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Rui Albuquerque

Personal Details

First Name:Rui
Middle Name:
Last Name:Albuquerque
Suffix:
RePEc Short-ID:pal94
http://people.bu.edu/ralbuque/
Boston University School of Management 595 Commonwealth Avenue Boston, MA 02446

Affiliation

(in no particular order)

Department of Finance
Questrom School of Business
Boston University

Boston, Massachusetts (United States)
http://www.bu.edu/questrom/faculty-research/departments/finance/

(617) 353-2514
(617) 353-6667

RePEc:edi:fedbuus (more details at EDIRC)

Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/

+44 (0)20 7183 8801
+44 (0)20 7183 8820
3rd Floor, 77 Bastwick Street, London EC1V 3PZ
RePEc:edi:cebruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rui Albuquerque & Martin Eichenbaum & Dimitris Papanikolaou & Sergio Rebelo, 2015. "Long-run Bulls and Bears," NBER Working Papers 20858, National Bureau of Economic Research, Inc.
  2. Rui Albuquerque & Martin S. Eichenbaum & Sergio Rebelo, 2012. "Valuation Risk and Asset Pricing," NBER Working Papers 18617, National Bureau of Economic Research, Inc.
  3. Albuquerque, Rui & Schroth, Enrique, 2012. "The Value of Control and the Costs of Illiquidity," CEPR Discussion Papers 9090, C.E.P.R. Discussion Papers.
  4. Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu, 2011. "Trade Credit and International Return Comovement," CEPR Discussion Papers 8222, C.E.P.R. Discussion Papers.
  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 & 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.
  7. Albuquerque, Rui, 2009. "Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity," CEPR Discussion Papers 7573, 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 & Bauer, Gregor H & Schneider, Martin, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
  11. 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.
  12. Albuquerque, Rui & Miao, Jianjun, 2006. "CEO Power, Compensation and Governance," CEPR Discussion Papers 5818, C.E.P.R. Discussion Papers.
  13. 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.
  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 & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA.
  16. Rui Albuquerque, 2004. "Optimal Currency Hedging," Finance 0405010, EconWPA.
  17. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, EconWPA.
  18. Rui Albuquerque, 2004. "The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment," International Finance 0405004, EconWPA.
  19. Neng Wang & Rui Albuquerque, 2004. "Investor Protection and Exchange Rates," 2004 Meeting Papers 685, Society for Economic Dynamics.
  20. Rui Albuquerque, 2004. "The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence," International Finance 0405007, 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. 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.
  5. 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.
  6. Rui Albuquerue & Neng Wang, 2008. "Agency Conflicts, Investment, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 1-40, February.
  7. Albuquerque, Rui, 2008. "The forward premium puzzle in a model of imperfect information," Economics Letters, Elsevier, vol. 99(3), pages 461-464, June.
  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. 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.
  12. Albuquerque, Rui & Rebelo, Sergio, 2000. "On the dynamics of trade reform," Journal of International Economics, Elsevier, vol. 51(1), pages 21-47, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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 Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Journal Pages, Weighted by Simple Impact Factor
  7. Number of Journal Pages, Weighted by Recursive Impact Factor
  8. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (11) 2004-05-09 2004-05-09 2004-05-09 2004-11-22 2005-06-14 2005-09-29 2005-11-19 2006-04-08 2006-04-08 2006-10-28 2006-10-28. Author is listed
  2. NEP-BEC: Business Economics (9) 2004-09-12 2004-11-22 2005-09-29 2005-11-19 2006-04-08 2006-10-28 2007-07-20 2009-07-11 2012-09-03. Author is listed
  3. NEP-FMK: Financial Markets (9) 2004-05-09 2004-05-09 2005-06-14 2005-09-29 2005-11-19 2006-04-08 2006-04-08 2007-12-01 2009-12-05. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (4) 2002-06-13 2004-05-09 2007-07-20 2012-12-22
  5. NEP-IFN: International Finance (4) 2004-05-09 2004-05-09 2004-05-09 2004-08-16
  6. NEP-CFN: Corporate Finance (2) 2006-10-28 2007-07-20
  7. NEP-ENT: Entrepreneurship (1) 2002-06-13
  8. NEP-FOR: Forecasting (1) 2006-04-08
  9. NEP-LAW: Law & Economics (1) 2006-10-28
  10. NEP-MAC: Macroeconomics (1) 2007-07-20
  11. NEP-MST: Market Microstructure (1) 2007-12-01
  12. NEP-REG: Regulation (1) 2007-07-20

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