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Rouwenhorst, K. Geert

SSRN Author Rank: 32 by Downloads

Professor of Finance; Deputy Director, International Center for Finance

Yale School of Management - International Center for Finance

135 Prospect Street
P.O. Box 208200
New Haven, CT 06520-8200
United States
203-432-6046 (Phone)
203-432-8931 (Fax)

HOME PAGE: http://som.yale.edu/~geert/
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Rouwenhorst, K. Geert's Scholarly Papers Click on the title of any column to sort the table by that column.

Aggregate Statistics

Total
Downloads
99,039

Total
Citations
982

Papers (22)

Authors

Date

Downloads

(Rank)

Citations

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Facts and Fantasies About Commodity Futures | View 3 Versions | Show Abstracts | Hide Abstracts|

Gorton, Gary B.

Yale School of Management

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
29 Jun 04
Last Revised:
25 May 06

25,200
(28)

111

Pairs Trading: Performance of a Relative-Value Arbitrage Rule | View 2 Versions | Show Abstracts | Hide Abstracts|
- The Review of Financial Studies, Vol. 19, Issue 3, pp. 797-827, 2006
- Yale ICF Working Paper No. 08-03

Gatev, Evan

Simon Fraser University

Goetzmann, William N.

Yale School of Management - International Center for Finance

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
28 Dec 98
Last Revised:
29 Jul 10

24,401
(34)

The Fundamentals of Commodity Futures Returns | View 2 Versions | Show Abstracts | Hide Abstracts|
- NBER Working Paper No. w13249
- Yale ICF Working Paper No. 07-08

Gorton, Gary B.

Yale School of Management

Hayashi, Fumio

Hitotsubashi University

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
28 Jun 07
Last Revised:
07 Feb 12

11,060
(126)

Behavioral Factors in Mutual Fund Flows | Show Abstract | Download |
Yale ICF Working Paper No. 00-14
Working Paper Series

Massa, Massimo

INSEAD - Finance

Goetzmann, William N.

Yale School of Management - International Center for Finance

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

02 Mar 00

5,916
(418)

Long-Term Global Market Correlations | View 2 Versions | Show Abstracts | Hide Abstracts|
- NBER Working Paper No. w8612
- Yale ICF Working Paper No. 08-04

Goetzmann, William N.

Yale School of Management - International Center for Finance

Li, Lingfeng

Capula Investment Services

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
25 Oct 01
Last Revised:
25 Oct 10

5,603
(458)

Global Real Estate Markets: Cycles And Fundamentals | View 2 Versions | Show Abstracts | Hide Abstracts|
- NBER Working Paper No. w7566
- Yale ICF Working Paper No. 99-03

Case, Bradford

National Association of Real Estate Investment Trusts

Goetzmann, William N.

Yale School of Management - International Center for Finance

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
05 Apr 99
Last Revised:
16 Oct 10

5,434
(478)

Day Trading International Mutual Funds: Evidence And Policy Solutions | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Financial and Quantitative Analysis, September 2001
- AFA 2001 New Orleans; Yale SOM Working Paper No. ICF - 00-03

Goetzmann, William N.

Yale School of Management - International Center for Finance

Ivkovich, Zoran

Michigan State University, Department of Finance

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
05 Apr 00
Last Revised:
25 Jul 01

3,641
(996)

The Origins of Mutual Funds | Show Abstract | Download |
Yale ICF Working Paper No. 04-48
Working Paper Series

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

16 Dec 04

3,222
(1,212)

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors | View 2 Versions | Show Abstracts | Hide Abstracts|
- NBER Working Paper No. w14424
- Yale ICF Working Paper No. 08-21

Bhardwaj, Geetesh

SummerHaven Investment Management

Gorton, Gary B.

Yale School of Management

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
08 Oct 08
Last Revised:
24 Oct 08

2,985
(1,384)

10.

European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing? | Show Abstract | Download |
Working Paper Series

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

21 Oct 98

2,506
(1,929)

11.

Local Return Factors and Turnover in Emerging Stock Markets | Show Abstract | Download |
Working Paper Series

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

01 Sep 98

2,265
(2,306)

123

12.

New Evidence on the First Financial Bubble | View 2 Versions | Show Abstracts | Hide Abstracts|
- NBER Working Paper No. w15332
- Yale ICF Working Paper No. 09-04

Frehen, Rik

Tilburg University - Department of Finance

Goetzmann, William N.

Yale School of Management - International Center for Finance

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
01 Apr 09
Last Revised:
31 Jul 12

1,727
(3,672)

13.

A Note on Erb and Harvey (2005) | Show Abstract | Download |
Yale ICF Working Paper No. 06-02
Working Paper Series

Gorton, Gary B.

Yale School of Management

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

12 Dec 05

1,422
(5,187)

14.

Commodity Futures: A Japanese Perspective | View 2 Versions | Show Abstracts | Hide Abstracts|
- Yale ICF Working Paper No. 05-27
- Yale ICF Working Paper No. 05-27

Gorton, Gary B.

Yale School of Management

Hayashi, Fumio

Hitotsubashi University

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
03 Nov 05
Last Revised:
23 Jan 08

1,124
(7,742)

15.

International Momentum Strategies | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Finance, Vol. 53, No. 1, pp. 267-284, February 1998
- Yale ICF Working Paper

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:
23 Oct 96
Last Revised:
22 Feb 08

1,093
(8,129)

285

16.

Pairs Trading: Performance of a Relative Value Arbitrage Rule | Show Abstract | Download |
NBER Working Paper No. w7032
Working Paper Series

Galev, Evan G.

Yale School of Management

Goetzmann, William N.

Yale School of Management - International Center for Finance

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

20 Sep 00

552
(22,541)

17.

The Role of Beta and Size in the Cross-Section of European Stock Returns | Show Abstract | Download |
European Financial Management Vol 4, pp. 9-28, 1999
Accepted Paper Series

Heston, Steven L.

University of Maryland - Department of Finance

Wessels, Roberto E.

University of Texas at Austin - Red McCombs School of Business

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

05 Jul 08

481
(27,124)

18.

Commodity Investing | View 2 Versions | Show Abstracts | Hide Abstracts|
- Annual Review of Financial Economics, Vol. 4, pp. 447-467, 2012
- Yale ICF Working Paper No. 06-12

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Tang, Ke

Renmin University of China

Posted:
08 Jun 12
Last Revised:
09 Nov 12

407
(33,669)

19.

International Term Structures and Real Economic Growth | Show Abstract |
Journal of Monetary Economics, Vol. 33, pp. 133-155, 1994
Accepted Paper Series

Plosser, Charles I.

Federal Reserve Bank of Philadelphia

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

24 Dec 04

20.

Time to Build and Aggregate Fluctuations | Show Abstract |
Journal of Monetary Economics, Vol. 27, pp. 241-254, 1991
Accepted Paper Series

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

24 Dec 04

21.

The Structure of International Stock Returns and the Integration of Capital Markets | Show Abstract |
Journal of Empirical Finance, Vol. 2, pp. 173-197, 1995
Accepted Paper Series

Heston, Steven L.

University of Maryland - Department of Finance

Wessels, Roberto E.

University of Texas at Austin - Red McCombs School of Business

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

14 Dec 04

22.

Does Industrial Structure Explain the Benefits of International Diversification? | Show Abstract |
Journal of Financial Economics, Vol. 36, pp. 3-27, 1994
Accepted Paper Series

Heston, Steven L.

University of Maryland - Department of Finance

Rouwenhorst, K. Geert

Yale School of Management - International Center for Finance

Posted:

14 Dec 04

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