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K. Geert Rouwenhorst
K. Geert Rouwenhorst
Robert B. and Candice J. Haas Professor of Corporate Finance, Yale School of Management
Verified email at yale.edu
Title
Cited by
Cited by
Year
International momentum strategies
KG Rouwenhorst
The journal of finance 53 (1), 267-284, 1998
29651998
Facts and fantasies about commodity futures
G Gorton, KG Rouwenhorst
Financial Analysts Journal 62 (2), 47-68, 2006
20612006
Local return factors and turnover in emerging stock markets
KG Rouwenhorst
The journal of finance 54 (4), 1439-1464, 1999
14991999
Pairs trading: Performance of a relative-value arbitrage rule
E Gatev, WN Goetzmann, KG Rouwenhorst
The Review of Financial Studies 19 (3), 797-827, 2006
12312006
Long-term global market correlations
WN Goetzmann, L Li, KG Rouwenhorst
National Bureau of Economic Research, 2001
10372001
Does industrial structure explain the benefits of international diversification?
SL Heston, KG Rouwenhorst
Journal of financial economics 36 (1), 3-27, 1994
10101994
The fundamentals of commodity futures returns
GB Gorton, F Hayashi, KG Rouwenhorst
Review of Finance 17 (1), 35-105, 2013
9842013
Asset Pricing Implications of Real Business Cycle Models
KG Rouwenhorst
Frontiers of Business Cycle Research, Ch 10, 1995
939*1995
International term structures and real economic growth
CI Plosser, KG Rouwenhorst
Journal of monetary economics 33 (1), 133-155, 1994
4251994
European equity markets and the EMU
KG Rouwenhorst
Financial Analysts Journal 55 (3), 57-64, 1999
3131999
Industry and country effects in international stock returns
SL Heston, KG Rouwenhorst
Journal of Portfolio Management 21, 53-53, 1995
2871995
The origins of value
WN Goetzmann, KG Rouwenhorst
The Financial Innovations that Created Modern, 2005
261*2005
The Origins of Mutual Funds
KG Rouwenhorst
Oxford University Press, 2005
2482005
The role of beta and size in the cross‐section of European stock returns
SL Heston, KG Rouwenhorst, RE Wessels
European Financial Management 5 (1), 9-27, 1999
2291999
Global real estate markets-cycles and fundamentals
B Case, WN Goetzmann, KG Rouwenhorst
National Bureau of Economic Research, 2000
2252000
A tale of two premiums: The role of hedgers and speculators in commodity futures markets
W Kang, KG Rouwenhorst, K Tang
The Journal of Finance 75 (1), 377-417, 2020
209*2020
The structure of international stock returns and the integration of capital markets
SL Heston, KG Rouwenhorst, RE Wessels
Journal of empirical finance 2 (3), 173-197, 1995
2001995
Day trading international mutual funds: Evidence and policy solutions
WN Goetzmann, Z Ivković, KG Rouwenhorst
Journal of Financial and Quantitative Analysis 36 (3), 287-309, 2001
1822001
Facts and fantasies about commodity futures ten years later
G Bhardwaj, G Gorton, G Rouwenhorst
National Bureau of Economic Research, 2015
1622015
New evidence on the first financial bubble
RGP Frehen, WN Goetzmann, KG Rouwenhorst
Journal of Financial Economics 108 (3), 585-607, 2013
1532013
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