Advanced Search
MyIDEAS: Login

Rachel A J Pownall

Contents:

This is information that was supplied by Rachel Pownall in registering through RePEc. If you are Rachel A J Pownall , 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: Rachel
Middle Name: A J
Last Name: Pownall
Suffix:

RePEc Short-ID: pca242

Email:
Homepage: http://www.tilburguniversity.edu/webwijs/show/?uid=r.a.j.pownall
Postal Address:
Phone:

Affiliation

(34%) Graduate School of Business and Economics (GSBE)
School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/SBE
Email:
Phone: +31 (0)43 38 83 830
Fax:
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:meteonl (more details at EDIRC)
(33%) Limburg Institute of Financial Economics (LIFE)
School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/web/Faculties/SBE/Theme/Departments/Finance/LIFE.htm
Email:
Phone: +31 43 388 3838
Fax: +31 43 325 8530
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:limaanl (more details at EDIRC)
(33%) Finance Department
School of Economics and Management
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://www.tilburguniversity.nl/faculties/feb/organisation/dept/fin/
Email:
Phone: +31 13 466 3041
Fax: +31 13 466 2875
Postal: PO Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:fdkubnl (more details at EDIRC)

Works

as in new window

Working papers

  1. Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel A J Pownall, 2014. "Anchoring or Loss Aversion? Empirical Evidence from Art Auctions," ACEI Working Paper Series AWP-04-2014, the Association for Cultural Economics International, revised Jun 2014.
  2. De Silva, Dakshina & Pownall, Rachel A. J., 2012. "Going green: does it depend on education, gender, or income?," MPRA Paper 36465, University Library of Munich, Germany.
  3. Koedijk, Kees & Pownall, Rachel A J & Statman, Meir, 2012. "Aspirations, Well-being, Risk-Aversion and Loss-Aversion," CEPR Discussion Papers 8904, C.E.P.R. Discussion Papers.
  4. Campbell, Rachel & Graddy, Kathryn & Hamilton, Jonathan, 2009. "Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed," CEPR Discussion Papers 7344, C.E.P.R. Discussion Papers.
  5. Campbell-Pownall, R.A.J. & Koedijk, C.G. & Lothian, J.R. & Mahieu, R.J., 2007. "Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later," ERIM Report Series Research in Management ERS-2007-088-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
  6. Campbell, Rachel & Koedijk, Kees & Lothian, James R & Mahieu, Ronald J, 2007. "Irving Fisher, Expectational Errors, and the UIP Puzzle," CEPR Discussion Papers 6294, C.E.P.R. Discussion Papers.
  7. Campbell, Rachel A. & Kräussl, Roman, 2006. "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series 2006/31, Center for Financial Studies (CFS).
  8. Campbell, Rachel A. & Kräussl, Roman, 2006. "Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector," CFS Working Paper Series 2006/32, Center for Financial Studies (CFS).
  9. Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman, 2003. "Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?," Monash Econometrics and Business Statistics Working Papers 18/03, Monash University, Department of Econometrics and Business Statistics.
  10. Campbell-Pownall, R.A.J. & Huisman, R., 2002. "Measuring Credit Spread Risk," ERIM Report Series Research in Management ERS-2002-95-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
  11. Campbell, Rachel & Koedijk, Kees & Kofman, Paul, 2002. "Increased Correlation in Bear markets: A Downside Risk Perspective," CEPR Discussion Papers 3172, C.E.P.R. Discussion Papers.
  12. Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998. "VaR-x: Fat Tails in Financial Risk Management," Papers 98-54, Southern California - School of Business Administration.

Articles

  1. Lothian, James R. & Pownall, Rachel A.J. & Koedijk, Kees G., 2013. "I discovered the peso problem: Irving Fisher and the UIP puzzle," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 5-17.
  2. Pownall, Rachel A.J. & Wolk, Leonard, 2013. "Bidding behavior and experience in internet auctions," European Economic Review, Elsevier, vol. 61(C), pages 14-27.
  3. Kathryn Graddy & Jonathan Hamilton & Rachel Pownall, 2012. "Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 131-166, 03.
  4. De Silva, Dakshina G. & Pownall, Rachel A.J. & Wolk, Leonard, 2012. "Does the sun ‘shine’ on art prices?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 167-178.
  5. Campbell, Rachel A.J. & Forbes, Catherine S. & Koedijk, Kees G. & Kofman, Paul, 2008. "Increasing correlations or just fat tails?," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 287-309, March.
  6. Campbell, Rachel A. & Kraussl, Roman, 2007. "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1239-1260, November.
  7. Campbell, Rachel & Huisman, Ronald & Koedijk, Kees, 2001. "Optimal portfolio selection in a Value-at-Risk framework," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1789-1804, September.
  8. Pownall, Rachel A. J. & Koedijk, Kees G., 1999. "Capturing downside risk in financial markets: the case of the Asian Crisis," Journal of International Money and Finance, Elsevier, vol. 18(6), pages 853-870, December.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-05-26
  2. NEP-CFN: Corporate Finance (1) 2003-03-14
  3. NEP-CUL: Cultural Economics (1) 2009-07-11
  4. NEP-ENV: Environmental Economics (1) 2012-02-20
  5. NEP-FMK: Financial Markets (1) 2003-03-14
  6. NEP-IFN: International Finance (1) 2007-05-26
  7. NEP-MON: Monetary Economics (1) 2007-05-26
  8. NEP-RMG: Risk Management (1) 2003-03-14
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2012-03-28
  10. NEP-URE: Urban & Real Estate Economics (1) 2009-07-11

Statistics

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, Rachel Pownall 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.