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Kenneth A. Froot

Global rank #1190 98%

Institution: Harvard University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://scholar.harvard.edu/kenfroot

First Publication: 1987

Most Recent: 2022

RePEc ID: pfr60 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 0.00 0.00 1.01
Last 10 Years 0.00 1.01 0.00 0.00 2.01
All Time 6.03 14.08 5.03 0.00 57.31

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 25.24

Publications (23)

Year Article Journal Tier Authors
2022 Competition Links and Stock Returns The Review of Financial Studies A 4
2017 What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? Journal of Financial Economics A 4
2008 Style Investing and Institutional Investors Journal of Financial and Quantitative Analysis B 2
2008 On the pricing of intermediated risks: Theory and application to catastrophe reinsurance Journal of Banking & Finance B 2
2008 Institutional Portfolio Flows and International Investments The Review of Financial Studies A 2
2005 Currency Returns, Intrinsic Value, and Institutional‐Investor Flows Journal of Finance A 2
2001 The portfolio flows of international investors Journal of Financial Economics A 3
2001 The market for catastrophe risk: a clinical examination Journal of Financial Economics A 1
1999 How are stock prices affected by the location of trade? Journal of Financial Economics A 2
1998 Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach Journal of Financial Economics A 2
1993 Risk Management: Coordinating Corporate Investment and Financing Policies. Journal of Finance A 3
1992 Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation. Journal of Finance A 3
1991 Intrinsic Bubbles: The Case of Stock Prices. American Economic Review S 2
1991 Exchange-rate dynamics under stochastic regime shifts : A unified approach Journal of International Economics A 2
1991 Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach Quarterly Journal of Economics S 2
1990 Chartists, Fundamentalists, and Trading in the Foreign Exchange Market. American Economic Review S 2
1989 Forward Discount Bias: Is it an Exchange Risk Premium? Quarterly Journal of Economics S 2
1989 Exchange Rate Pass-Through When Market Share Matters. American Economic Review S 2
1989 Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data Journal of Financial and Quantitative Analysis B 1
1989 On the consistency of short-run and long-run exchange rate expectations Journal of International Money and Finance B 2
1988 Credibility, real interest rates, and the optimal speed of trade liberalization Journal of International Economics A 1
1987 Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations. American Economic Review S 2
1987 How open is the U.S. economy? : R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 Journal of International Economics A 1