Kenneth Froot

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Harvard Business School

Andre Jakurski Professor of Finance, Emeritus

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

SCHOLARLY PAPERS

56

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CITATIONS
Rank 127

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Top 127

in Total Papers Citations

2,639

Scholarly Papers (56)

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

IMF Working Paper No. 90/43
Number of pages: 32 Posted: 15 Feb 2006
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 670 (37,065)
Citation 3

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Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

NBER Working Paper No. w3470
Number of pages: 29 Posted: 23 Apr 2004 Last Revised: 27 Jun 2010
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 96 (272,657)
Citation 17

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Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Harvard NOM Working Paper No. 02-21, HBS Finance Working Paper No. 03-008
Number of pages: 50 Posted: 25 Jul 2002
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 671 (36,993)

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Foreign Exchange Rates, Expected Returns, Institutions, Investor Behavior, Order Flow, Overreaction, Underreaction

Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

NBER Working Paper No. w9080
Number of pages: 49 Posted: 15 Aug 2002 Last Revised: 27 Oct 2009
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 55 (375,656)

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Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

NBER Working Paper No. w9101
Number of pages: 49 Posted: 15 May 2012
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 29 (482,379)
Citation 1

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The Information Content of International Portfolio Flows

EFMA 2001 Lugano Meetings, HBS Finance Working Paper No. 03-006
Number of pages: 42 Posted: 19 Apr 2001
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 607 (42,330)
Citation 1

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International investment, investor behavior, portfolio investment, portfolio flows

The Information Content of International Portfolio Flows

NBER Working Paper No. w8472
Number of pages: 44 Posted: 17 Sep 2001 Last Revised: 24 Oct 2010
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 52 (385,765)

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On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

Number of pages: 35 Posted: 23 Sep 1997
Kenneth Froot and Paul G.J. O'Connell
National Bureau of Economic Research (NBER) and FDO Partners, LLC
Downloads 467 (59,324)
Citation 8

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On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

NBER Working Paper No. w6011
Number of pages: 37 Posted: 14 Dec 2010
Kenneth Froot and Paul G.J. O'Connell
National Bureau of Economic Research (NBER) and FDO Partners, LLC
Downloads 18 (549,814)

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5.

International Experiences with Securities Transaction Taxes

NBER Working Paper No. w4587
Number of pages: 42 Posted: 27 Dec 2002 Last Revised: 21 Jul 2010
John Y. Campbell and Kenneth Froot
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 471 (59,328)
Citation 10

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6.

Chartists, Fundamentalists, and Trading in the Foreign Exchange Market

NBER Working Paper No. R1512
Number of pages: 5 Posted: 07 Jan 2002
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 412 (69,820)
Citation 13

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What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Number of pages: 52 Posted: 01 Sep 2016
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 377 (76,746)
Citation 1

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Earnings Announcement, Insider Trading, Private Information

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

NBER Working Paper No. w22366
Number of pages: 55 Posted: 27 Jun 2016
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 13 (582,587)

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8.

Risk Management: Coordinating Corporate Investment and Financing Policies

NBER Working Paper No. w4084
Number of pages: 33 Posted: 29 Jan 2001 Last Revised: 31 Aug 2010
National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics
Downloads 380 (76,709)
Citation 206

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9.
Downloads 332 ( 89,663)
Citation 15

The Law of One Price Over 700 Years

IMF Working Paper No. 01/174
Number of pages: 43 Posted: 03 Feb 2006
Kenneth Rogoff and Kenneth Froot
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 243 (124,513)
Citation 3

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purchasing power parity exchange rates

The Law of One Price Over 700 Years

NBER Working Paper No. w5132
Number of pages: 73 Posted: 14 Jun 2000 Last Revised: 19 Aug 2010
Kenneth Froot, Michael Kim and Kenneth Rogoff
National Bureau of Economic Research (NBER), Pennsylvania State University, College of the Liberal Arts - Department of Economic and Harvard University - Department of Economics
Downloads 89 (286,511)
Citation 2

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The Law of One Price Over 700 Years

Posted: 24 Aug 1998
Kenneth Froot, Michael Kim and Kenneth Rogoff
National Bureau of Economic Research (NBER), Pennsylvania State University, College of the Liberal Arts - Department of Economic and Harvard University - Department of Economics

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10.

Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists

NBER Working Paper No. R0957
Number of pages: 15 Posted: 08 Jan 2008
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 301 (99,755)
Citation 8

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11.

Chartists, Fundamentalists and the Demand for Dollars

NBER Working Paper No. R1655
Number of pages: 54 Posted: 08 Jan 2002
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 284 (106,283)
Citation 9

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12.

