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Information about:
Ronald J. Balvers

Personal Details | Affiliation | Works
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Other registered authors

Personal Details

First Name: Ronald
Middle Name: J.
Last Name: Balvers
Suffix:

RePEc Short-ID: pba211

Email:
Homepage: http://www.be.wvu.edu/divecon/econ/balvers/
Postal Address:
Phone: 304-293-7880

Affiliation

(in no particular order)

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. Ronald J. Balvers & Dayong Huang, 2005. "Productivity-Based Asset Pricing: Theory and Evidence," Working Papers 05-05, Department of Economics, West Virginia University. [Downloadable!]
    Published as:

  2. Ronald J. Balvers & Yangru Wu, 2005. "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers 022005, Hong Kong Institute for Monetary Research. [Downloadable!]
    Other versions:

  3. Ronald J. Balvers & Dayong Huang, 2005. "Evaluation of Linear Asset Pricing Models by Implied Portfolio Performance," Working Papers 05-06, Department of Economics, West Virginia University, revised Jun 2005. [Downloadable!]
    Published as:

  4. Ronald J. Balvers & Douglas W. Mitchell, 2005. "Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems," Working Papers 05-10, Department of Economics, West Virginia University. [Downloadable!]

  5. Ronald J. Balvers & Dayong Huang, 2004. "Money and the (C)CAPM: Theory and Evaluation," Working Papers 04-10, Department of Economics, West Virginia University. [Downloadable!]

  6. Ronald J. Balvers & Yangru Wu, 2004. "Momentum and Mean Reversion Across National Equity Markets," Working Papers 04-11, Department of Economics, West Virginia University. [Downloadable!]
    Published as:

  7. Ronald J. Balvers & Yangru Wu, 2002. "Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study," Working Papers 112002, Hong Kong Institute for Monetary Research. [Downloadable!]

  8. Ronald J. Balvers & Douglas W. Mitchell, 2001. "Reducing the Dimensionality of Linear Quadratic Control Problems," Tinbergen Institute Discussion Papers 01-043/2, Tinbergen Institute. [Downloadable!]
    Published as:

Articles

  1. Balvers, Ronald J. & Huang, Dayong, 2009. "Evaluation of linear asset pricing models by implied portfolio performance," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1586-1596, September. [Downloadable!] (restricted)
    Other versions:

  2. Balvers, Ronald J. & Huang, Dayong, 2009. "Money and the C-CAPM," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(02), pages 337-368, April. [Downloadable!]

  3. Balvers, Ronald J. & Huang, Dayong, 2007. "Productivity-based asset pricing: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 86(2), pages 405-445, November. [Downloadable!] (restricted)
    Other versions:

  4. Balvers, Ronald J. & Mitchell, Douglas W., 2007. "Reducing the dimensionality of linear quadratic control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 141-159, January. [Downloadable!] (restricted)
    Other versions:

  5. Balvers, Ronald J. & Wu, Yangru, 2006. "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 24-48, January. [Downloadable!] (restricted)
    Other versions:

  6. Arnab K. Acharya & Ronald J. Balvers, 2004. "Time Preference and Life Cycle Consumption with Endogenous Survival," Economic Inquiry, Oxford University Press, vol. 42(4), pages 667-678, October. [Downloadable!] (restricted)

  7. Balvers, Ronald J. & Bergstrand, Jeffrey H., 2002. "Government expenditure and equilibrium real exchange rates," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 667-692, October. [Downloadable!] (restricted)

  8. Balvers, Ronald J & Szerb, Laszlo, 2000. "Precaution and Liquidity in the Demand for Housing," Economic Inquiry, Oxford University Press, vol. 38(2), pages 289-303, April.

  9. Jimmy Ran & Ronald Balvers, 2000. "Exchange Rate Shocks and the Speed of Trade Price Adjustment," Southern Economic Journal, Southern Economic Association, vol. 67(1), pages 200-211, July.

  10. Ronald Balvers & Yangru Wu & Erik Gilliland, 2000. "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies," Journal of Finance, American Finance Association, vol. 55(2), pages 745-772, 04. [Downloadable!] (restricted)

  11. Balvers, Ronald J. & Mitchell, Douglas W., 2000. "Efficient gradualism in intertemporal portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 21-38, January. [Downloadable!] (restricted)

  12. Balvers, Ronald J. & H. Bergstrand, Jeffrey, 1997. "Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 345-366, June. [Downloadable!] (restricted)

  13. Balvers, Ronald & Szerb, Lazlo, 1996. "Location in the Hotelling duopoly model with demand uncertainty," European Economic Review, Elsevier, vol. 40(7), pages 1453-1461, August. [Downloadable!] (restricted)

  14. Balvers, Ronald J & Cosimano, Thomas F, 1994. "Inflation Variability and Gradualist Monetary Policy," Review of Economic Studies, Blackwell Publishing, vol. 61(4), pages 721-38, October. [Downloadable!] (restricted)

  15. Balvers, Ronald J. & Cosimano, Thomas F., 1993. "Periodic learning about a hidden state variable," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 805-827. [Downloadable!] (restricted)

  16. Balvers, Ronald J & Miller, Norman C, 1992. "Profits under Conditions of Uncertainty," Australian Economic Papers, Blackwell Publishing, vol. 31(59), pages 245-59, December.

  17. Balvers, Ronald J & Miller, Norman C, 1992. "Factor Demand under Conditions of Product Demand and Supply Uncertainty," Economic Inquiry, Oxford University Press, vol. 30(3), pages 544-55, July.

  18. Ronald Balvers, 1992. "A Keynesian general equilibrium model with competitive firms and rational expectations," Journal of Economics, Springer, vol. 56(1), pages 23-38, February. [Downloadable!] (restricted)

  19. Balvers, Ronald J & Cosimano, Thomas F, 1990. "Actively Learning about Demand and the Dynamics of Price Adjustment," Economic Journal, Royal Economic Society, vol. 100(402), pages 882-98, September. [Downloadable!] (restricted)

  20. Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill, 1990. " Predicting Stock Returns in an Efficient Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1109-28, September. [Downloadable!] (restricted)

  21. Balvers, Ronald J, 1990. "Variability and the Duration of Search," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(3), pages 747-51, August. [Downloadable!] (restricted)

  22. Balvers, Ronald J, 1988. "Money Supply Variability in a Macro Model of Monopolistic Competition," Economic Inquiry, Oxford University Press, vol. 26(4), pages 661-85, October.

  23. Balvers, Ronald J, 1988. "Monopoly Power and Downward Price Rigidity under Costly Price Adjustment," Bulletin of Economic Research, Blackwell Publishing, vol. 40(2), pages 115-31, April.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2005-02-13
  2. NEP-FIN: Finance (5) 2005-02-13 2005-02-13 2005-02-13 2005-05-14 2005-05-14 Author is listed
  3. NEP-FMK: Financial Markets (1) 2005-02-13
  4. NEP-MAC: Macroeconomics (1) 2005-05-14
  5. NEP-MON: Monetary Economics (1) 2005-02-13
  6. NEP-RMG: Risk Management (3) 2005-02-13 2005-02-13 2005-05-14 Author is listed
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This page was last updated on 2009-11-18.

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