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 K. Geert Rouwenhorst
 SSRN Author Rank: 21 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/
 email address


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. K. Geert Rouwenhorst's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
68,869
Total
Citations
638
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Facts and Fantasies about Commodity Futures | Show Abstract | Download |
Yale ICF Working Paper No. 04-20
Working Paper Series
Gary B. Gorton
Yale School of Management
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
29 Jun 04
Last Revised:
02 Mar 05
18,269
(28)
38

2.   Incl. Electronic Paper
Evan G. Galev
Yale School of Management
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
28 Dec 98
Last Revised:
16 Apr 08
17,158
( 30)
38

3.  
The Fundamentals of Commodity Futures Returns | Show Abstract | Download |
Yale ICF Working Paper No. 07-08
Working Paper Series
Gary B. Gorton
Yale School of Management
Fumio Hayashi
Hitotsubashi University
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
28 Jun 07
Last Revised:
09 Oct 08
5,213
(220)
13

4.  
Behavioral Factors in Mutual Fund Flows | Show Abstract | Download |
Yale ICF Working Paper No. 00-14
Working Paper Series
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
02 Mar 00
Last Revised:
11 Jan 01
4,982
(248)
25

5.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Lingfeng Li
Oak Hill Platinum Partners, LLC
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
25 Oct 01
Last Revised:
24 Jan 08
4,485
( 307)
45

6.  
Global Real Estate Markets: Cycles And Fundamentals | Show Abstract | Download |
Yale ICF Working Paper No. 99-03
Working Paper Series
Bradford Case
National Association of Real Estate Investment Trusts
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
05 Apr 99
Last Revised:
11 Jan 01
4,294
(338)
12

7.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Zoran Ivkovich
Michigan State University, Department of Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
05 Apr 00
Last Revised:
25 Jul 01
3,421
( 527)
37

8.  
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
21 Oct 98
Last Revised:
21 Aug 00
2,378
(1,002)
42

9.  
The Origins of Mutual Funds | Show Abstract | Download |
Yale ICF Working Paper No. 04-48
Working Paper Series
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
16 Dec 04
Last Revised:
23 Jan 08
2,035
(1,378)
2

10.  
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
01 Sep 98
Last Revised:
06 Mar 01
1,952
(1,496)
75

11.  
Geetesh Bhardwaj
The Vanguard Group
Gary B. Gorton
Yale School of Management
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
08 Oct 08
Last Revised:
08 Oct 08
1,247
(3,359)
 

12.  
A Note on Erb and Harvey (2005) | Show Abstract | Download |
Yale ICF Working Paper No. 06-02
Working Paper Series
Gary B. Gorton
Yale School of Management
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
12 Dec 05
Last Revised:
05 May 06
1,004
(4,878)
2

13.   Incl. Electronic Paper
Gary B. Gorton
Yale School of Management
Fumio Hayashi
Hitotsubashi University
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
03 Nov 05
Last Revised:
23 Jan 08
770
( 7,559)
 

14.   Incl. Electronic Paper
Rik G. P. Frehen
Tilburg University - Department of Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
01 Apr 09
Last Revised:
16 Nov 09
432
( 17,354)
 

15.   Incl. Electronic Paper
Gary B. Gorton
Yale School of Management
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
23 May 06
Last Revised:
25 May 06
387
( 19,997)
44

16.   Incl. Electronic Paper
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
23 Oct 96
Last Revised:
22 Feb 08
384
( 20,212)
207

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
Steven L. Heston
University of Maryland - Department of Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Roberto E. Wessels
University of Texas at Austin - Red McCombs School of Business
Posted:
05 Jul 08
Last Revised:
05 Jul 08
231
(36,642)
16

18.  
Global Real Estate Markets - Cycles and Fundamentals | Show Abstract | Download |
NBER Working Paper No. W7566
Working Paper Series
Bradford Case
National Association of Real Estate Investment Trusts
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
11 Jul 00
Last Revised:
10 Apr 01
113
(71,783)
12

19.  
The Fundamentals of Commodity Futures Returns | Show Abstract | Download |
NBER Working Paper No. W13249
Working Paper Series
Gary B. Gorton
Yale School of Management
Fumio Hayashi
Hitotsubashi University
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
13 Jul 07
Last Revised:
02 Oct 07
85
(88,217)
13

20.  
Pairs Trading: Performance of a Relative-Value Arbitrage Rule | Show Abstract | Download |
The Review of Financial Studies, Vol. 19, Issue 3, pp. 797-827, 2006
Accepted Paper Series
Evan Gatev
Simon Fraser University
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
29 Feb 08
Last Revised:
20 Feb 09
15
(181,153)
10

21.  
Geetesh Bhardwaj
The Vanguard Group
Gary B. Gorton
Yale School of Management
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
23 Oct 08
Last Revised:
24 Oct 08
14
(184,045)
 

22.  
International Term Structures and Real Economic Growth | Show Abstract |
Journal of Monetary Economics, Vol. 33, pp. 133-155, 1994
Accepted Paper Series
Charles I. Plosser
Federal Reserve Bank of Philadelphia
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
24 Dec 04
Last Revised:
24 Dec 04
0
(0)
 

23.  
Time to Build and Aggregate Fluctuations | Show Abstract |
Journal of Monetary Economics, Vol. 27, pp. 241-254, 1991
Accepted Paper Series
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
24 Dec 04
Last Revised:
24 Dec 04
0
(0)
 

24.  
Does Industrial Structure Explain the Benefits of International Diversification? | Show Abstract |
Journal of Financial Economics, Vol. 36, pp. 3-27, 1994
Accepted Paper Series
Steven L. Heston
University of Maryland - Department of Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
14 Dec 04
Last Revised:
16 Dec 04
0
(0)
 

25.  
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
Steven L. Heston
University of Maryland - Department of Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Roberto E. Wessels
University of Texas at Austin - Red McCombs School of Business
Posted:
14 Dec 04
Last Revised:
16 Dec 04
0
(0)
 


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