Rui A. Albuquerque

Boston College, Carroll School of Management

Associate Professor of Finance

140 Commonwealth Avenue

Chestnut Hill, MA 02467-3808

United States

http://sites.google.com/view/ruialbuquerque/home

Centre for Economic Policy Research (CEPR)

London

United Kingdom

European Corporate Governance Institute (ECGI)

Research Associate

c/o the Royal Academies of Belgium

Rue Ducale 1 Hertogsstraat

1000 Brussels

Belgium

SCHOLARLY PAPERS

41

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SSRN CITATIONS
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Top 977

in Total Papers Citations

663

CROSSREF CITATIONS

526

Scholarly Papers (41)

Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 359/2013
Number of pages: 48 Posted: 20 Nov 2011 Last Revised: 19 Jan 2018
Rui A. Albuquerque, Yrjo Koskinen and Chendi Zhang
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary and University of Exeter Business School
Downloads 2,800 (5,836)
Citation 14

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corporate social responsibility, product differentiation, systematic risk, beta, firm value, industry equilibrium

Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence

Forthcoming in Management Science, DOI/10.1287/mnsc.2018.3043, WBS Finance Group Research Paper No. 259
Number of pages: 19 Posted: 28 Nov 2018
Rui A. Albuquerque, Yrjo Koskinen and Chendi Zhang
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary and University of Exeter Business School
Downloads 191 (204,859)
Citation 54

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corporate social responsibility, product differentiation, systemic risk, beta, firm value, industry equilibrium

Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence

Number of pages: 49 Posted: 09 Jul 2013 Last Revised: 07 Nov 2019
Rui A. Albuquerque, Art Durnev and Yrjo Koskinen
Boston College, Carroll School of Management, University of Iowa - Henry B. Tippie College of Business and Haskayne School of Business, University of Calgary
Downloads 1 (848,733)
Citation 13
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beta, corporate social responsibility, firm value, industry equilibrium, product differentiation, systematic risk

2.

Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash

European Corporate Governance Institute – Finance Working Paper No. 676/2020
Number of pages: 42 Posted: 24 Apr 2020 Last Revised: 28 Aug 2021
Rui A. Albuquerque, Yrjo Koskinen, Shuai Yang and Chendi Zhang
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary, University of Calgary - Haskayne School of Business and University of Exeter Business School
Downloads 1,783 (12,340)
Citation 31

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ESG, CSR, COVID-19, market crash, exogenous shock, stock returns, volatility, customer loyalty, investor loyalty

3.
Downloads 1,069 ( 26,747)
Citation 6

Agency Conflicts, Investment, and Asset Pricing

Journal of Finance, Vol. 63, 2008, Boston University Questrom School of Business Research Paper No. 2009-3, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 167/2007
Number of pages: 77 Posted: 31 Dec 2004 Last Revised: 04 Dec 2018
Rui A. Albuquerque and Neng Wang
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics
Downloads 1,013 (28,486)
Citation 7

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Asset prices, heterogeneous agents, agency, corporate governance, investor protection, volatility, overinvestment

Agency Conflicts, Investment, and Asset Pricing

NBER Working Paper No. w13251
Number of pages: 73 Posted: 13 Jul 2007 Last Revised: 17 Sep 2021
Rui A. Albuquerque and Neng Wang
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics
Downloads 31 (600,296)

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Agency Conflicts, Investment and Asset Pricing

Number of pages: 62 Posted: 27 Jul 2005
Rui A. Albuquerque and Neng Wang
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics
Downloads 25 (641,364)
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Asset prices, heterogeneous agents, agency, corporate governance, investor protection, volatility, overinvestment

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 390/2014, Darden Business School Working Paper No. 2309117
Number of pages: 66 Posted: 13 Aug 2013 Last Revised: 07 Mar 2018
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 629 (54,673)
Citation 9

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Foreign direct investment, Corporate governance, Cross-border mergers and acquisitions, Spillovers

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

Review of Financial Studies Forthcoming, Darden Business School Working Paper No. 3151344
Number of pages: 62 Posted: 02 Apr 2018
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
Downloads 235 (168,484)
Citation 1

