Ronald J. Balvers

McMaster University - Michael G. DeGroote School of Business

Michael Lee-Chin & Family Chair in Investment and Portfolio Management

1280 Main Street West

Hamilton, Ontario L8S 4M4

Canada

http://profs.degroote.mcmaster.ca/business/balvers

  • McMaster University - Michael G. DeGroote School of Business

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SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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1.

Designing a Global Digital Currency

Number of pages: 42 Posted: 09 Oct 2017 Last Revised: 19 Oct 2017
Ronald J. Balvers and Bill McDonald
McMaster University - Michael G. DeGroote School of Business and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 500 (61,120)
Citation 5

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Global currencies; digital currencies; cryptocurrencies; currency design; Bitcoin, Ethereum

2.

Social Screens and Systematic Boycott Risk

Number of pages: 77 Posted: 26 Aug 2014 Last Revised: 10 Apr 2015
H. Arthur Luo and Ronald J. Balvers
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and McMaster University - Michael G. DeGroote School of Business
Downloads 436 (72,336)
Citation 10

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Social Screens, Sin Stocks, Investment Boycotts, Systematic Risk

3.

Profitability and Stock Returns in Production-Based Asset Pricing with Decreasing Returns to Scale

Number of pages: 51 Posted: 16 Jun 2013 Last Revised: 06 Jul 2013
Ronald J. Balvers, Li Gu and Dayong Huang
McMaster University - Michael G. DeGroote School of Business, Federal Reserve Board and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 213 (156,618)

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Profitability, Stock returns, Production-based asset pricing, Investment returns, Capacity utilization, Decreasing returns to scale

4.

Evaluation of Linear Asset Pricing Models by Implied Portfolio Performance

Number of pages: 46 Posted: 15 Mar 2006
Ronald J. Balvers and Dayong Huang
McMaster University - Michael G. DeGroote School of Business and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 188 (175,732)
Citation 1

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Linear Asset Pricing Models, Model Evaluation, Portfolio Performance

5.

Distinguishing Factors and Characteristics with Characteristic-Mimicking Portfolios

Number of pages: 49 Posted: 16 Jul 2018
Ronald J. Balvers and H. Arthur Luo
McMaster University - Michael G. DeGroote School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 187 (176,598)

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Characteristics, Factors, Systematic Risk, Mimicking Portfolios

6.

Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk?

Journal of Business Ethics, Forthcoming
Number of pages: 50 Posted: 14 Mar 2015 Last Revised: 15 Mar 2015
Ronald J. Balvers, John F. Gaski and Bill McDonald
McMaster University - Michael G. DeGroote School of Business, University of Notre Dame - Mendoza College of Business and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 158 (204,346)

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American Customer Satisfaction Index; business ethics; customer satisfaction; financial disclosure; signaling; 10-K; textual analysis

7.

Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study

HKIMR Working Paper No. 11/2002
Number of pages: 29 Posted: 25 Aug 2007
Ronald J. Balvers and Yangru Wu
McMaster University - Michael G. DeGroote School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 158 (204,346)

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8.

Efficient Factor Selection: Explaining Risk and Mean Returns Jointly

Number of pages: 62 Posted: 20 Apr 2018
Ronald J. Balvers and Adam Stivers
McMaster University - Michael G. DeGroote School of Business and University of Wisconsin - La Crosse
Downloads 151 (212,305)
Citation 2

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asset pricing, arbitrage pricing, factor analysis, hedging, risk management, model selection

9.

Currency Risk Premia and Uncovered Interest Parity in the International CAPM

Number of pages: 35 Posted: 19 Jul 2013
Ronald J. Balvers and Alina F. Klein
McMaster University - Michael G. DeGroote School of Business and Lynchburg College - School of Business and Economics
Downloads 104 (281,309)

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International CAPM, uncovered interest parity, conditional asset pricing, currency risk premia

10.

Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration

HKIMR Working Paper No. 02/2005
Number of pages: 36 Posted: 23 Aug 2007
Ronald J. Balvers and Yangru Wu
McMaster University - Michael G. DeGroote School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 100 (288,784)

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Transaction Costs, Filter Rules, Trading Strategies, Foreign Exchange

11.

Do Futures Premiums Predict Commodity Producer Returns?

Number of pages: 56
Qiao Wang and Ronald J. Balvers
affiliation not provided to SSRN and McMaster University - Michael G. DeGroote School of Business
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Production-based asset pricing, Commodity futures, Stock return predictability, Hotelling Valuation Principle, Commodity producers, Nonrenewable resources, Cost of capital determination

12.

Productivity Gaps and Global Systematic Risk Exposure: Pricing Country-Industry Portfolios

Number of pages: 62
Punit Anand and Ronald J. Balvers
McMaster University- Michael G. DeGroote School of Business and McMaster University - Michael G. DeGroote School of Business
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Production-Based Asset Pricing, Productivity Gap, Total Factor Productivity, OECD Countries, International Equity Returns, Technology Diffusion