Bruno Solnik

Hong Kong University of Science & Technology (HKUST) - Department of Finance

Professor

Clear Water Bay, Kowloon

Hong Kong

HEC Paris - Departement Finance et Economie

1, rue de la Liberation

Jouy-en-Josas Cedex, 78351

France

SCHOLARLY PAPERS

10

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in Total Papers Downloads

2,432

CITATIONS
Rank 10,434

SSRN RANKINGS

Top 10,434

in Total Papers Citations

52

Scholarly Papers (10)

1.

Applying Regret Theory to Investment Choices: Currency Hedging Decisions

Number of pages: 43 Posted: 07 Jul 2005
Sebastien Michenaud and Bruno Solnik
Kellstadt Graduate School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 1,115 (18,121)
Citation 30

Abstract:

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Behavioral finance, hedging

A Global Equilibrium Asset Pricing Model with Home Preference

Number of pages: 38 Posted: 06 Mar 2011 Last Revised: 08 Nov 2011
Bruno Solnik and Luo Zuo
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 340 (86,143)
Citation 13

Abstract:

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International Asset Pricing, Home Bias, Familiarity, Regret

A Global Equilibrium Asset Pricing Model with Home Preference

Management Science, Vol. 58, No. 2, 2012
Number of pages: 4 Posted: 26 Mar 2016 Last Revised: 09 Jun 2017
Bruno Solnik and Luo Zuo
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 26 (495,489)

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International Asset Pricing, Home Bias, Familiarity, Regret

3.

Relative Optimism and the Home Bias Puzzle

Review of Finance, Forthcoming
Number of pages: 45 Posted: 21 Feb 2014 Last Revised: 07 May 2016
Bruno Solnik and Luo Zuo
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 194 (154,281)
Citation 1

Abstract:

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Expectations, Relative Optimism, Familiarity, Home Bias

4.

Emerging Markets Are Catching Up: Economic or Financial Integration?

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 40 Posted: 23 Aug 2017 Last Revised: 19 May 2019
Amir Akbari, Lilian K. Ng and Bruno Solnik
University of Ontario, York University - Schulich School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 155 (187,818)

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Financial Integration, Economic Integration, Cash Flow and Risk Pricing Revisions, Analyst Forecasts

5.

Does Extreme Correlation Matter in Global Equity Asset Allocation?

Number of pages: 25 Posted: 27 Feb 2018
Bruno Solnik and Thaisiri Watewai
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Chulalongkorn University - Department of Banking & Finance
Downloads 151 (192,045)
Citation 1

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Extreme correlation, correlation break, global equity asset allocation, financial crises, regime switching

The World Price of Foreign Exchange Risk

NBER Working Paper No. w4459
Number of pages: 54 Posted: 10 Jun 2001 Last Revised: 13 Sep 2010
Bernard Dumas and Bruno Solnik
INSEAD and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 130 (217,456)

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The World Price of Foreign Exchange Risk

JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Posted: 03 May 2000
Bernard Dumas and Bruno Solnik
INSEAD and Hong Kong University of Science & Technology (HKUST) - Department of Finance

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7.

International Correlation Asymmetries: Frequent-But-Small and Infrequent-But-Large Equity Returns

Review of Asset Pricing Studies, December 2016
Number of pages: 64 Posted: 23 Nov 2014 Last Revised: 10 Mar 2017
Bruno Solnik and Thaisiri Watewai
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Chulalongkorn University - Department of Banking & Finance
Downloads 126 (221,914)
Citation 2

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Regime switching, systemic risk, correlation breakdown, exceedance correlation, asset allocation, international equity markets

8.

Extreme Correlation of International Equity Markets

Journal of Finance, Vol. LVI, No. 2, 2001
Number of pages: 24 Posted: 19 Feb 1999 Last Revised: 10 Mar 2017
Francois M. Longin and Bruno Solnik
ESSEC Business School - Finance Department and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 121 (228,819)
Citation 485

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international equity markets, volatility, correlation and extreme value theory

9.

What Determines Expected International Asset Returns?

NBER Working Paper No. w4660
Number of pages: 55 Posted: 28 Dec 2000 Last Revised: 30 Sep 2010
Campbell R. Harvey, Guofu Zhou and Bruno Solnik
Duke University - Fuqua School of Business, Washington University in St. Louis - John M. Olin Business School and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 74 (315,372)
Citation 15

Abstract:

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10.

Global Pricing of Equity

Financial Analysts Journal, Vol. 57, No. 3, July/August 2001
Posted: 25 Sep 2001
Jeff Diermeier and Bruno Solnik
UBS Global Asset Management and Hong Kong University of Science & Technology (HKUST) - Department of Finance

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