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Foreign direct investment, Corporate governance, Cross-border mergers and acquisitions, Spillovers

International Corporate Governance Spillovers: Evidence from Cross-Border Mergers and Acquisitions

Number of pages: 50 Posted: 04 Nov 2015
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Nova School of Business and Economics and University of Virginia - Darden School of Business
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Citation 1
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Corporate governance, Cross-border mergers and acquisitions, Foreign direct investment, Spillovers

5.
Downloads 863 ( 36,210)
Citation 1

CEO Power, Compensation, and Governance

Annals of Economics and Finance Vol. 14, 2013, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 324/2012
Number of pages: 44 Posted: 08 Aug 2006 Last Revised: 26 Nov 2018
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 823 (38,108)
Citation 1

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CEO power, moral hazard, CEO compensation, corporate governance, investor protection

CEO Power, Compensation and Governance

Number of pages: 40 Posted: 13 Oct 2006
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 40 (549,144)
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CEO power, moral hazard, CEO compensation, investor protection

The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71 Posted: 07 Dec 2017 Last Revised: 07 Apr 2020
Rui A. Albuquerque, Shiyun Song and Chen Yao
Boston College, Carroll School of Management, The Vanguard Group, Inc. and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 742 (43,888)
Citation 5

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tick size pilot, liquidity, information risk, price efficiency, news re- sponse, investor horizon, liquidity risk, liquidity premium, cost of capital, JOBS Act, SEC

The Price Effects of Liquidity Shocks: A Study of Sec's Tick-Size Experiment

Number of pages: 58 Posted: 13 Aug 2018
Rui A. Albuquerque, Shiyun Song and Chen Yao
Boston College, Carroll School of Management, The Vanguard Group, Inc. and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 20 (679,536)
Citation 2

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The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment

Number of pages: 63 Posted: 12 Dec 2017
Rui A. Albuquerque, Shiyun Song and Chen Yao
Boston College, Carroll School of Management, The Vanguard Group, Inc. and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 3 (824,185)
Citation 5
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information risk, investor horizon, JOBS Act, liquidity, liquidity premium, liquidity risk, news response rate, price efficiency, tick size pilot program

7.

Optimal Currency Hedging

Global Finance Journal, Vol. 18, 2007
Number of pages: 29 Posted: 21 Sep 1999 Last Revised: 29 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 712 (47,005)
Citation 3

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Currency hedging, forwards, options, bankruptcy costs, taxes, loss aversion, downside risk

Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Returns

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 09 Jun 2010 Last Revised: 16 Mar 2011
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 421 (89,784)
Citation 30

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Skewness, market returns, firm returns, announcement events, cross-sectional heterogeneity

Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns

Review of Financial Studies Vol. 25, 2012
Number of pages: 71 Posted: 31 Mar 2011 Last Revised: 29 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 212 (186,016)

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Skewness, earnings announcements, dividend announcements, cross-sectional heterogeneity

Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns

Number of pages: 58 Posted: 19 Jul 2010
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 2 (835,065)
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announcement events, crosssectionalheterogeneity, firm returns, market returns, Skewness

9.

The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment

Journal of International Economics, Vol. 61, 2003
Number of pages: 40 Posted: 18 Feb 2000 Last Revised: 29 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 632 (55,042)
Citation 25

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Foreign direct investment, intangible assets, volatility, risk sharing, imperfect enforcement, financing constraints, default risk, country risk

10.