Perspectives on PPP and Long-Run Real Exchange Rates

NBER Working Paper No. w4952
Number of pages: 57 Posted: 19 Jul 2000 Last Revised: 29 Jul 2010
Kenneth Froot and Kenneth Rogoff
National Bureau of Economic Research (NBER) and Harvard University - Department of Economics
Downloads 282 (107,085)
Citation 3

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13.
Downloads 206 (146,725)
Citation 104

The Market for Catastrophe Risk: A Clinical Examination

NBER Working Paper No. w8110
Number of pages: 45 Posted: 08 Feb 2000 Last Revised: 20 Oct 2010
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 134 (213,618)

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The Market for Catastrophe Risk: a Clinical Examination

NBER Working Paper No. w7286
Number of pages: 44 Posted: 30 May 2012
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 30 (477,136)
Citation 3

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The Market for Catastrophe Risk: A Clinical Examination

NBER Working Paper No. w8110
Number of pages: 45 Posted: 30 Nov 2011 Last Revised: 21 Dec 2011
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 29 (482,292)

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The Market for Catastrophe Risk: A Clinical Examination

NBER Working Paper No. w8110
Number of pages: 45 Posted: 31 May 2011
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 13 (582,587)

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14.

Currency Hedging Over Long Horizons

NBER Working Paper No. w4355
Number of pages: 40 Posted: 14 Jan 2001
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 194 (155,277)
Citation 1

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15.
Downloads 191 (157,445)
Citation 19

How are Stock Prices Affected by the Location of Trade?

NBER Working Paper No. w6572
Number of pages: 23 Posted: 06 Sep 2000 Last Revised: 10 Apr 2008
Kenneth Froot and Emile Dabora
National Bureau of Economic Research (NBER) and CS First Boston
Downloads 191 (157,391)
Citation 19

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How are Stock Prices Affected by the Location of Trade?

Posted: 18 Sep 1996
Kenneth Froot and Emile Dabora
National Bureau of Economic Research (NBER) and CS First Boston

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Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers

NBER Working Paper No. w10184
Number of pages: 45 Posted: 23 Dec 2003 Last Revised: 12 Sep 2009
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 143 (202,572)
Citation 2

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Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 273-299, June 2007
Number of pages: 27 Posted: 24 May 2007
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 11 (596,533)
Citation 1
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17.

Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation

NBER Working Paper No. w3250
Number of pages: 35 Posted: 15 Jun 2001 Last Revised: 31 Aug 2001
National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics
Downloads 138 (207,903)
Citation 9

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Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach

NBER Working Paper No. w5403
Number of pages: 39 Posted: 12 Jul 2000 Last Revised: 21 Mar 2008
Kenneth Froot and Jeremy C. Stein
National Bureau of Economic Research (NBER) and Harvard University - Department of Economics
Downloads 136 (211,053)
Citation 10

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Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach

WFIC 96-28
Posted: 13 Jun 1998
Kenneth Froot and Jeremy C. Stein
National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

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19.

Exchange Rates and Foreign Direct Investment: an Imperfect Capital Markets Approach

NBER Working Paper No. w2914
Number of pages: 36 Posted: 23 Apr 2004 Last Revised: 11 Jun 2008
Kenneth Froot and Jeremy C. Stein
National Bureau of Economic Research (NBER) and Harvard University - Department of Economics
Downloads 128 (220,720)
Citation 69

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20.

Intrinsic Bubbles: the Case of Stock Prices

NBER Working Paper No. w3091
Number of pages: 45 Posted: 08 Jun 2004 Last Revised: 13 Jan 2009
Kenneth Froot and Maurice Obstfeld
National Bureau of Economic Research (NBER) and University of California, Berkeley - Department of Economics
Downloads 114 (240,555)

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21.

Equity Style Returns and Institutional Investor Flows

NBER Working Paper No. w10355
Number of pages: 49 Posted: 23 Mar 2004 Last Revised: 03 Sep 2009
Kenneth Froot and Melvyn Teo
National Bureau of Economic Research (NBER) and Singapore Management University - Lee Kong Chian School of Business
Downloads 114 (240,555)

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22.

The Risk Tolerance of International Investors

NBER Working Paper No. w10157
Number of pages: 23 Posted: 23 Dec 2003
Kenneth Froot and Paul G.J. O'Connell
National Bureau of Economic Research (NBER) and FDO Partners, LLC
Downloads 113 (242,072)

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23.

