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Information about:
K. Geert Rouwenhorst

Personal Details | Affiliation | Works
This is information that was supplied by K. Rouwenhorst in registering through RePEc. If you are K. Geert Rouwenhorst , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: K.
Middle Name: Geert
Last Name: Rouwenhorst
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RePEc Short-ID: pro146

Email: [This author has chosen not to make the email address public]
Homepage: http://mayet.som.yale.edu/~geert/
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. Number of Downloads through RePEc Services over the past 12 months
  8. Wu-Index

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. Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst, 2008. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," NBER Working Papers 14424, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," NBER Working Papers 13249, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst, 2004. "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers ysm8, Yale School of Management. [Downloadable!]
    Other versions:

  4. Bradford Case & William N. Goetzmann & K. Geert Rouwenhorst, 2004. "Global Real Estate Markets: Cycles And Fundamentals," Yale School of Management Working Papers ysm20, Yale School of Management. [Downloadable!]
    Other versions:

  5. Gary Gorton & K. Geert Rouwenhorst, 2004. "Facts and Fantasies about Commodity Futures," NBER Working Papers 10595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. William N.Goetzmann & Lingfeng Li & K.Geert Rouwenhorst, 2003. "Long-Term Global Market Correlations," DNB Staff Reports (discontinued) 98, Netherlands Central Bank. [Downloadable!]
    Other versions:
    Published as:

  7. K. Geert Rouwenhorst & William N. Goetzmann & Zoran Ivkovich, 2000. "Day Trading International Mutual Funds: Evidence And Policy Solutions," Yale School of Management Working Papers ysm138, Yale School of Management. [Downloadable!]
    Published as:

  8. William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst, 1998. "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers ysm109, Yale School of Management. [Downloadable!]
    Other versions:
    Published as:

  9. K. Geert Rouwenhorst, 1998. "European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?," Yale School of Management Working Papers ysm103, Yale School of Management. [Downloadable!]

  10. K. Geert Rouwenhorst & Steve L. Heston & Roberto E. Wessels, 1998. "The Role of Beta and Size in the Cross-section of European Stock Returns," Yale School of Management Working Papers ysm86, Yale School of Management. [Downloadable!]
    Published as:

  11. K. Geert Rouwenhorst, 1998. "Local Return Factors and Turnover in Emerging Stock Markets," Yale School of Management Working Papers ysm97, Yale School of Management. [Downloadable!]
    Published as:

  12. K. Geert Rouwenhorst, 1996. "International Momentum Strategies," Yale School of Management Working Papers ysm36, Yale School of Management. [Downloadable!]
    Published as:

  13. Rouwenhorst, K.G., 1991. "Asset Returns and Business Cycles," Papers 40, Rochester, Business - Ph.D.,.

Articles

  1. Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006. "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(3), pages 797-827. [Downloadable!] (restricted)
    Other versions:

  2. William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2005. "Long-Term Global Market Correlations," Journal of Business, University of Chicago Press, vol. 78(1), pages 1-38, January. [Downloadable!]
    Other versions:

  3. Goetzmann, William N. & Ivkovi?, Zoran & Rouwenhorst, K. Geert, 2001. "Day Trading International Mutual Funds: Evidence and Policy Solutions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 36(03), pages 287-309, September. [Downloadable!]
    Other versions:

  4. K. Geert Rouwenhorst, 1999. "Local Return Factors and Turnover in Emerging Stock Markets," Journal of Finance, American Finance Association, vol. 54(4), pages 1439-1464, 08. [Downloadable!] (restricted)
    Other versions:

  5. Steven L. Heston & K. Geert Rouwenhorst & Roberto E. Wessels, 1999. "The Role of Beta and Size in the Cross-Section of European Stock Returns," European Financial Management, Blackwell Publishing Ltd, vol. 5(1), pages 9-27. [Downloadable!] (restricted)
    Other versions:

  6. K. Geert Rouwenhorst, 1998. "International Momentum Strategies," Journal of Finance, American Finance Association, vol. 53(1), pages 267-284, 02. [Downloadable!] (restricted)
    Other versions:

  7. Heston, Steven L. & Rouwenhorst, K. Geert & Wessels, Roberto E., 1995. "The structure of international stock returns and the integration of capital markets," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 173-197, September. [Downloadable!] (restricted)

  8. Geert Rouwenhorst, K., 1995. "Evaluating the gains from international risksharing : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 145-149, June. [Downloadable!] (restricted)

  9. Plosser, Charles I. & Geert Rouwenhorst, K., 1994. "International term structures and real economic growth," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 133-155, February. [Downloadable!] (restricted)

  10. Heston, Steven L. & Rouwenhorst, K. Geert, 1994. "Does industrial structure explain the benefits of international diversification?," Journal of Financial Economics, Elsevier, vol. 36(1), pages 3-27, August. [Downloadable!] (restricted)

  11. Rouwenhorst, K. Geert, 1991. "Time to build and aggregate fluctuations : A reconsideration," Journal of Monetary Economics, Elsevier, vol. 27(2), pages 241-254, April. [Downloadable!] (restricted)

  12. Baxter, Marianne & Crucini, Mario J & Rouwenhorst, K Geert, 1990. "Solving the Stochastic Growth Model by a Discrete-State-Space, Euler-Equation Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 19-21, January.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-07-20
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2004-03-22
  3. NEP-CFN: Corporate Finance (1) 2004-03-22
  4. NEP-DEV: Development (3) 2004-03-22 2004-03-22 2004-03-22 Author is listed
  5. NEP-FIN: Finance (5) 1999-04-27 2004-01-12 2004-03-22 2004-03-22 2004-06-27 Author is listed
  6. NEP-FMK: Financial Markets (4) 2001-11-21 2003-10-12 2004-01-12 2007-07-20 Author is listed
  7. NEP-GEO: Economic Geography (1) 2004-03-22
  8. NEP-PBE: Public Economics (1) 1999-04-27
  9. NEP-RMG: Risk Management (6) 2003-10-12 2004-01-12 2004-03-22 2004-03-22 2004-03-22 2007-07-20 Author is listed
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This page was last updated on 2009-11-12.

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