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Information about:
Raj Aggarwal

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Personal Details

First Name: Raj
Middle Name:
Last Name: Aggarwal
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RePEc Short-ID: pag27

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Homepage:
Postal Address: Sullivan Professor of International Business and Finance University of Akron, Akron, OH 44325, USA.
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This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Raj Aggarwal & Shelly Zhao, 2007. "The Diversification Discount Puzzle: Empirical Evidence for a Transactions Cost Resolution," The Institute for International Integration Studies Discussion Paper Series iiisdp222, IIIS. [Downloadable!]

  2. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS. [Downloadable!]

  3. Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj, 2006. "The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion," MPRA Paper 6090, University Library of Munich, Germany, revised 22 Nov 2007. [Downloadable!]

  4. Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005. "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper 2023, University Library of Munich, Germany, revised 2007. [Downloadable!]
    Published as:

  5. Brian Lucey & Raj Aggarwal, 2005. "Psychological Barriers in Gold Prices," The Institute for International Integration Studies Discussion Paper Series iiisdp053, IIIS. [Downloadable!]
    Published as:

  6. Cal Muckley & Raj Aggarwal & Brian Lucey, 2005. "Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time," Money Macro and Finance (MMF) Research Group Conference 2005 48, Money Macro and Finance Research Group. [Downloadable!]

  7. Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004. "Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events," The Institute for International Integration Studies Discussion Paper Series iiisdp019, IIIS. [Downloadable!]

Articles

  1. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2009. "The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests," The Financial Review, Eastern Finance Association, vol. 44(4), pages 625-645, November. [Downloadable!] (restricted)

  2. Aggarwal, Raj & Goodell, John W., 2009. "Markets and institutions in financial intermediation: National characteristics as determinants," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1770-1780, October. [Downloadable!] (restricted)

  3. Raj Aggarwal & Shelly Zhao, 2009. "The Diversification Discount Puzzle: Evidence for a Transaction-Cost Resolution," The Financial Review, Eastern Finance Association, vol. 44(1), pages 113-135, 02. [Downloadable!] (restricted)

  4. Aggarwal, Raj & Goodell, John W., 2009. "Markets versus institutions in developing countries: National attributes as determinants," Emerging Markets Review, Elsevier, vol. 10(1), pages 51-66, March. [Downloadable!] (restricted)

  5. Raj Aggarwal & Min Qi, 2009. "Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations," Applied Financial Economics, Taylor and Francis Journals, vol. 19(13), pages 1083-1102. [Downloadable!] (restricted)

  6. Aggarwal, Raj & Zhao, Xinlei, 2008. "Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 793-804, December. [Downloadable!] (restricted)

  7. Aggarwal, Raj & Kyaw, NyoNyo A., 2008. "Internal capital networks as a source of MNC competitive advantage: Evidence from foreign subsidiary capital structure decisions," Research in International Business and Finance, Elsevier, vol. 22(3), pages 409-439, September. [Downloadable!] (restricted)

  8. Aggarwal, Raj & Goodell, John W., 2008. "Equity premia in emerging markets: National characteristics as determinants," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 389-404, October. [Downloadable!] (restricted)

  9. Aggarwal, Raj & Simmons, Walter, 2008. "Common stocastic trends among Caribbean currencies: Evidence from Guyana, Jamaica, and Trinidad and Tobago," Journal of Economics and Business, Elsevier, vol. 60(3), pages 277-289. [Downloadable!] (restricted)

  10. Aggarwal, Raj & Lucey, Brian M., 2007. "Psychological barriers in gold prices?," Review of Financial Economics, Elsevier, vol. 16(2), pages 217-230. [Downloadable!] (restricted)
    Other versions:

  11. Aggarwal, Raj & Zhao, Xinlei, 2007. "The leverage-value relationship puzzle: An industry effects resolution," Journal of Economics and Business, Elsevier, vol. 59(4), pages 286-297. [Downloadable!] (restricted)

  12. Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007. "East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests," Global Economic Review, Taylor and Francis Journals, vol. 36(2), pages 103-119. [Downloadable!] (restricted)
    Other versions:

  13. Raj Aggarwal & David Schirm & Xinlei Zhao, 2007. "Role models in finance: Lessons from life cycle productivity of prolific scholars," Review of Quantitative Finance and Accounting, Springer, vol. 28(1), pages 79-100, January. [Downloadable!] (restricted)

