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

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

  • HEC Paris - Departement Finance et Economie

    • Email
    • Tel: +33 1 39 67 72 84
    • Fax: +33 1 39 67 70 85
SCHOLARLY PAPERS

11

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Top 26,564

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4,172

TOTAL CITATIONS
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Top 2,921

in Total Papers Citations

181

Scholarly Papers (11)

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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 1,519 (27,140)
Citation 18

Abstract:

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Behavioral finance, hedging

2.

A Global Equilibrium Asset Pricing Model with Home Preference

Downloads 469 (132,977)
Citation 21

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 National University of Singapore
Downloads 404 (156,686)
Citation 21

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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 National University of Singapore
Downloads 65 (757,934)

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International Asset Pricing, Home Bias, Familiarity, Regret

3.

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 427 (148,927)
Citation 111

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international equity markets, volatility, correlation and extreme value theory

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 Ng and Bruno Solnik
McMaster University - Michael G. DeGroote School of Business, Schulich School of Business, York University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 413 (154,424)
Citation 10

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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 279 (237,558)
Citation 3

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

6.

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 National University of Singapore
Downloads 264 (250,372)
Citation 11

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Expectations, Relative Optimism, Familiarity, Home Bias

7.

The World Price of Foreign Exchange Risk

Downloads 222 (298,422)

The World Price of Foreign Exchange Risk

NBER Working Paper No. w4459
Number of pages: 54 Posted: 10 Jun 2001 Last Revised: 30 Mar 2022
Bernard Dumas and Bruno Solnik
INSEAD and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 222 (296,892)

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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.

Drivers of Economic and Financial Integration: A Machine Learning Approach

Journal of Empirical Finance, Accepted
Number of pages: 52 Posted: 20 May 2020 Last Revised: 02 Jan 2021
Amir Akbari, Lilian Ng and Bruno Solnik
McMaster University - Michael G. DeGroote School of Business, Schulich School of Business, York University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 218 (302,364)

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Determinants of Market Integration, Random Forest Regression, Machine Learning

9.

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 210 (313,288)
Citation 4

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

10.

What Determines Expected International Asset Returns?

NBER Working Paper No. w4660
Number of pages: 55 Posted: 28 Dec 2000 Last Revised: 26 Sep 2022
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 151 (420,617)
Citation 3

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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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