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Ronald J. Balvers

Global rank #4466 94%

Institution: McMaster University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://profs.degroote.mcmaster.ca/ads/balvers/

First Publication: 1990

Most Recent: 2021

RePEc ID: pba211 ↗

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 0.00 2.01 0.00 2.01
Last 10 Years 0.00 0.00 4.36 0.00 4.36
All Time 1.01 2.35 13.41 0.00 22.62

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 17.84

Publications (19)

Year Article Journal Tier Authors
2021 Determinants and predictability of commodity producer returns Journal of Banking & Finance B 2
2021 Designing a global digital currency Journal of International Money and Finance B 2
2017 Social Screens and Systematic Investor Boycott Risk Journal of Financial and Quantitative Analysis B 2
2017 Temperature shocks and the cost of equity capital: Implications for climate change perceptions Journal of Banking & Finance B 3
2017 Profitability, Value, and Stock Returns in Production‐Based Asset Pricing without Frictions Journal of Money, Credit, and Banking B 3
2014 Currency risk premia and uncovered interest parity in the International CAPM Journal of International Money and Finance B 2
2009 Money and the C-CAPM Journal of Financial and Quantitative Analysis B 2
2009 Evaluation of linear asset pricing models by implied portfolio performance Journal of Banking & Finance B 2
2007 Reducing the dimensionality of linear quadratic control problems Journal of Economic Dynamics and Control B 2
2007 Productivity-based asset pricing: Theory and evidence Journal of Financial Economics A 2
2002 Government expenditure and equilibrium real exchange rates Journal of International Money and Finance B 2
2000 Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies Journal of Finance A 3
2000 Efficient gradualism in intertemporal portfolios Journal of Economic Dynamics and Control B 2
2000 Exchange Rate Shocks and the Speed of Trade Price Adjustment Southern Economic Journal C 2
1997 Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence Journal of International Money and Finance B 2
1996 Location in the Hotelling duopoly model with demand uncertainty European Economic Review B 2
1994 Inflation Variability and Gradualist Monetary Policy Review of Economic Studies S 2
1993 Periodic learning about a hidden state variable Journal of Economic Dynamics and Control B 2
1990 Predicting Stock Returns in an Efficient Market. Journal of Finance A 3