  14. Raj Aggarwal & Aigbe Akhigbe & James McNulty, 2006. "Are Differences in Acquiring Bank Profit Efficiency Priced in Financial Markets?," Journal of Financial Services Research, Springer, vol. 30(3), pages 265-286, December. [Downloadable!] (restricted)

  15. Aggarwal, Raj & Zong, Sijing, 2006. "The cash flow-investment relationship: International evidence of limited access to external finance," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 89-104, February. [Downloadable!] (restricted)

  16. Aggarwal, Raj & Simmons, Walter, 2006. "Eonomic integration among caribbean countries: Evidence from purchasing power parity, 1980-2000," Journal of Policy Modeling, Elsevier, vol. 28(3), pages 277-280, April. [Downloadable!] (restricted)

  17. Aggarwal, Raj & Kyaw, NyoNyo A., 2005. "Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests," International Review of Financial Analysis, Elsevier, vol. 14(4), pages 393-406. [Downloadable!] (restricted)

  18. Raj Aggarwal, 2004. "Persistent Puzzles in International Finance and Economics," The Economic and Social Review, Economic and Social Studies, vol. 35(3), pages 241-250. [Downloadable!]

  19. Aggarwal, Raj, 2001. "Using economic profit to assess performance: a metric for modern firms," Business Horizons, Elsevier, vol. 44(1), pages 55-60. [Downloadable!] (restricted)

  20. Aggarwal, Raj & Simkins, Betty J., 2001. "Open book management--optimizing human capital," Business Horizons, Elsevier, vol. 44(5), pages 5-13. [Downloadable!] (restricted)

  21. Aggarwal, Raj, et al, 2001. " The Responses of Interest Rate Spreads to Information Releases," Review of Quantitative Finance and Accounting, Springer, vol. 16(4), pages 345-68, June. [Downloadable!] (restricted)

  22. Aggarwal, Raj & Jacques, Kevin T., 2001. "The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1139-1160, June. [Downloadable!] (restricted)

  23. Aggarwal, Raj & Montanes, Antonio & Ponz, Monserrat, 2000. "Evidence of long-run purchasing power parity: analysis of real asian exchange rates in terms of the Japanese yen," Japan and the World Economy, Elsevier, vol. 12(4), pages 351-361, December. [Downloadable!] (restricted)

  24. Aggarwal, Raj & Mohanty, Sunil, 2000. "Rationality of Japanese macroeconomic survey forecasts: empirical evidence and comparisons with the US," Japan and the World Economy, Elsevier, vol. 12(1), pages 21-31, January. [Downloadable!] (restricted)

  25. Herremans, Irene M. & Ryans, John Jr. & Aggarwal, Raj, 2000. "Linking advertising and brand value," Business Horizons, Elsevier, vol. 43(3), pages 19-26. [Downloadable!] (restricted)

  26. Raj Aggarwal & Joel T. Harper, 2000. "Equity Valuation in the Czech Voucher Privatization Auctions," Financial Management, Financial Management Association, vol. 29(4), Winter.

  27. Raj Aggarwal & Kevin T. Jacques & Tara Rice, 2000. "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, issue May, pages 377-394.

  28. Aggarwal, Raj & Schirm, David C., 1998. "Asymmetric impact of trade balance news on asset prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 83-100, January. [Downloadable!] (restricted)

  29. Aggarwal, Raj & Mougoue, Mbodja, 1998. " Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers," Review of Quantitative Finance and Accounting, Springer, vol. 10(2), pages 193-206, March. [Downloadable!] (restricted)

  30. Raj Aggarwal & Kevin T. Jacques, 1998. "Assessing the impact of prompt corrective action on bank capital and risk," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 23-32. [Downloadable!]

  31. Aggarwal, Raj & Long, Michael & Moore, Scott & Ervin, Danny, 1998. "Industry differences in NAFTA's impact on the valuation of U.S. companies," International Review of Financial Analysis, Elsevier, vol. 7(2), pages 137-152. [Downloadable!] (restricted)

  32. Aggarwal, Raj & Schatzberg, John D., 1997. "Day of the week effects, information seasonality, and higher moments of security returns," Journal of Economics and Business, Elsevier, vol. 49(1), pages 1-20, February. [Downloadable!] (restricted)

  33. Aggarwal, Raj & Mougoue, Mbodja, 1996. "Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen," Japan and the World Economy, Elsevier, vol. 8(3), pages 291-308, September. [Downloadable!] (restricted)