The Dollar as Speculative Bubble: a Tale of Fundamentalists and Chartists

NBER Working Paper No. w1854
Number of pages: 59 Posted: 07 Jul 2004 Last Revised: 28 Jul 2010
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 99 (265,338)

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24.

Japanese Foreign Direct Investment

NBER Working Paper No. w3737
Number of pages: 49 Posted: 14 Jul 2000 Last Revised: 19 Sep 2010
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 83 (296,752)

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25.

The Evolving Market for Catastrophic Event Risk

NBER Working Paper No. w7287
Number of pages: 31 Posted: 08 Aug 2012
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 73 (319,929)
Citation 1

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26.

The Pricing of Event Risks with Parameter Uncertainty

NBER Working Paper No. w8106
Number of pages: 17 Posted: 03 Feb 2001 Last Revised: 20 Oct 2010
Kenneth Froot and Steven E. Posner
National Bureau of Economic Research (NBER) and Morgan Stanley - United Kingdom Office
Downloads 65 (340,625)

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27.

Shareholder Trading Practices and Corporate Investment Horizons

NBER Working Paper No. w3638
Number of pages: 54 Posted: 13 Dec 2010 Last Revised: 05 Jan 2012
Kenneth Froot, André Perold and Jeremy C. Stein
National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics
Downloads 63 (346,161)
Citation 1

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28.

The Portfolio Flows of International Investors, I

NBER Working Paper No. w6687
Number of pages: 38 Posted: 12 Jun 2000 Last Revised: 01 Dec 2008
National Bureau of Economic Research (NBER), FDO Partners, LLC and ASU WP Carey School of Business
Downloads 63 (346,161)
Citation 57

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29.

Short Rates and Expected Asset Returns

NBER Working Paper No. w3247
Number of pages: 42 Posted: 02 Jul 2004 Last Revised: 10 Jun 2008
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 61 (351,800)
Citation 1

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30.

The Pricing of U.S. Catastrophe Reinsurance

NBER Working Paper No. w6043
Number of pages: 38 Posted: 12 Jun 2000 Last Revised: 05 Oct 2010
Kenneth Froot and Paul G.J. O'Connell
National Bureau of Economic Research (NBER) and FDO Partners, LLC
Downloads 60 (354,633)

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31.

The Persistence of Emerging Market Equity Flows

NBER Working Paper No. w9241
Number of pages: 38 Posted: 27 Sep 2002 Last Revised: 31 Oct 2002
Jessica Tjornhom Donohue and Kenneth Froot
State Street Associates and National Bureau of Economic Research (NBER)
Downloads 51 (382,788)

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32.

The Limited Financing of Catastrophe Risk: An Overview

NBER Working Paper No. w6025
Number of pages: 25 Posted: 14 Jun 2000 Last Revised: 21 Mar 2010
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 48 (392,978)

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33.

Exchange Rate Pass-Through When Market Share Matters

NBER Working Paper No. w2542
Number of pages: 42 Posted: 23 Apr 2004
Kenneth Froot and Paul Klemperer
National Bureau of Economic Research (NBER) and University of Oxford - Department of Economics
Downloads 46 (399,945)
Citation 3

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34.

Decomposing the Persistence of International Equity Flows

NBER Working Paper No. w9079
Number of pages: 36 Posted: 26 Jul 2002 Last Revised: 27 Oct 2009
Kenneth Froot and Jessica Tjornhom Donohue
National Bureau of Economic Research (NBER) and State Street Associates
Downloads 43 (410,731)

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35.

Exchange Rate Dynamics Under Stochastic Regime Shifts: a Unified Approach

NBER Working Paper No. w2835
Number of pages: 28 Posted: 23 Apr 2004
Kenneth Froot and Maurice Obstfeld
National Bureau of Economic Research (NBER) and University of California, Berkeley - Department of Economics
Downloads 41 (418,191)
Citation 1

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36.

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

NBER Working Paper No. w2363
Number of pages: 46 Posted: 19 Jun 2004 Last Revised: 18 Aug 2008
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 40 (422,032)
Citation 2

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37.

Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals

NBER Working Paper No. w4924
Number of pages: 50 Posted: 13 Aug 2000
Kenneth Froot and James R. Hines Jr.
National Bureau of Economic Research (NBER) and University of Michigan
Downloads 39 (426,004)
Citation 1

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38.

Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations

NBER Working Paper No. w1963
Number of pages: 52 Posted: 08 Jun 2004
Kenneth Froot and Jeffrey A. Frankel
National Bureau of Economic Research (NBER) and Harvard University - Harvard Kennedy School (HKS)
Downloads 35 (442,411)

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39.

Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data

NBER Working Paper No. t0062
Number of pages: 37 Posted: 28 Dec 2006 Last Revised: 04 Sep 2010
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 34 (446,587)
Citation 15

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40.

The Constrained Asset Share Estimation (Case) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market

NBER Working Paper No. w4294
Number of pages: 31 Posted: 06 Jul 2004 Last Revised: 30 Sep 2010
University of Wisconsin - Madison - Department of Economics, Harvard University - Harvard Kennedy School (HKS), National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York
Downloads 32 (455,379)

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41.

Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations

NBER Working Paper No. w1672
Number of pages: 63 Posted: 30 Aug 2000 Last Revised: 29 Jul 2010
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 31 (460,050)
Citation 3

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42.

Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets

NBER Working Paper No. w2362
Number of pages: 36 Posted: 05 Jul 2004
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 29 (469,590)
Citation 7

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43.

Conditional Mean-Variance Efficiency of the U.S. Stock Market

NBER Working Paper No. w2890
Number of pages: 26 Posted: 29 Nov 2001 Last Revised: 15 Dec 2008
University of Wisconsin - Madison - Department of Economics, Harvard University - Harvard Kennedy School (HKS), National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York
Downloads 29 (469,590)

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44.

Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief

NBER Working Paper No. w2675
Number of pages: 35 Posted: 21 Dec 2000
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 29 (469,590)

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45.

Ldc Debt: Forgiveness, Indexation, and Investment Incentives

NBER Working Paper No. w2541
Number of pages: 27 Posted: 08 Jun 2004 Last Revised: 20 Sep 2008
National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics
Downloads 28 (474,576)

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46.

Short-Term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data

NBER Working Paper No. w2216
Number of pages: 40 Posted: 23 Aug 2000 Last Revised: 24 Jul 2010
Jeffrey A. Frankel and Kenneth Froot
Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)
Downloads 26 (485,046)

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47.

The EMS, the Emu, and the Transition to a Common Currency

NBER Working Paper No. w3684
Number of pages: 58 Posted: 07 Jul 2004 Last Revised: 28 Jul 2010
Kenneth Froot and Kenneth Rogoff
National Bureau of Economic Research (NBER) and Harvard University - Department of Economics
Downloads 25 (490,509)
Citation 1

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48.

On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

NBER Working Paper No. w2577
Number of pages: 35 Posted: 23 Aug 2000 Last Revised: 19 Jul 2010
Kenneth Froot and Takatoshi Ito
National Bureau of Economic Research (NBER) and University of Tokyo - Faculty of Economics
Downloads 25 (490,509)
Citation 20

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49.

New Trading Practices and Short-Run Market Efficiency

NBER Working Paper No. w3498
Number of pages: 48 Posted: 09 Jul 2007 Last Revised: 26 Jul 2010
Kenneth Froot and André Perold
National Bureau of Economic Research (NBER) and Harvard Business School - Finance Unit
Downloads 23 (501,538)
Citation 1

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50.

Stochastic Process Switching: Some Simple Solutions

NBER Working Paper No. w2998
Number of pages: 17 Posted: 13 Nov 2007 Last Revised: 12 Sep 2010
Kenneth Froot and Maurice Obstfeld
National Bureau of Economic Research (NBER) and University of California, Berkeley - Department of Economics
Downloads 19 (524,858)
Citation 5

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51.

Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization

NBER Working Paper No. w2358
Number of pages: 42 Posted: 24 Jan 2007
Kenneth Froot
National Bureau of Economic Research (NBER)
Downloads 17 (536,500)

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52.

BlackRock Solutions

Harvard Business School Finance Case No. 211-082
Posted: 29 Feb 2012
Kenneth Froot and Scott Waggoner
National Bureau of Economic Research (NBER) and Harvard Business School

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53.

How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

Journal of Portfolio Management, Vol. 38, No. 1, 2011
Posted: 24 Sep 2011
National Bureau of Economic Research (NBER), State Street Associates, State Street Global Exchange and Independent

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Institutional investors, currencies, loss aversion, framing

54.

Geeli

HBS Case No.: 9-206-105
Posted: 22 Sep 2008
Li Jin, Kenneth Froot and May Yu
Harvard Business School - Finance Unit, National Bureau of Economic Research (NBER) and affiliation not provided to SSRN

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55.

Institutional Portfolio Flows and International Investments

Review of Financial Studies, Vol. 21, Issue 2, pp. 937-971, 2008
Posted: 26 Jun 2008
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London

Abstract:

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G15, F21, G11

56.

International Experiences with Transactions Taxes

Posted: 02 Sep 1999
John Y. Campbell and Kenneth Froot
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Abstract:

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