Rui A. Albuquerque

Boston College, Carroll School of Management

Associate Professor of Finance

140 Commonwealth Avenue

Chustnut Hill, MA 02467-3808

United States

http://ruialbuquerque.webs.com

Centre for Economic Policy Research (CEPR)

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

European Corporate Governance Institute (ECGI)

Research Associate

c/o ECARES ULB CP 114

B-1050 Brussels

Belgium

SCHOLARLY PAPERS

34

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CITATIONS
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344

Scholarly Papers (34)

1.

Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 359/2013
Number of pages: 54 Posted: 20 Nov 2011 Last Revised: 05 Dec 2017
Rui A. Albuquerque, Yrjo Koskinen and Chendi Zhang
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary and University of Warwick - Finance Group
Downloads 1,978 (5,902)
Citation 2

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corporate social responsibility, product differentiation, systematic risk, beta, firm value, industry equilibrium

2.
Downloads 1,002 ( 17,857)
Citation 32

Agency Conflicts, Investment, and Asset Pricing

Journal of Finance, Vol. 63, 2008, Boston University Questrom School of Business Research Paper No. 2009-3, ECGI - Finance Working Paper No. 167/2007
Number of pages: 71 Posted: 31 Dec 2004 Last Revised: 07 Jun 2017
Rui A. Albuquerque and Neng Wang
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics
Downloads 952 (18,961)
Citation 32

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Asset prices, heterogeneous agents, agency, corporate governance, investor protection, volatility, overinvestment

Agency Conflicts, Investment, and Asset Pricing

NBER Working Paper No. w13251
Number of pages: 73 Posted: 13 Jul 2007 Last Revised: 17 Sep 2010
Rui A. Albuquerque and Neng Wang
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics
Downloads 26 (439,320)
Citation 32

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Agency Conflicts, Investment and Asset Pricing

CEPR Discussion Paper No. 4955
Number of pages: 62 Posted: 27 Jul 2005
Rui A. Albuquerque and Neng Wang
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics
Downloads 24 (450,386)
Citation 32
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Asset prices, heterogeneous agents, agency, corporate governance, investor protection, volatility, overinvestment

3.
Downloads 762 ( 26,735)
Citation 1

CEO Power, Compensation, and Governance

Annals of Economics and Finance Vol. 14, 2013
Number of pages: 38 Posted: 08 Aug 2006 Last Revised: 29 Dec 2014
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 722 (28,391)
Citation 1

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CEO power, moral hazard, CEO compensation, corporate governance, investor protection

CEO Power, Compensation and Governance

CEPR Discussion Paper No. 5818
Number of pages: 40 Posted: 13 Oct 2006
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 40 (377,770)
Citation 1
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CEO power, moral hazard, CEO compensation, investor protection

4.

Optimal Currency Hedging

Global Finance Journal, Vol. 18, 2007
Number of pages: 29 Posted: 21 Sep 1999 Last Revised: 29 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 645 (31,852)
Citation 7

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Currency hedging, forwards, options, bankruptcy costs, taxes, loss aversion, downside risk

5.

The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment

Journal of International Economics, Vol. 61, 2003
Number of pages: 40 Posted: 18 Feb 2000 Last Revised: 29 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 547 (38,173)
Citation 46

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Foreign direct investment, intangible assets, volatility, risk sharing, imperfect enforcement, financing constraints, default risk, country risk

6.