  34. Aggarwal, Raj, 1995. "Microstructure of world trading markets: Hans R. Stoll, Norwell, MA: Kluwer Academic Publishers, 1993, 154 pp," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 311-313. [Downloadable!] (restricted)

  35. Aggarwal, Raj & Mohanty, Sunil & Song, Frank, 1995. "Are Survey Forecasts of Macroeconomic Variables Rational?," Journal of Business, University of Chicago Press, vol. 68(1), pages 99-119, January. [Downloadable!] (restricted)

  36. Aggarwal, Raj, 1994. "Characteristics of Japanese finance: A review and introduction," Global Finance Journal, Elsevier, vol. 5(2), pages 141-167. [Downloadable!] (restricted)

  37. Aggarwal, Raj & Park, Young S., 1994. "The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets," Journal of Banking & Finance, Elsevier, vol. 18(4), pages 757-773, September. [Downloadable!] (restricted)

  38. Aggarwal, Raj & Mougoue, Mbodja, 1993. "Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc?," Economics Letters, Elsevier, vol. 41(2), pages 161-166. [Downloadable!] (restricted)

  39. Aggarwal, Raj & Gruca, Edward, 1993. "Intraday Trading Patterns in the Equity Options Markets," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 16(4), pages 285-97, Winter.

  40. Aggarwal, Raj & Aggarwal, Reena, 1993. "Security Return Distributions and Market Structure: Evidence from the NYSE/AMEX and the NASDAQ Markets," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 16(3), pages 209-20, Fall.

  41. Aggarwal, Raj & Schirm, David C., 1992. "The predictive power of January returns and the political-business cycle," International Review of Financial Analysis, Elsevier, vol. 1(3), pages 237-245. [Downloadable!] (restricted)

  42. Aggarwal, Raj & Hiraki, Takato & Rao, Ramesh P, 1992. "Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity," The Financial Review, Eastern Finance Association, vol. 27(4), pages 589-605, November.

  43. Aggarwal, Raj & Rao, Ramesh P, 1990. "Institutional Ownership and Distribution of Equity Returns," The Financial Review, Eastern Finance Association, vol. 25(2), pages 211-29, May.

  44. Aggarwal, Raj & Rao, Ramesh P & Hiraki, Takato, 1990. "Regularities in Tokyo Stock Exchange Security Returns: P/E, Size, and Seasonal Influences," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 13(3), pages 249-63, Fall.

  45. Aggarwal, Raj & Rao, Ramesh P & Hiraki, Takato, 1989. "Skewness and Kurtosis in Japanese Equity Returns: Empirical Evidence," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 12(3), pages 253-60, Fall.

  46. Aggarwal, Raj, 1987. "The strategic challenge of the evolving global economy," Business Horizons, Elsevier, vol. 30(4), pages 38-44. [Downloadable!] (restricted)

  47. Aggarwal, Raj & Sundararaghavan, P. S., 1987. "Efficiency of the silver futures market : An empirical study using daily data," Journal of Banking & Finance, Elsevier, vol. 11(1), pages 49-64, March. [Downloadable!] (restricted)

  48. Raj Aggarwal, 1980. "Investment Performance of U.S.-Based Multinational Companies: Comments and a Perspective on International Diversification of Real Assets," Journal of International Business Studies, Palgrave Macmillan Journals, vol. 11(1), pages 98-104, March. [Downloadable!] (restricted)

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2006-04-22 2007-12-08 Author is listed
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2005-04-30
  3. NEP-COM: Industrial Competition (1) 2007-09-24
  4. NEP-EEC: European Economics (1) 2006-03-05
  5. NEP-ETS: Econometric Time Series (2) 2006-03-05 2006-04-22 Author is listed
  6. NEP-FIN: Finance (2) 2004-05-09 2006-04-22 Author is listed
  7. NEP-FMK: Financial Markets (3) 2004-05-09 2006-03-05 2006-04-22 Author is listed
  8. NEP-FOR: Forecasting (1) 2006-04-22
  9. NEP-IFN: International Finance (4) 2004-05-09 2006-04-22 2007-03-10 2007-12-08 Author is listed
  10. NEP-MON: Monetary Economics (1) 2006-04-22
  11. NEP-RMG: Risk Management (1) 2005-04-30
  12. NEP-SEA: South East Asia (2) 2007-03-10 2007-12-08 Author is listed
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This page was last updated on 2009-11-16.

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