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

11

DOWNLOADS
Rank 19,802

SSRN RANKINGS

Top 19,802

in Total Papers Downloads

2,674

SSRN CITATIONS
Rank 2,341

SSRN RANKINGS

Top 2,341

in Total Papers Citations

56

CROSSREF CITATIONS

456

Scholarly Papers (11)

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 1,164 (19,185)
Citation 13

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 345 (94,281)
Citation 5

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 32 (510,267)

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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 205 (162,989)
Citation 3

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
Ontario Tech. University, York University - Schulich School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 200 (166,809)
Citation 2

Abstract:

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

5.

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 177 (185,369)
Citation 37

Abstract:

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international equity markets, volatility, correlation and extreme value theory

6.

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 176 (186,294)
Citation 2

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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 137 (230,138)

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The World Price of Foreign Exchange Risk

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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8.

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 129 (240,642)
Citation 3

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

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 78 (336,988)

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10.

Drivers of Economic and Financial Integration: A Machine Learning Approach

Number of pages: 39 Posted: 20 May 2020
Amir Akbari, Lilian K. Ng and Bruno Solnik
Ontario Tech. University, York University - Schulich School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 31 (502,553)

Abstract:

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Determinants of Market Integration, Random Forest Regression, Machine Learning

11.

Global Pricing of Equity

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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