The Determinants of the Block Premium and of Private Benefits of Control

ECGI - Finance Working Paper No. 202/2008, Swiss Finance Institute Research Paper No. 08-21
Number of pages: 72 Posted: 04 Mar 2008 Last Revised: 18 Nov 2014
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and City University London - Cass Business School
Downloads 536 (40,216)
Citation 3

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block pricing, block trades, control transactions, private benefits of control, market rule, mandatory bid rule, structural estimation

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 390/2014, Darden Business School Working Paper No. 2309117
Number of pages: 63 Posted: 13 Aug 2013 Last Revised: 12 Sep 2017
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 516 (44,383)

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Foreign direct investment, Corporate governance, Cross-border mergers and acquisitions, Spillovers

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

CEPR Discussion Paper No. DP10917
Number of pages: 50 Posted: 04 Nov 2015
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
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Corporate governance, Cross-border mergers and acquisitions, Foreign direct investment, Spillovers

Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Returns

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 09 Jun 2010 Last Revised: 16 Mar 2011
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 300 (85,488)
Citation 5

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Skewness, market returns, firm returns, announcement events, cross-sectional heterogeneity

Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns

Review of Financial Studies Vol. 25, 2012
Number of pages: 71 Posted: 31 Mar 2011 Last Revised: 29 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 171 (150,574)
Citation 5

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Skewness, earnings announcements, dividend announcements, cross-sectional heterogeneity

Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns

CEPR Discussion Paper No. DP7896
Number of pages: 58 Posted: 19 Jul 2010
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 2 (578,865)
Citation 5
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announcement events, crosssectionalheterogeneity, firm returns, market returns, Skewness

Trade Credit and Cross-Country Predictable Firm Returns

Journal of Financial Economics Vol. 115, 592-613, 2015.
Number of pages: 46 Posted: 23 Jan 2011 Last Revised: 20 Aug 2015
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - Dyson School of Applied Economics and Management
Downloads 431 (55,754)

Abstract:

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international equity markets, trade credit, information asymmetry, customer-supplier relations, predictability

Trade Credit and International Return Comovement

CEPR Discussion Paper No. DP8222
Number of pages: 47 Posted: 09 Feb 2011
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - Dyson School of Applied Economics and Management
Downloads 5 (558,720)
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

10.

Characterizing Asymmetric Information in International Equity Markets

Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 22 Mar 2002
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 434 (54,790)
Citation 9

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Private information, asymmetric information, portfolio choice, international equity fows and returns, home bias.

11.
Downloads 423 ( 57,654)
Citation 1

Public Pension Funds and Corporate Political Activism

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 470/2016, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50 Posted: 04 Mar 2015 Last Revised: 08 Sep 2017
Rui A. Albuquerque, Zicheng Lei, Jörg Rocholl and Chendi Zhang
Boston College, Carroll School of Management, University of Surrey - Finance and Accounting Group, ESMT European School of Management and Technology and University of Warwick - Finance Group
Downloads 423 (57,082)
Citation 1

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Institutional Investors, Political Activism, Political Contributions, Political Connections, Citizens United

Institutional Investors and Corporate Political Activism

CEPR Discussion Paper No. DP10916
Number of pages: 53 Posted: 04 Nov 2015
Rui A. Albuquerque, Zicheng Lei, Jörg Rocholl and Chendi Zhang
Boston College, Carroll School of Management, University of Surrey - Finance and Accounting Group, ESMT European School of Management and Technology and University of Warwick - Finance Group
Downloads 0
Citation 1
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Citizens United, Corporate Governance, Institutional Investors, Political Activism

Institutional Investors and Corporate Political Activism

CEPR Discussion Paper No. DP11301
Number of pages: 54 Posted: 01 Jun 2016
Rui A. Albuquerque, Zicheng Lei, Jörg Rocholl and Chendi Zhang
Boston College, Carroll School of Management, University of Surrey - Finance and Accounting Group, ESMT European School of Management and Technology and University of Warwick - Finance Group
Downloads 0
Citation 1
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12.
Downloads 406 ( 60,552)
Citation 3

Valuation Risk and Asset Pricing

Journal of Finance 71, 2861-2903, 2016
Number of pages: 63 Posted: 10 Jun 2014 Last Revised: 04 Jan 2017
Boston College, Carroll School of Management, Northwestern University, Stevens Institute of Technology - School of Business and Northwestern University - Kellogg School of Management
Downloads 391 (62,765)
Citation 3

