Author Page for Kenneth Froot

National Bureau of Economic Research (NBER), Pennsylvania State University, College of the Liberal Arts - Department of Economic and Harvard University - Department of Economics

Downloads 83 (255,750)

Citation 33

Abstract:

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

Abstract:

7.

Perspectives on PPP and Long-Run Real Exchange Rates

NBER Working Paper No. w4952

Number of pages: 57 Posted: 19 Jul 2000

Kenneth Froot and Kenneth Rogoff

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Downloads 268 (94,898)

Citation 199

Abstract:

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

Kenneth Froot, David S. Scharfstein and Jeremy C. Stein

National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics

Downloads 259 (76,553)

Citation 474

Abstract:

9.

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

Downloads 254 (100,399)

2

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), University of Connecticut, EDHEC Business School and Boston College - Carroll School of Management

Downloads 242 (105,119)

Abstract:

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), University of Connecticut, EDHEC Business School and Boston College - Carroll School of Management

Downloads 12 (511,633)

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Abstract:

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 246 (89,118)

Citation 36

Abstract:

11.

The Market for Catastrophe Risk: A Clinical Examination

Downloads 195 (130,466)

Citation 70

4

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 130 (185,685)

Citation 70

Abstract:

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 28 (420,497)

Citation 70

Abstract:

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 25 (436,326)

Citation 70

Abstract:

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 12 (511,633)

Citation 70

Abstract:

12.

How are Stock Prices Affected by the Location of Trade?

Downloads 182 (139,207)

2

How are Stock Prices Affected by the Location of Trade?

NBER Working Paper No. w6572

Number of pages: 23 Posted: 06 Sep 2000

Kenneth Froot and Emile Dabora

National Bureau of Economic Research (NBER) and CS First Boston

Downloads 182 (139,118)

Citation 113

Abstract:

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

Abstract:

13.

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 181 (132,998)

Citation 22

Abstract:

14.

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 180 (103,415)

Citation 47

Abstract:

15.

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

Downloads 137 (177,502)

Citation 19

2

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

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 126 (190,347)

Citation 19

Abstract:

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 (517,327)

Citation 19

Add to Cart

Abstract:

16.

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

Downloads 128 (187,369)

2

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

Kenneth Froot and Jeremy C. Stein

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Downloads 128 (187,993)

Citation 151

Abstract:

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

Abstract:

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

Kenneth Froot, David S. Scharfstein and Jeremy C. Stein

National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics

Downloads 114 (192,120)

Citation 129

Abstract:

18.

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

NBER Working Paper No. w2914

Number of pages: 36 Posted: 23 Apr 2004

Kenneth Froot and Jeremy C. Stein

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Downloads 99 (210,055)

Citation 167

Abstract:

19.

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 97 (229,318)

Citation 14

Abstract:

20.

Equity Style Returns and Institutional Investor Flows

NBER Working Paper No. w10355

Number of pages: 49 Posted: 23 Mar 2004

Kenneth Froot and Melvyn Teo

National Bureau of Economic Research (NBER) and Singapore Management University - Lee Kong Chian School of Business

Downloads 94 (220,186)

Citation 14

Abstract:

21.

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 88 (218,656)

Citation 5

Abstract:

22.

Intrinsic Bubbles: the Case of Stock Prices

NBER Working Paper No. w3091

Number of pages: 45 Posted: 08 Jun 2004

Kenneth Froot and Maurice Obstfeld

National Bureau of Economic Research (NBER) and University of California, Berkeley - Department of Economics

Downloads 82 (226,238)

Citation 73

Abstract:

23.

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 76 (123,355)

Citation 78

Abstract:

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 72 (267,327)

Citation 14

Abstract:

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 64 (284,675)

Citation 11

Abstract:

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 56 (296,223)

Citation 5

Abstract:

27.

