Esther Eiling

University of Amsterdam - Amsterdam Business School

Plantage Muidergracht 12

Amsterdam, 1018 TV

Netherlands

SCHOLARLY PAPERS

9

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CITATIONS
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Top 14,028

in Total Papers Citations

52

Scholarly Papers (9)

1.

International Portfolio Diversification: Currency, Industry and Country Effects Revisited

EFA 2002 Berlin
Number of pages: 44 Posted: 31 Mar 2002 Last Revised: 07 Jan 2010
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and BI Norwegian Business School - Department of Finance
Downloads 1,737 (9,056)
Citation 11

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International financial markets, currency risk, mean-variance efficiency, conditioning information

2.

Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

Journal of Finance forthcoming
Number of pages: 73 Posted: 06 Mar 2008 Last Revised: 13 Dec 2011
Esther Eiling
University of Amsterdam - Amsterdam Business School
Downloads 793 (29,891)
Citation 1

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Industry-specific human capital, nontradable assets, idiosyncratic volatility, cross-section of expected stock returns

3.

Euro-Zone Equity Returns: Country Versus Industry Effects

EFA 2004 Maastricht Meetings Paper No. 3454, AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 08 Nov 2005 Last Revised: 07 Jan 2010
Esther Eiling, Bruno Gerard and Frans de Roon
University of Amsterdam - Amsterdam Business School, BI Norwegian Business School - Department of Finance and Tilburg University - Department of Finance
Downloads 694 (35,884)

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International financial markets, style analysis, EMU, currency risk, financial market integration

4.

Emerging Equity Market Comovements: Trends and Macro-Economic Fundamentals

Forthcoming in the Review of Finance
Number of pages: 57 Posted: 15 Mar 2006 Last Revised: 11 Jul 2014
Esther Eiling and Bruno Gerard
University of Amsterdam - Amsterdam Business School and BI Norwegian Business School - Department of Finance
Downloads 691 (36,090)
Citation 10

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time-varying correlation, market integration, emerging markets, trends, macro-economic channels

5.

Currency Risk Hedging: No Free Lunch

Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 29 Oct 2012
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, BI Norwegian Business School - Department of Finance and INSEAD - Finance
Downloads 465 (60,232)

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Currency risk, Currency risk hedging

6.

Sectoral Labor Reallocation and Return Predictability

Rotman School of Management Working Paper No. 2602215
Number of pages: 61 Posted: 05 May 2015 Last Revised: 06 Feb 2018
Esther Eiling, Raymond Kan and Ali Sharifkhani
University of Amsterdam - Amsterdam Business School, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 262 (115,663)
Citation 1

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Financial Markets and the Macroeconomy, Return Predictability, Sectoral Shifts, Unemployment, Information Diffusion

7.

International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios - Appendix Containing Auxiliary Results

Number of pages: 41 Posted: 13 Sep 2005
Frans de Roon, Esther Eiling and Bruno Gerard
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School and BI Norwegian Business School - Department of Finance
Downloads 140 (205,458)

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International Financial Markets, Mean-variance Efficiency, Style analysis, EMU

8.

Labor Income Risk and Stock Returns: The Role of Horizon Effects

Number of pages: 67 Posted: 07 May 2019
University of Amsterdam - Amsterdam Business School, Tilburg University - Department of Finance, University of Amsterdam - Department of Quantitative Economics (KE) and University of Amsterdam Business School
Downloads 78 (307,813)

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Labor and Finance, Human Capital, Horizon Effects, Cross-Section of Stock Returns, Hedging Demand

9.

The Cross-Section of Expected Housing Returns

Number of pages: 63 Posted: 18 Jan 2019
University of Amsterdam - Amsterdam Business School, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Syracuse University - Whitman School of Management and University of Amsterdam - Finance Group
Downloads 63 (346,009)

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Expected Housing Returns, Idiosyncratic Risk, Systematic Risk, Market Segmentation