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Equity premium, bond yields, risk premium

Valuation Risk and Asset Pricing

NBER Working Paper No. w18617
Number of pages: 71 Posted: 15 Dec 2012
Rui A. Albuquerque, Martin Eichenbaum and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 15 (502,773)
Citation 3

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Valuation Risk and Asset Pricing

CEPR Discussion Paper No. DP9262
Posted: 01 Feb 2013
Rui A. Albuquerque, Martin Eichenbaum and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University and Northwestern University - Kellogg School of Management

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bond yields, Equity premium, risk premium

13.
Downloads 381 ( 65,513)
Citation 1

The Value of Control and the Costs of Illiquidity

Journal of Finance vol. 70, 1405-1455, 2015, ECGI - Finance Working Paper No. 357/2012
Number of pages: 71 Posted: 04 Aug 2012 Last Revised: 04 Jan 2017
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and City University London - Cass Business School
Downloads 377 (65,710)
Citation 1

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Control transactions, search frictions, marketability discount, illiquidity spillover, corporate governance

The Value of Control and the Costs of Illiquidity

CEPR Discussion Paper No. DP9090
Number of pages: 67 Posted: 28 Sep 2012
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and City University London - Cass Business School
Downloads 4 (564,085)
Citation 1
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control discount, Control transactions, corporate governance, illiquidity spillover, marketability discount, search frictions

14.

Optimal Dynamic Lending Contracts with Imperfect Enforceability

AFA 2001 New Orleans Meetings; Rochester Ctr for Economic Research Paper No. 439; and Simon School of Business Working Paper FR 00-10
Number of pages: 45 Posted: 14 Sep 1998
Rui A. Albuquerque and Hugo A. Hopenhayn
Boston College, Carroll School of Management and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 354 (65,321)
Citation 15

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Financial constraints, imperfect enforcement, long term debt, capital structure, firm dynamics.

Economic News and International Stock Market Co-Movement

EFA 2006 Zurich Meetings
Number of pages: 64 Posted: 03 Mar 2006
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management
Downloads 251 (103,755)
Citation 10

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Private information, public news announcements, information spillovers, international equity returns, contagion

Economic News and International Stock Market Co-Movement

Review of Finance Vol. 13, 2009, EFA 2006 Zurich Meetings
Number of pages: 66 Posted: 03 Jun 2008 Last Revised: 29 Dec 2014
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management
Downloads 102 (227,941)
Citation 10

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Private information, public news announcements, information spillovers, international equity returns, contagion

Economic News and International Stock Market Co-Movement

Review of Finance, Vol. 13, Issue 3, pp. 401-465, 2009
Posted: 18 Aug 2009
Rui A. Albuquerque and Clara Vega
Boston College, Carroll School of Management and Board of Governors of the Federal Reserve System

Abstract:

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F3, G12, G14, G15

16.

Optimal Lending Contracts and Firm Dynamics

Review of Economic Studies Vol. 71, 2004
Number of pages: 44 Posted: 06 Sep 2001 Last Revised: 29 Dec 2014
Rui A. Albuquerque and Hugo A. Hopenhayn
Boston College, Carroll School of Management and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 343 (73,896)
Citation 80

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Financial constraints, imperfect enforcement, firm dynamics, capital structure, debt maturity

World Market Integration Through the Lens of Foreign Direct Investors

Simon School of Business Working Paper No. FR 03-02; World Bank Policy Research Working Paper No. 3060
Number of pages: 57 Posted: 10 Feb 2003
Rui A. Albuquerque, Norman Loayza and Luis Servén
Boston College, Carroll School of Management, World Bank - Research Department and World Bank - Office of the Chief Economist
Downloads 305 (83,846)
Citation 35

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Capital Market Integration, Emerging Economies, Global Factors, Foreign Direct Investment