The Portfolio Flows of International Investors, I

NBER Working Paper No. w6687

Number of pages: 38 Posted: 12 Jun 2000

Kenneth Froot, Paul G.J. O'Connell and Mark S. Seasholes

National Bureau of Economic Research (NBER), FDO Partners, LLC and Hong Kong University of Science & Technology (HKUST)

Downloads 53 (308,848)

Citation 211

Abstract:

28.

The Pricing of U.S. Catastrophe Reinsurance

NBER Working Paper No. w6043

Number of pages: 38 Posted: 12 Jun 2000

Kenneth Froot and Paul G.J. O'Connell

National Bureau of Economic Research (NBER) and FDO Partners, LLC

Downloads 52 (308,848)

Citation 23

Abstract:

29.

Shareholder Trading Practices and Corporate Investment Horizons

NBER Working Paper No. w3638

Number of pages: 54 Posted: 13 Dec 2010

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 51 (311,435)

Citation 43

Abstract:

30.

Short Rates and Expected Asset Returns

NBER Working Paper No. w3247

Number of pages: 42 Posted: 02 Jul 2004

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 51 (319,756)

Citation 9

Abstract:

31.

The Persistence of Emerging Market Equity Flows

NBER Working Paper No. w9241

Number of pages: 38 Posted: 27 Sep 2002

Jessica Tjornhom Donohue and Kenneth Froot

State Street Associates and National Bureau of Economic Research (NBER)

Downloads 42 (334,286)

Citation 6

Abstract:

32.

The Limited Financing of Catastrophe Risk: An Overview

NBER Working Paper No. w6025

Number of pages: 25 Posted: 14 Jun 2000

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 42 (340,214)

Citation 16

Abstract:

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 39 (352,852)

Citation 99

Abstract:

34.

Decomposing the Persistence of International Equity Flows

NBER Working Paper No. w9079

Number of pages: 36 Posted: 26 Jul 2002

Kenneth Froot and Jessica Tjornhom Donohue

National Bureau of Economic Research (NBER) and State Street Associates

Downloads 38 (359,377)

Citation 7

Abstract:

35.

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

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 34 (373,423)

Citation 48

Abstract:

36.

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 33 (369,820)

Citation 32

Abstract:

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 33 (373,423)

Citation 16

Abstract:

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 29 (388,473)

Citation 7

Abstract:

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

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 27 (400,686)

Citation 73

Abstract:

40.

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 27 (414,069)

Citation 118

Abstract:

41.

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

Charles M. Engel, Jeffrey A. Frankel, Kenneth Froot and Anthony P. Rodrigues

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 26 (400,686)

Citation 2

Abstract:

42.

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

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 25 (423,803)

Citation 21

Abstract:

43.

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 24 (418,903)

Citation 1

Abstract:

44.

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 23 (433,945)

Citation 16

Abstract:

45.

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 22 (439,169)

Citation 45

Abstract:

46.

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 22 (414,069)

Citation 11

Abstract:

47.

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 21 (444,328)

Citation 9

Abstract:

48.

Ldc Debt: Forgiveness, Indexation, and Investment Incentives

NBER Working Paper No. w2541

Number of pages: 27 Posted: 08 Jun 2004

Kenneth Froot, David S. Scharfstein and Jeremy C. Stein

National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics

Downloads 21 (428,820)

Citation 17

Abstract:

49.

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

NBER Working Paper No. w2890

Number of pages: 26 Posted: 29 Nov 2001

Charles M. Engel, Jeffrey A. Frankel, Kenneth Froot and Anthony P. Rodrigues

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 21 (418,903)

Citation 5

Abstract:

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 12 (470,382)

Citation 16

Abstract:

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 12 (470,382)

Citation 7

Abstract:

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

Abstract:

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

Kenneth Froot, John S. Arabadjis, Stephen Lawrence and Sonya Cates

National Bureau of Economic Research (NBER), State Street Associates, State Street Global Exchange and Independent

Abstract:

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

Abstract:

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:

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)

Kenneth Froot

National Bureau of Economic Research (NBER)

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Scholarly Papers (56)

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

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

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