Esther Eiling

University of Amsterdam - Amsterdam Business School

Plantage Muidergracht 12

Amsterdam, 1018 TV

Netherlands

SCHOLARLY PAPERS

7

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CITATIONS
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in Total Papers Citations

26

Scholarly Papers (7)

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 Norwegian School of Management (BI) - Department of Financial Economics
Downloads 1,589 (7,410)
Citation 17

Abstract:

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 705 (24,955)
Citation 6

Abstract:

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

3.

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 Norwegian School of Management (BI) - Department of Financial Economics
Downloads 658 (29,634)

Abstract:

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

4.

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, Norwegian School of Management (BI) - Department of Financial Economics and Tilburg University - Department of Finance
Downloads 655 (29,782)
Citation 1

Abstract:

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

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, Norwegian School of Management (BI) - Department of Financial Economics and INSEAD - Finance
Downloads 287 (84,631)

Abstract:

Currency risk, Currency risk hedging

6.

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 Norwegian School of Management (BI) - Department of Financial Economics
Downloads 119 (177,390)
Citation 2

Abstract:

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

7.

Sectoral Labor Reallocation and Return Predictability

Rotman School of Management Working Paper No. 2602215
Number of pages: 59 Posted: 05 May 2015 Last Revised: 11 Apr 2016
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 53 (160,748)

Abstract:

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