World Market Integration Through the Lens of Foreign Direct Investors

Journal of International Economics, Vol. 66, 2005
Number of pages: 40 Posted: 30 Dec 2014
Rui A. Albuquerque, Norman Loayza and Luis Servén
Boston College, Carroll School of Management, World Bank - Research Department and World Bank - Office of the Chief Economist
Downloads 28 (428,958)
Citation 29

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Capital market integration, emerging economies, global factors, foreign direct investment

Relative Performance, Banker Compensation, and Systemic Risk

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 490/2016
Number of pages: 47 Posted: 20 Nov 2016 Last Revised: 25 May 2017
Rui A. Albuquerque, Luis M. B. Cabral and José Correia Guedes
Boston College, Carroll School of Management, New York University (NYU) - Leonard N. Stern School of Business - Department of Economics and Catholic University of Portugal (UCP) - Faculty of Economic Science and Business Studies
Downloads 241 (108,262)

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Systemic risk, bank regulation, relative performance evaluation, optimal contracts

Relative Performance, Banker Compensation, and Systemic Risk

Number of pages: 41 Posted: 03 Jun 2017
Rui A. Albuquerque, Luis M. B. Cabral and Jose Guedes
Boston College, Carroll School of Management, New York University (NYU) - Leonard N. Stern School of Business - Department of Economics and Universidade Católica Portuguesa
Downloads 46 (356,648)

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Relative Performance, Banker Compensation, and Systemic Risk

CEPR Discussion Paper No. DP11693
Number of pages: 47 Posted: 12 Dec 2016 Last Revised: 06 Nov 2017
Rui A. Albuquerque, Luis M. B. Cabral and Jose Guedes
Boston College, Carroll School of Management, New York University (NYU) - Leonard N. Stern School of Business - Department of Economics and Universidade Católica Portuguesa
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International Equity Flows and Returns: A Quantitative Equilibrium Approach

European Central Bank (ECB) Research Paper Series, Forthcoming
Number of pages: 52 Posted: 18 May 2004
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 244 (106,858)
Citation 22

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Asymmetric information, heterogenous investors, asset pricing, international equity flows, international equity returns.

International Equity Flows and Returns: A Quantitative Equilibrium Approach

Review of Economic Studies Vol. 74, 2007
Number of pages: 42 Posted: 30 Dec 2014
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 27 (433,984)
Citation 22

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Asymmetric information, heterogeneous investors, asset pricing, international equity flows, international equity returns

International Equity Flows and Returns: A Quantitative Equilibrium Approach

CEPR Discussion Paper No. 5159
Number of pages: 55 Posted: 18 Aug 2005
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 16 (496,903)
Citation 22
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Asymmetric information, heterogenous investors, asset pricing, international equity flows, international equity returns

Quantifying Private Benefits of Control from a Structural Model of Block Trades

Journal of Financial Economics (JFE), Vol. 96, No. 1, 2010, ECGI - Finance Working Paper No. 202/2008
Number of pages: 54 Posted: 15 Aug 2009 Last Revised: 28 Nov 2013
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and City University London - Cass Business School
Downloads 263 (98,677)
Citation 9

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block pricing, block trades, control transactions, deadweight loss, private benefits of control and structural estimation

Quantifying Private Benefits of Control from a Structural Model of Block Trades

CEPR Discussion Paper No. DP7358
Number of pages: 56 Posted: 26 Aug 2009
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and City University London - Cass Business School
Downloads 1 (590,824)
Citation 9
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Block pricing, block trades, control transactions, deadweight loss, private benefits of control, structural estimation

21.

