Balvers Ronald (Бальверс, Рональд)
|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|
Asset Pricing and Financial Markets
The Economics of Information and Uncertainty
(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:
Ronald Balvers, Eric Gilliland, Yangru Wu Mean Reversion across National Stock Markets and Parametric Contrarian Investment
// Journal of Finance.
|Телефон||(304) 292 - 5292|
|Адрес||443 Linden Street Morgantown, WV 26505|
Рецензия на статью Leahy J. V., Whited T. M. (1996) "The Effects of Uncertainty on Investment: Some Stylized Facts"
Journal of Financial Economics. 1998. Vol. 49. No. 3. P. 307-343.
Journal of Business. 1961. Vol. 34. No. 4. P. 411-433.
Journal of Financial Economics. 2002. Vol. 63. No. 3. P. 351-380.