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Balvers Ronald (Бальверс, Рональд)

Обновлено: 09-12-2010
Дата рождения 21 апреля 1958 г.
Образование бакалавр: economics [Tilburg University, 1978]
магистр: economics [Tilburg University, 1979]
PhD: economics [University of Pittsburgh, 1984]
Место работы College of Business and Economics, West Virginia University / dean's professor

Профессиональные интересы:
Asset Pricing and Financial Markets
The Economics of Information and Uncertainty
Monetary Economics

(with Dayong Huang) Money and the (C-)CAPM, forthcoming Journal of Financial and Quantitative Analysis.

(with Dayong Huang) Productivity-Based Asset Pricing: Theory and Evidence, forthcoming, Journal of Financial Economics.

(with Doug Mitchell) Reducing the Dimensionality of Linear Quadratic Control Problems, Journal of Economic Dynamics and Control, 31, 2007, pp. 141-159.

(with Yangru Wu) Momentum and Mean Reversion across National Equity Markets, Journal of Empirical Finance, 13, 2006, pp. 24-48.

(with Arnab Acharya) Time Preference and Life Cycle Consumption with Endogenous Survival, Economic Inquiry, 42(4), 2004, pp. 667-678.

(with Jeffrey Bergstrand) Government Expenditures and Equilibrium Real Exchange Rates, Journal of International Money and Finance, 21(5), 2002, pp. 667-692.

(with Jimmy Ran) Exchange Rate Fluctuations and the Speed of Trade Price Adjustment, Southern Economic Journal, 67(1), 2000, pp. 200-211.

(with Yangru Wu and Erik Gilliland) Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies, Journal of Finance, 55(2), 2000, pp. 745-772.

(with Laszlo Szerb) Precaution and Liquidity in the Demand for Housing, Economic Inquiry, 38(2), 2000, pp. 21-38.

(with Douglas Mitchell) Efficient Gradualism in Intertemporal Portfolios, Journal of Economic Dynamics and Control, 24(1), 2000, pp. 21-38.

(with Jimmy Ran) Price Rigidity under Menu and Convex Adjustment Costs, Journal of Economic Research, 2, December 1997, pp. 95-103.

(with Douglas Mitchell) Autocorrelated Returns and Optimal Intertemporal Portfolio Choice, Management Science, 43(11), November 1997, pp. 1537-1551.

(with Jeffrey Bergstrand) Equilibrium Real Exchange Rates: Closed-Form Theoretical Solutions and Some Empirical Evidence, Journal of International Money and Finance, 16(3), June 1997, pp. 345-366.

The Composition of Public Expenditure in a Dynamic Macro Model of Monopolistic Competition, Southern Economic Journal, 63(3), January 1997, pp. 620-634.

(with Laszlo Szerb) Location in the Hotelling Duopoly Model with Demand Uncertainty, European Economic Review, 40(7), August 1996, pp. 1453-1461.

(with Thomas Cosimano) Inflation Variability and Gradualist Monetary Policy, Review of Economic Studies, 61(4), October 1994, pp. 721-739.

(with Thomas Cosimano) Periodic Learning about a Hidden State Variable, Journal of Economic Dynamics and Control, 17(5-6), September/November 1993, pp. 805-827.

(with John Affleck-Graves, Robert Miller, and Kevin Scanlon) The Underpricing of Initial Public Offerings: A Theoretical and Empirical Reconsideration of the Adverse Selection Hypothesis, Review of Quantitative Finance and Accounting, 3(2), June 1993, pp. 221-239.

(with Norman Miller) Profits under Conditions of Uncertainty, Australian Economic Papers, 31(2), December 1992, pp. 245-259.

A Keynesian General Equilibrium Model with Competitive Firms and Rational Expectations, Zeitschrift für Nationalökonomie, 56 (1), August 1992, pp. 23-38.

(with Norman Miller) Factor Demand under Conditions of Product Demand and Supply Uncertainty, Economic Inquiry, 30, July 1992, pp. 544-555.

(with Thomas Cosimano) Actively Learning the Demand Curve and the Dynamics of Price Adjustment, The Economic Journal, 100 (3), September 1990, pp. 882-898.

(with Thomas Cosimano and Bill McDonald) Predicting Stock Returns in an Efficient Market, Journal of Finance, 45(4), September 1990, pp. 1109-1128.

Variability and the Duration of Search, International Economic Review, 31(3), August 1990, pp. 747-751.

(with Bill McDonald and Robert Miller) Underpricing of New Issues and the Choice of Auditor as a Signal of Investment Banker Reputation, Accounting Review, 63(4), October 1988, pp. 605-622.

Money Supply Variability in a Macro Model of Monopolistic Competition, Economic Inquiry, 26(4), October 1988, pp. 661-685.

Monopoly Power and Downward Price Rigidity under Costly Price Adjustment, Bulletin of Economic Research, 40(2), April 1988, pp. 115-131.

Публикации на портале:
Домашняя страница http://www.be.wvu.edu/divecon/econ/balvers/
E-mail rbalvers@wvu.edu
Телефон (304) 292 - 5292
Адрес 443 Linden Street Morgantown, WV 26505
Ключевые слова

См. также:
John D.C. Little
Management Science. 1970.  Vol. 16. No. 8. P. B466-B485. 
Ricardo J. Caballero, Eduardo M.R.A. Engel
Sanford J. Grossman, Joseph E. Stiglitz
Benoit Mulkay, Bronwyn H. Hall, Jacques Mairesse
Nicholas Barberis, Andrei Shleifer, Robert W. Vishny
Journal of Financial Economics. 1998.  Vol. 49. No. 3. P. 307-343.