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K. Geert Rouwenhorst · Study
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Author
K. Geert Rouwenhorst
35 works
· latest 2020
· 4 institutions
cluster: provisional
ORCID 0000-0002-5003-6031
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35
Citations
11,628
Works here
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Most cited in this library
International Momentum Strategies
1998 · 1,813 citations
Facts and Fantasies about Commodity Futures
2006 · 1,389 citations
Local Return Factors and Turnover in Emerging Stock Markets
1999 · 839 citations
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
2006 · 785 citations
Long-Term Global Market Correlations
2001 · 783 citations
Works
35 shown
Asset Pricing Implications of Equilibrium Business Cycle Models
Princeton University Press eBooks
·
2020
·
1 author
·
chapter
418
citations
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
The Journal of Finance
·
2019
·
2 authors
·
Open access
207
citations
Facts and Fantasies About Commodity Futures Ten Years Later
SSRN Electronic Journal
·
2015
·
3 authors
·
preprint
·
Open access
36
citations
Editor's Choice Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
RePEc: Research Papers in Economics
·
2014
·
3 authors
73
citations
New evidence on the first financial bubble
Journal of Financial Economics
·
2012
·
3 authors
105
citations
Commodity Investing
Annual Review of Financial Economics
·
2012
·
2 authors
·
review
97
citations
The Fundamentals of Commodity Futures Returns
European Finance Review
·
2012
·
3 authors
·
Open access
760
citations
Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
Review of Financial Studies
·
2008
·
3 authors
·
Open access
60
citations
The Fundamentals of Commodity Futures Returns
National Bureau of Economic Research
·
2007
·
3 authors
·
report
·
Open access
186
citations
Facts and Fantasies about Commodity Futures
CFA Digest
·
2006
·
2 authors
177
citations
Facts and Fantasies about Commodity Futures
Financial Analysts Journal
·
2006
·
2 authors
1,389
citations
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Review of Financial Studies
·
2006
·
3 authors
785
citations
The Origins of Mutual Funds
·
2005
·
1 author
·
chapter
·
Open access
86
citations
The origins of value : the financial innovations that created modern capital markets
RePEc: Research Papers in Economics
·
2005
·
2 authors
·
preprint
167
citations
Facts and Fantasies about Commodity Futures
National Bureau of Economic Research
·
2004
·
2 authors
·
report
·
Open access
107
citations
Long-Term Global Market Correlations
The Journal of Business
·
2001
·
3 authors
·
Open access
783
citations
Day Trading International Mutual Funds: Evidence and Policy Solutions
Journal of Financial and Quantitative Analysis
·
2001
·
3 authors
142
citations
Global Real Estate Markets - Cycles and Fundamentals
National Bureau of Economic Research
·
2000
·
3 authors
·
report
·
Open access
116
citations
Behavioral Factors in Mutual Fund Flows
SSRN Electronic Journal
·
2000
·
3 authors
·
preprint
·
Open access
89
citations
Day Trading International Mutual Funds: Evidence and Policy Solutions
SSRN Electronic Journal
·
2000
·
3 authors
·
preprint
·
Open access
86
citations
Local Return Factors and Turnover in Emerging Stock Markets
The Journal of Finance
·
1999
·
1 author
839
citations
European Equity Markets and the EMU
Financial Analysts Journal
·
1999
·
1 author
172
citations
The Role of Beta and Size in the Cross‐Section of European Stock Returns
European Financial Management
·
1999
·
3 authors
·
Open access
124
citations
Pairs Trading: Performance of a Relative Value Arbitrage Rule
National Bureau of Economic Research
·
1999
·
3 authors
·
report
·
Open access
87
citations
International Momentum Strategies
The Journal of Finance
·
1998
·
1 author
1,813
citations
Local Return Factors and Turnover in Emerging Stock Markets
SSRN Electronic Journal
·
1998
·
1 author
·
preprint
·
Open access
246
citations
Pairs Trading: Performance of a Relative Value Arbitrage Rule
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
203
citations
European Equity Markets and Emu: Are the Differences between Countries Slowly Disappearing?
SSRN Electronic Journal
·
1998
·
1 author
·
preprint
·
Open access
43
citations
International Momentum Strategies
SSRN Electronic Journal
·
1996
·
1 author
·
preprint
·
Open access
238
citations
10 Asset Pricing Implications of Equilibrium Business Cycle Models
Princeton University Press eBooks
·
1995
·
1 author
·
chapter
346
citations
The structure of international stock returns and the integration of capital markets
Journal of Empirical Finance
·
1995
·
3 authors
·
Open access
135
citations
Industry and Country Effects in International Stock Returns
The Journal of Portfolio Management
·
1995
·
2 authors
225
citations
Does industrial structure explain the benefits of international diversification?
Journal of Financial Economics
·
1994
·
2 authors
746
citations
International term structures and real economic growth
Journal of Monetary Economics
·
1994
·
2 authors
·
Open access
358
citations
Time to build and aggregate fluctuations
Journal of Monetary Economics
·
1991
·
1 author
·
Open access
184
citations