K. Geert Rouwenhorst
Names
| first: |
K. |
| middle: |
Geert |
| last: |
Rouwenhorst |
Identifer
Contact
Affiliations
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Yale University
/ School of Management
Research profile
author of:
- Commodity Investing (RePEc:anr:refeco:v:4:y:2012:p:447-467)
by K. Geert Rouwenhorst & Ke Tang - Solving the Stochastic Growth Model by a Discrete-State-Space, Euler-Equation Approach (RePEc:bes:jnlbes:v:8:y:1990:i:1:p:19-21)
by Baxter, Marianne & Crucini, Mario J & Rouwenhorst, K Geert - William N. Goetzmann , Catherine Labio , K. Geert Rouwenhorst , and Timothy G. Young , eds., The great mirror of folly: finance, culture, the crash of 1720 ( New Haven : Yale University Press , 2013 . Pp. xiv + 346. 255 illus. ISBN 9780300162462 Hbk. (RePEc:bla:ehsrev:v:67:y:2014:i:4:p:1175-1176)
by Koji Yamamoto - The Role of Beta and Size in the Cross‐Section of European Stock Returns (RePEc:bla:eufman:v:5:y:1999:i:1:p:9-27)
by Steven L. Heston & K. Geert Rouwenhorst & Roberto E. Wessels - Local Return Factors and Turnover in Emerging Stock Markets (RePEc:bla:jfinan:v:54:y:1999:i:4:p:1439-1464)
by K. Geert Rouwenhorst - A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets (RePEc:bla:jfinan:v:75:y:2020:i:1:p:377-417)
by Wenjin Kang & K. Geert Rouwenhorst & Ke Tang - Day Trading International Mutual Funds: Evidence and Policy Solutions (RePEc:cup:jfinqa:v:36:y:2001:i:03:p:287-309_00)
by Goetzmann, William N. & Ivković, Zoran & Rouwenhorst, K. Geert - Evaluating the gains from international risksharing : A comment (RePEc:eee:crcspp:v:42:y:1995:i::p:145-149)
by Geert Rouwenhorst, K. - The structure of international stock returns and the integration of capital markets (RePEc:eee:empfin:v:2:y:1995:i:3:p:173-197)
by Heston, Steven L. & Rouwenhorst, K. Geert & Wessels, Roberto E. - New evidence on the first financial bubble (RePEc:eee:jfinec:v:108:y:2013:i:3:p:585-607)
by Frehen, Rik G.P. & Goetzmann, William N. & Geert Rouwenhorst, K. - Does industrial structure explain the benefits of international diversification? (RePEc:eee:jfinec:v:36:y:1994:i:1:p:3-27)
by Heston, Steven L. & Rouwenhorst, K. Geert - The first commodity futures index of 1933 (RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300349)
by Bhardwaj, Geetesh & Janardanan, Rajkumar & Rouwenhorst, K. Geert - Time to build and aggregate fluctuations : A reconsideration (RePEc:eee:moneco:v:27:y:1991:i:2:p:241-254)
by Rouwenhorst, K. Geert - International term structures and real economic growth (RePEc:eee:moneco:v:33:y:1994:i:1:p:133-155)
by Plosser, Charles I. & Geert Rouwenhorst, K. - Asset Returns and Business Cycles (RePEc:fth:robuph:40)
by Rouwenhorst, K.G. - Dutch Securities for American Land Speculation in the Late Eighteenth Century (RePEc:nbr:nberch:12795)
by Rik Frehen & William N. Goetzmann & K. Geert Rouwenhorst - Facts and Fantasies about Commodity Futures (RePEc:nbr:nberwo:10595)
by Gary Gorton & K. Geert Rouwenhorst - The Fundamentals of Commodity Futures Returns (RePEc:nbr:nberwo:13249)
by Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst - Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors (RePEc:nbr:nberwo:14424)
by Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst - New Evidence on the First Financial Bubble (RePEc:nbr:nberwo:15332)
by Rik G.P. Frehen & William N. Goetzmann & K. Geert Rouwenhorst - Facts and Fantasies about Commodity Futures Ten Years Later (RePEc:nbr:nberwo:21243)
by Geetesh Bhardwaj & Gary Gorton & Geert Rouwenhorst - Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 (RePEc:nbr:nberwo:34899)
by William N. Goetzmann & K. Geert Rouwenhorst - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:nbr:nberwo:7032)
by Evan G. Gatev & William N. Goetzmann & K. Geert Rouwenhorst - Global Real Estate Markets - Cycles and Fundamentals (RePEc:nbr:nberwo:7566)
by Bradford Case & William N. Goetzmann & K. Geert Rouwenhorst - Long-Term Global Market Correlations (RePEc:nbr:nberwo:8612)
by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst - The Fundamentals of Commodity Futures Returns (RePEc:oup:revfin:v:17:y:2013:i:1:p:35-105)
by Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst - Pairs Trading: Performance of a Relative-Value Arbitrage Rule (RePEc:oup:rfinst:v:19:y:2006:i:3:p:797-827)
by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst - Editor's Choice Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors (RePEc:oup:rfinst:v:27:y:2014:i:11:p:3099-3132.)
by Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst - The Origins of Value: The Financial Innovations that Created Modern Capital Markets (RePEc:oxp:obooks:9780195175714)
by None - Long-Term Global Market Correlations (RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:1-38)
by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst - On commodity price limits (RePEc:wly:jfutmk:v:39:y:2019:i:8:p:946-961)
by Rajkumar Janardanan & Xiao Qiao & K. Geert Rouwenhorst - European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing? (RePEc:ysm:somwrk:ysm103)
by K. Rouwenhorst - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:ysm:somwrk:ysm109)
by William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst - Global Real Estate Markets: Cycles And Fundamentals (RePEc:ysm:somwrk:ysm116)
by William N. Goetzmann & Bradford Case & K. Geert Rouwenhorst - Behavioral Factors in Mutual Fund Flows (RePEc:ysm:somwrk:ysm135)
by William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst - Day Trading International Mutual Funds: Evidence And Policy Solutions (RePEc:ysm:somwrk:ysm138)
by William Goetzmann & Zoran Ivkovich & K. Rouwenhorst - Global Real Estate Markets: Cycles And Fundamentals (RePEc:ysm:somwrk:ysm20)
by Bradford Case & William Goetzmann & K. Rouwenhorst - Long-Term Global Market Correlations (RePEc:ysm:somwrk:ysm237)
by William Goetzmann & Lingfeng Li & K. Rouwenhorst - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:ysm:somwrk:ysm26)
by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:ysm:somwrk:ysm3)
by William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst - International Momentum Strategies (RePEc:ysm:somwrk:ysm36)
by K. Rouwenhorst - Behavioral Factors in Mutual Fund Flows (RePEc:ysm:somwrk:ysm8)
by Massimo Massa & William Goetzmann & K. Rouwenhorst - The Role of Beta and Size in the Cross-Section of European Stock Returns (RePEc:ysm:somwrk:ysm86)
by Steven Heston & K. Rouwenhorst & Roberto Wessels - Local Return Factors and Turnover in Emerging Stock Markets (RePEc:ysm:somwrk:ysm97)
by K. Rouwenhorst