchange rates
    Journal of International Money and Finance, 2002, 21, (5), 667-692 View citations (18)

2000

18. Efficient gradualism in intertemporal portfolios
    Journal of Economic Dynamics and Control, 2000, 24, (1), 21-38 View citations (3)
19. Exchange Rate Shocks and the Speed of Trade Price Adjustment
    Southern Economic Journal, 2000, 67, (1), 200-211
20. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
    Journal of Finance, 2000, 55, (2), 745-772 View citations (187)
21. Precaution and Liquidity in the Demand for Housing
    Economic Inquiry, 2000, 38, (2), 289-303 View citations (4)

1997

22. Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
    Management Science, 1997, 43, (11), 1537-1551 View citations (11)
23. 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

24. Location in the Hotelling duopoly model with demand uncertainty
    European Economic Review, 1996, 40, (7), 1453-1461 View citations (22)

1994

25. Inflation Variability and Gradualist Monetary Policy
    The Review of Economic Studies, 1994, 61, (4), 721-738 View citations (55)

1993

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

1992

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

1990

30. Actively Learning about Demand and the Dynamics of Price Adjustment
    Economic Journal, 1990, 100, (402), 882-98 View citations (43)
31. Predicting Stock Returns in an Efficient Market
    Journal of Finance, 1990, 45, (4), 1109-28 View citations (154)
32. Variability and the Duration of Search
    International Economic Review, 1990, 31, (3), 747-51 View citations (7)

1988

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