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Kirt C. Butler
Kirt C. Butler
Verified email at bus.msu.edu
Title
Cited by
Cited by
Year
Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia
KC Butler, SJ Malaikah
Journal of Banking & Finance 16 (1), 197-210, 1992
3761992
The forecast accuracy of individual analysts: Evidence of systematic optimism and pessimism
KC Butler, LHP Lang
Journal of Accounting Research, 150-156, 1991
3331991
A note on political risk and the required return on foreign direct investment
KC Butler, DC Joaquin
Journal of International Business Studies 29, 599-607, 1998
3131998
Nonsynchronous security trading and market index autocorrelation
MD Atchison, KC Butler, RR Simonds
The Journal of Finance 42 (1), 111-118, 1987
3131987
Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets
KC Butler, DC Joaquin
Journal of International Money and Finance 21 (7), 981-1011, 2002
2292002
Multinational finance: Evaluating the opportunities, costs, and risks of multinational operations
KC Butler
John Wiley & Sons, 2016
2022016
Risk, diversification, and the investment horizon
KC Butler, DL Domian
Journal of portfolio management 17 (3), 41, 1991
1471991
Competitive investment decisions: A synthesis
DC Joaquin, KC Butler
New Developments in the Theory and Applications of Real Options, 2000
642000
Improving analysts' negative earnings forecasts
KC Butler, H Saraoglu
Financial Analysts Journal 55 (3), 48-56, 1999
551999
Long-run returns on stock and bond portfolios: Implications for retirement planning
KC Butler, DL Domian
Financial Services Review 2 (1), 41-49, 1992
301992
The Hamada and Conine Leverage Adjustments and The Estimation Of Systematic Risk For Multisegment Firms.
KC Butler, RM Mohr, RR Simonds
Journal of Business Finance & Accounting 18 (6), 1991
181991
Market response to earnings announcements: The effects of firm characteristics
KC Butler, KC Han
Quarterly Journal of Business and Economics, 3-20, 1994
111994
International portfolio diversification and the magnitude of the market timer's penalty
KC Butler, DL Domian, RR Simonds
Journal of International Financial Management & Accounting 6 (3), 193-204, 1995
81995
A fresh look at cross-border valuation and FX hedging decisions
KC Butler, TJ O'Brien, G Utete
Journal of Applied Finance, 2013
62013
A test for long memory in the conditional correlation of bivariate returns to stock and bond market index futures
KC Butler, WC Gerken, K Okada
Available at SSRN 1905065, 2011
42011
Higher-order terms in bivariate returns to international stock market indices
KC Butler, K Okada
Multinational Finance Journal 12 (1/2), 127-155, 2008
42008
The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices
KC Butler, K Okada
Applied financial economics 19 (1), 1-15, 2009
22009
A Profile of the Return-Suprise Relation
KC Butler
Available at SSRN 244657, 2000
22000
Stock Returns in Thinly Traded Markets
KC Butler, RM Osborne
Financial Review 33 (3), 21-34, 1998
21998
A classroom exercise to simulate the foreign exchange market
KC Butler, CCY Kwok
Journal of Teaching in International Business 6 (2), 59-73, 1994
21994
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