客座教授

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Ron Balvers

作者:作者:CAFD | 发布日期:2012-10-23 03:31:00

Ron Balvers

Working papers

  1. Balvers, Ronald & Du, Ding & Zhao, Xiaobing, 2012. "The Adverse Impact of Gradual Temperature Change on Capital Investment," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124676, Agricultural and Applied Economics Association.

  2. Ron Balvers & Ding Du & Xiaobing Zhao, 2009. "What Do Financial Markets Reveal about Global Warming?," Working Papers 09-04, Department of Economics, West Virginia University.

  3. Ronald J. Balvers & Dayong Huang, 2005. "Productivity-Based Asset Pricing: Theory and Evidence," Working Papers 05-05 Classification- JEL, Department of Economics, West Virginia University.

  4. Ronald J. Balvers & Yangru Wu, 2005. "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers 022005, Hong Kong Institute for Monetary Research.

  5. Ronald J. Balvers & Dayong Huang, 2005. "Evaluation Of Linear Asset Pricing Models By Implied Portfolio Performance," Working Papers 05-06 Classification- JEL, Department of Economics, West Virginia University.

  6. Ronald J. Balvers & Douglas W. Mitchell, 2005. "Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems,"Working Papers 05-10 Classification- JEL, Department of Economics, West Virginia University.

  7. Ronald J. Balvers & Yangru Wu, 2002. "Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study," Working Papers 112002, Hong Kong Institute for Monetary Research.

  8. Ronald J. Balvers & Douglas W. Mitchell, 2001. "Reducing the Dimensionality of Linear Quadratic Control Problems," Tinbergen Institute Discussion Papers01-043/2, Tinbergen Institute.

Articles

  1. Balvers, Ronald & Wu, Yangru, 2010. "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, vol. 13(1), pages 129-156, February.

  2. Balvers, Ronald J. & Huang, Dayong, 2009. "Evaluation of linear asset pricing models by implied portfolio performance," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1586-1596, September.

  3. Balvers, Ronald J. & Huang, Dayong, 2009. "Money and the C-CAPM," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(02), pages 337-368, April.

  4. Balvers, Ronald J. & Huang, Dayong, 2007. "Productivity-based asset pricing: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 86(2), pages 405-445, November.

  5. Balvers, Ronald J. & Mitchell, Douglas W., 2007. "Reducing the dimensionality of linear quadratic control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 141-159, January.

  6. Balvers, Ronald J. & Wu, Yangru, 2006. "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 24-48, January.

  7. Arnab K. Acharya & Ronald J. Balvers, 2004. "Time Preference and Life Cycle Consumption with Endogenous Survival," Economic Inquiry, Western Economic Association International, vol. 42(4), pages 667-678, October.

  8. Balvers, Ronald J. & Bergstrand, Jeffrey H., 2002. "Government expenditure and equilibrium real exchange rates," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 667-692, October.

  9. Balvers, Ronald J & Szerb, Laszlo, 2000. "Precaution and Liquidity in the Demand for Housing," Economic Inquiry, Western Economic Association International, vol. 38(2), pages 289-303, April.

  10. Jimmy Ran & Ronald Balvers, 2000. "Exchange Rate Shocks and the Speed of Trade Price Adjustment," Southern Economic Journal, Southern Economic Association, vol. 67(1), pages 200-211, July.

  11. Ronald Balvers & Yangru Wu & Erik Gilliland, 2000. "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies,"Journal of Finance, American Finance Association, vol. 55(2), pages 745-772, 04.

  12. Balvers, Ronald J. & Mitchell, Douglas W., 2000. "Efficient gradualism in intertemporal portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 21-38, January.

  13. Ronald J. Balvers & Douglas W. Mitchell, 1997. "Autocorrelated Returns and Optimal Intertemporal Portfolio Choice," Management Science, INFORMS, vol. 43(11), pages 1537-1551, November.

  14. Balvers, Ronald J. & H. Bergstrand, Jeffrey, 1997. "Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence,"Journal of International Money and Finance, Elsevier, vol. 16(3), pages 345-366, June.

  15. Balvers, Ronald & Szerb, Lazlo, 1996. "Location in the Hotelling duopoly model with demand uncertainty," European Economic Review, Elsevier, vol. 40(7), pages 1453-1461, August.

  16. Balvers, Ronald J & Cosimano, Thomas F, 1994. "Inflation Variability and Gradualist Monetary Policy," Review of Economic Studies, Wiley Blackwell, vol. 61(4), pages 721-38, October.

  17. Balvers, Ronald J. & Cosimano, Thomas F., 1993. "Periodic learning about a hidden state variable," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 805-827.

  18. Balvers, Ronald J & Miller, Norman C, 1992. "Profits under Conditions of Uncertainty," Australian Economic Papers, Wiley Blackwell, vol. 31(59), pages 245-59, December.

  19. Balvers, Ronald J & Miller, Norman C, 1992. "Factor Demand under Conditions of Product Demand and Supply Uncertainty," Economic Inquiry, Western Economic Association International, vol. 30(3), pages 544-55, July.

  20. Ronald Balvers, 1992. "A Keynesian general equilibrium model with competitive firms and rational expectations," Journal of Economics, Springer, vol. 56(1), pages 23-38, February.

  21. Balvers, Ronald J & Cosimano, Thomas F, 1990. "Actively Learning about Demand and the Dynamics of Price Adjustment," Economic Journal, Royal Economic Society, vol. 100(402), pages 882-98, September.

  22. Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill, 1990. " Predicting Stock Returns in an Efficient Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1109-28, September.

  23. Balvers, Ronald J, 1990. "Variability and the Duration of Search," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(3), pages 747-51, August.

  24. Balvers, Ronald J, 1988. "Money Supply Variability in a Macro Model of Monopolistic Competition," Economic Inquiry, Western Economic Association International, vol. 26(4), pages 661-85, October.

  25. Balvers, Ronald J, 1988. "Monopoly Power and Downward Price Rigidity under Costly Price Adjustment," Bulletin of Economic Research, Wiley Blackwell, vol. 40(2), pages 115-31, April.

NEP Fields

5 papers by this author were announced in  NEP , and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2009-12-19

  2. NEP-ENE: Energy Economics (1) 2009-12-19

  3. NEP-ENV: Environmental Economics (2) 2009-12-19 2012-06-25 Author is listed

  4. NEP-FIN: Finance (2) 2005-05-14 2005-05-14 Author is listed

  5. NEP-MAC: Macroeconomics (1) 2005-05-14

  6. NEP-RMG: Risk Management (1) 2005-05-14

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