The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence

Economics Letters, Vol. 99, 2008
Number of pages: 8 Posted: 31 Aug 1998 Last Revised: 28 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 256 (99,959)
Citation 4

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Forward premium puzzle, imperfect information, Kalman filter, fixed effects, conditional heteroskedasticity

22.
Downloads 226 (116,395)

Long-Run Bulls and Bears

Journal of Monetary Economics, 76, S21-S36, 2015.
Number of pages: 38 Posted: 30 Dec 2014 Last Revised: 10 Feb 2017
Downloads 208 (126,015)

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Stock market returns

Long-Run Bulls and Bears

NBER Working Paper No. w20858
Number of pages: 39 Posted: 20 Jan 2015
Downloads 18 (485,338)
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Long-Run Bulls and Bears

CEPR Discussion Paper No. DP10351
Number of pages: 39 Posted: 23 Jan 2015
Downloads 0
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stock market returns

23.
Downloads 191 (136,158)
Citation 6

Advance Information and Asset Prices

Journal of Economic Theory, Vol. 149, 2014
Number of pages: 55 Posted: 24 Feb 2008 Last Revised: 20 Aug 2015
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 188 (138,085)
Citation 6

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advance information, rational expectations equilibrium, momentum and reversal effects

Advance Information and Asset Prices

CEPR Discussion Paper No. DP6588
Number of pages: 60 Posted: 09 Jun 2008
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 3 (570,197)
Citation 6
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advance information, momentum and reversal effects, overreaction, rational expectations equilibrium, underreaction

Marketwide Private Information in Stocks: Forecasting Currency Returns

Journal of Finance, Vol. 63, 2008
Number of pages: 67 Posted: 01 Mar 2006 Last Revised: 28 Dec 2014
Rui A. Albuquerque, Eva de Francisco and Luis Brandao Marques
Boston College, Carroll School of Management, Congressional Budget Office (CBO) - Macroeconomic Analysis Division and International Monetary Fund - Monetary and Capital Markets Department
Downloads 169 (152,161)
Citation 10

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Marketwide private information, firm-specific private information, order flow, principal components, currency returns, equity returns

Marketwide Private Information in Stocks: Forecasting Currency Returns

CEPR Discussion Paper No. 5604
Number of pages: 49 Posted: 05 Jul 2006
Rui A. Albuquerque, Eva de Francisco and Luis Brandao Marques
Boston College, Carroll School of Management, Congressional Budget Office (CBO) - Macroeconomic Analysis Division and International Monetary Fund - Monetary and Capital Markets Department
Downloads 15 (502,773)
Citation 10
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Marketwide private information, firm-specific private information, order flow, principal components, currency returns, equity returns

25.

Investment Analysis of Autocallable Contingent Income Securities

Financial Analysts Journal, Vol. 71, pp. 61–83, May/June 2015.,
Number of pages: 52 Posted: 21 Mar 2014 Last Revised: 06 Aug 2015
Rui A. Albuquerque, Raquel M. Gaspar and Allen Michel
Boston College, Carroll School of Management, ISEG and Cemapre, Universidade de Lisboa and Boston University School of Management
Downloads 144 (98,397)

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Global Private Information in International Equity Markets

Journal of Financial Economics (JFE), Vol. 94, 2009
Number of pages: 61 Posted: 08 Aug 2006 Last Revised: 28 Dec 2014
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 110 (215,819)
Citation 20

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Private information, global private information, asymmetric information, portfolio choice, international equity flows and returns, home bias, return chasing

Global Private Information in International Equity Markets

CEPR Discussion Paper No. 5819
Number of pages: 56 Posted: 23 Oct 2006
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 17 (491,196)
Citation 20
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Private information, global private information, asymmetric information, portfolio choice, international equity flows and returns, home bias, return chasing

Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity

Number of pages: 53 Posted: 17 Nov 2009 Last Revised: 30 Mar 2011
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 61 (311,670)
Citation 1

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Skewness, investor heterogeneity, period cash payouts, turnover

Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity

CEPR Discussion Paper No. DP7573
Number of pages: 49 Posted: 11 Jan 2010
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 2 (578,865)
Citation 1
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investor heterogeneity, periodic cash payouts, Skewness, turnover

