Advanced Search
MyIDEAS: Login to follow this author

Rui Albuquerque

Contents:

This is information that was supplied by Rui Albuquerque in registering through RePEc. If you are Rui Albuquerque , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Rui
Middle Name:
Last Name: Albuquerque
Suffix:

RePEc Short-ID: pal94

Email:
Homepage: http://people.bu.edu/ralbuque/
Postal Address: Boston University School of Management 595 Commonwealth Avenue Boston, MA 02446
Phone:

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

as in new window

Working papers

  1. Rui Albuquerque & Martin S. Eichenbaum & Sergio Rebelo, 2012. "Valuation Risk and Asset Pricing," NBER Working Papers 18617, National Bureau of Economic Research, Inc.
  2. Albuquerque, Rui & Schroth, Enrique, 2012. "The Value of Control and the Costs of Illiquidity," CEPR Discussion Papers 9090, C.E.P.R. Discussion Papers.
  3. Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu, 2011. "Trade Credit and International Return Comovement," CEPR Discussion Papers 8222, C.E.P.R. Discussion Papers.
  4. Rui Albuquerque & Enrique Schroth, 2011. "Search Frictions and the Liquidity of Large Blocks of Shares," Tinbergen Institute Discussion Papers 11-029/2/DSF11, Tinbergen Institute.
  5. Albuquerque, Rui, 2010. "Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns," CEPR Discussion Papers 7896, C.E.P.R. Discussion Papers.
  6. Albuquerque, Rui, 2009. "Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity," CEPR Discussion Papers 7573, C.E.P.R. Discussion Papers.
  7. Albuquerque, Rui & Schroth, Enrique, 2009. "Quantifying private benefits of control from a structural model of block trades," CEPR Discussion Papers 7358, C.E.P.R. Discussion Papers.
  8. Albuquerque, Rui & Schroth, Enrique, 2008. "Determinants of the Block Premium and of Private Benefits of Control," CEPR Discussion Papers 6742, C.E.P.R. Discussion Papers.
  9. Albuquerque, Rui & Miao, Jianjun, 2007. "Advance Information and Asset Prices," CEPR Discussion Papers 6588, C.E.P.R. Discussion Papers.
  10. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers.
  11. Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
  12. Albuquerque, Rui & Miao, Jianjun, 2006. "CEO Power, Compensation and Governance," CEPR Discussion Papers 5818, C.E.P.R. Discussion Papers.
  13. Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers.
  14. Albuquerque, Rui & Wang, Neng, 2005. "Agency Conflicts, Investment and Asset Pricing," CEPR Discussion Papers 4955, C.E.P.R. Discussion Papers.
  15. Rui Albuquerque, 2004. "Optimal Currency Hedging," Finance 0405010, EconWPA.
  16. Neng Wang & Rui Albuquerque, 2004. "Investor Protection and Exchange Rates," 2004 Meeting Papers 685, Society for Economic Dynamics.
  17. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA.
  18. Rui Albuquerque, 2004. "The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence," International Finance 0405007, EconWPA.
  19. Rui Albuquerque, 2004. "The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment," International Finance 0405004, EconWPA.
  20. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, EconWPA.
  21. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2003. "World market integration through the lens of foreign direct investors," Policy Research Working Paper Series 3060, The World Bank.
  22. Rui Albuquerque & Hugo Hopenhayn, 2002. "Optimal Lending Contracts and Firm Dynamics," RCER Working Papers 493, University of Rochester - Center for Economic Research (RCER).
  23. Rui Albuquerque & Sergio Rebelo, 1998. "On the Dynamics of Trade Reform," NBER Working Papers 6700, National Bureau of Economic Research, Inc.
  24. Albuquerque, R. & Hopenhayn, H.A., 1997. "Optimal Dynamic Lending Contracts with Imperfect Enforceability," RCER Working Papers 439, University of Rochester - Center for Economic Research (RCER).

Articles

  1. Rui Albuquerque, 2012. "Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns," Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1630-1673.
  2. Albuquerque, Rui & Schroth, Enrique, 2010. "Quantifying private benefits of control from a structural model of block trades," Journal of Financial Economics, Elsevier, vol. 96(1), pages 33-55, April.
  3. Albuquerque, Rui, 2010. "Comment on: "Optimal taxation in the presence of bailouts"," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 117-119, January.
  4. Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October.
  5. Rui Albuquerque & Clara Vega, 2009. "Economic News and International Stock Market Co-movement," Review of Finance, European Finance Association, vol. 13(3), pages 401-465.
  6. Albuquerque, Rui, 2008. "The forward premium puzzle in a model of imperfect information," Economics Letters, Elsevier, vol. 99(3), pages 461-464, June.
  7. Rui Albuquerue & Neng Wang, 2008. "Agency Conflicts, Investment, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 1-40, 02.
  8. Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008. "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, vol. 63(5), pages 2297-2343, October.
  9. Albuquerque, Rui, 2007. "Optimal currency hedging," Global Finance Journal, Elsevier, vol. 18(1), pages 16-33.
  10. Albuquerque, Rui & Loayza, Norman & Serven, Luis, 2005. "World market integration through the lens of foreign direct investors," Journal of International Economics, Elsevier, vol. 66(2), pages 267-295, July.
  11. Rui Albuquerque & Hugo A. Hopenhayn, 2004. "Optimal Lending Contracts and Firm Dynamics," Review of Economic Studies, Wiley Blackwell, vol. 71(2), pages 285-315, 04.
  12. Albuquerque, Rui, 2003. "The composition of international capital flows: risk sharing through foreign direct investment," Journal of International Economics, Elsevier, vol. 61(2), pages 353-383, December.
  13. Albuquerque, Rui & Rebelo, Sergio, 2000. "On the dynamics of trade reform," Journal of International Economics, Elsevier, vol. 51(1), pages 21-47, June.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (10) 2004-09-12 2004-11-22 2005-09-29 2005-11-19 2006-04-08 2006-10-28 2007-07-20 2009-07-11 2011-02-26 2012-09-03. Author is listed
  2. NEP-CFN: Corporate Finance (2) 2006-10-28 2007-07-20
  3. NEP-DGE: Dynamic General Equilibrium (5) 2002-06-13 2004-05-09 2007-07-20 2011-02-26 2012-12-22. Author is listed
  4. NEP-ENT: Entrepreneurship (1) 2002-06-13
  5. NEP-FIN: Finance (12) 2004-05-09 2004-05-09 2004-05-09 2004-11-22 2005-06-14 2005-09-29 2005-10-04 2005-11-19 2006-04-08 2006-04-08 2006-10-28 2006-10-28. Author is listed
  6. NEP-FMK: Financial Markets (10) 2004-05-09 2004-05-09 2005-06-14 2005-09-29 2005-10-04 2005-11-19 2006-04-08 2006-04-08 2007-12-01 2009-12-05. Author is listed
  7. NEP-FOR: Forecasting (1) 2006-04-08
  8. NEP-IFN: International Finance (4) 2004-05-09 2004-05-09 2004-05-09 2004-08-16
  9. NEP-LAW: Law & Economics (1) 2006-10-28
  10. NEP-MAC: Macroeconomics (1) 2007-07-20
  11. NEP-MST: Market Microstructure (2) 2007-12-01 2011-02-26
  12. NEP-REG: Regulation (1) 2007-07-20

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Journal Pages, Weighted by Simple Impact Factor
  8. Number of Journal Pages, Weighted by Recursive Impact Factor
  9. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Rui Albuquerque should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.