28.
Downloads 31 (404,430)
Citation 6

On the Dynamics of Trade Reform

NBER Working Paper No. w6700
Number of pages: 44 Posted: 03 Sep 1998 Last Revised: 28 Jul 2000
Rui A. Albuquerque and Sergio T. Rebelo
Boston College, Carroll School of Management and Northwestern University - Kellogg School of Management
Downloads 20 (473,576)
Citation 6

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On the Dynamics of Trade Reform

Journal of International Economics, Vol. 51, 2000
Number of pages: 28 Posted: 30 Dec 2014
Rui A. Albuquerque and Sergio T. Rebelo
Boston College, Carroll School of Management and Northwestern University - Kellogg School of Management
Downloads 11 (526,164)
Citation 5

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29.

Asymmetric Information in the Stock Market: Economic News and Co-Movement

CEPR Discussion Paper No. 5598
Number of pages: 74 Posted: 29 Jun 2006
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management
Downloads 19 (463,277)
Citation 8
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Private information, public news announcements, information spillovers, international equity returns, contagion

30.

Comment on: 'Optimal Taxation in the Presence of Bailouts'

Journal of Monetary Economics, Vol. 57, 2010
Number of pages: 8 Posted: 07 Jan 2015
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 7 (504,901)

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bailouts, taxes, labor income

31.

Determinants of the Block Premium and of Private Benefits of Control

CEPR Discussion Paper No. DP6742
Number of pages: 69 Posted: 12 Jun 2008
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and City University London - Cass Business School
Downloads 6 (529,383)
Citation 3
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Block pricing, block trades, control transactions, mandatory bid rule, market rule, private benefits of control, structural estimation

32.

Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence

CEPR Discussion Paper No. DP9533
Number of pages: 64 Posted: 09 Jul 2013
Rui A. Albuquerque, Art Durnev and Yrjo Koskinen
Boston College, Carroll School of Management, University of Iowa - Henry B. Tippie College of Business and Haskayne School of Business, University of Calgary
Downloads 1 (561,825)
Citation 2
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corporate social responsibility, corporate valuation, customer loyalty, industry equilibrium, systematic risk

33.

The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment

Number of pages: 60 Posted: 07 Dec 2017 Last Revised: 08 Dec 2017
Rui A. Albuquerque, Shiyun Song and Chen Yao
Boston College, Carroll School of Management, University of Warwick - Warwick Business School and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 0 (457,933)

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Tick Size Pilot Program, Liquidity, Price Efficiency, News Response Rate, Liquidity Risk, Liquidity Premium, Information Risk, Investor Horizon, JOBS Act

34.

The Price Effects of Liquidity Shocks: A Study of Sec's Tick-Size Experiment

CEPR Discussion Paper No. DP12486
Number of pages: 63 Posted: 12 Dec 2017
Rui A. Albuquerque, Shiyun Song and Chen Yao
Boston College, Carroll School of Management, University of Warwick - Warwick Business School and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 0
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information risk, investor horizon, JOBS Act, liquidity, liquidity premium, liquidity risk, news response rate, price efficiency, tick size pilot program

Other Papers (2)

Total Downloads: 310    Citations: 8
1.

Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence

UCD & CalPERS Sustainability & Finance Symposium 2013
Number of pages: 59 Posted: 07 Feb 2013 Last Revised: 09 Jul 2013
Rui A. Albuquerque, Art Durnev and Yrjo Koskinen
Boston College, Carroll School of Management, University of Iowa - Henry B. Tippie College of Business and Haskayne School of Business, University of Calgary
Downloads 0 (561,825)
Citation 2

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corporate social responsibility, customer loyalty, systematic risk, expected return, industry equibrium

2.

Advance Information and Asset Prices

Number of pages: 59 Posted: 24 Feb 2008 Last Revised: 25 Sep 2012
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 0 (136,158)
Citation 6

Abstract:

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advance information, momentum and reversal effects, rational expectations equilibrium