The Determinants of the Block Premium and of Private Benefits of Control

ECGI - Finance Working Paper No. 202/2008, Swiss Finance Institute Research Paper No. 08-21
Number of pages: 72 Posted: 04 Mar 2008 Last Revised: 18 Nov 2014
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and EDHEC Business School
Downloads 599 (58,883)
Citation 4

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block pricing, block trades, control transactions, private benefits of control, market rule, mandatory bid rule, structural estimation

11.
Downloads 568 ( 62,979)
Citation 54

Valuation Risk and Asset Pricing

Journal of Finance 71, 2861-2903, 2016
Number of pages: 63 Posted: 10 Jun 2014 Last Revised: 04 Jan 2017
Boston College, Carroll School of Management, Northwestern University, Northwestern UniversityStevens Institute of Technology - School of Business and Northwestern University - Kellogg School of Management
Downloads 546 (65,432)
Citation 3

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Equity premium, bond yields, risk premium

Valuation Risk and Asset Pricing

NBER Working Paper No. w18617
Number of pages: 71 Posted: 15 Dec 2012 Last Revised: 16 May 2021
Rui A. Albuquerque, Martin Eichenbaum and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 22 (664,088)
Citation 14

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Valuation Risk and Asset Pricing

Posted: 01 Feb 2013
Rui A. Albuquerque, Martin Eichenbaum and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University and Northwestern University - Kellogg School of Management

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bond yields, Equity premium, risk premium

12.
Downloads 555 ( 64,881)
Citation 7

Incentive Pay and Systemic Risk

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 490/2016
Number of pages: 48 Posted: 20 Nov 2016 Last Revised: 29 Aug 2018
Rui A. Albuquerque, Luis M. B. Cabral and José Correia Guedes
Boston College, Carroll School of Management, New York University (NYU) - Leonard N. Stern School of Business - Department of Economics and Catholic University of Portugal (UCP) - Faculty of Economic Science and Business Studies
Downloads 463 (80,263)
Citation 7

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Systemic risk, bank regulation, relative performance evaluation, optimal contracts

Incentive Pay and Systemic Risk

Number of pages: 41 Posted: 03 Jun 2017 Last Revised: 10 May 2018
Rui A. Albuquerque, Luis M. B. Cabral and Jose Guedes
Boston College, Carroll School of Management, New York University (NYU) - Leonard N. Stern School of Business - Department of Economics and Universidade Católica Portuguesa
Downloads 92 (360,089)
Citation 1

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Relative Performance, Banker Compensation, and Systemic Risk

Number of pages: 47 Posted: 12 Dec 2016 Last Revised: 06 Nov 2017
Rui A. Albuquerque, Luis M. B. Cabral and Jose Guedes
Boston College, Carroll School of Management, New York University (NYU) - Leonard N. Stern School of Business - Department of Economics and Universidade Católica Portuguesa
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Citizens United vs. FEC and Corporate Political Activism

Journal of Corporate Finance, Vol. 60, No. 101547, 2020, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 470/2016
Number of pages: 52 Posted: 04 Mar 2015 Last Revised: 07 Jan 2022
Rui A. Albuquerque, Zicheng Lei, Jörg Rocholl and Chendi Zhang
Boston College, Carroll School of Management, King's College London, ESMT European School of Management and Technology and University of Exeter Business School
Downloads 532 (67,633)
Citation 1

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Corporate political activism, political connections, Citizens United, stock returns.

Institutional Investors and Corporate Political Activism

Number of pages: 53 Posted: 04 Nov 2015
Rui A. Albuquerque, Zicheng Lei, Jörg Rocholl and Chendi Zhang
Boston College, Carroll School of Management, King's College London, ESMT European School of Management and Technology and University of Exeter Business School
Downloads 0
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Citizens United, Corporate Governance, Institutional Investors, Political Activism

Institutional Investors and Corporate Political Activism

Number of pages: 54 Posted: 01 Jun 2016
Rui A. Albuquerque, Zicheng Lei, Jörg Rocholl and Chendi Zhang
Boston College, Carroll School of Management, King's College London, ESMT European School of Management and Technology and University of Exeter Business School
Downloads 0
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Trade Credit and Cross-Country Predictable Firm Returns

Journal of Financial Economics Vol. 115, 592-613, 2015.
Number of pages: 46 Posted: 23 Jan 2011 Last Revised: 20 Aug 2015
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - SC Johnson College of Business
Downloads 517 (70,135)
Citation 6

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international equity markets, trade credit, information asymmetry, customer-supplier relations, predictability

Trade Credit and International Return Comovement

Number of pages: 47 Posted: 09 Feb 2011
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - SC Johnson College of Business
Downloads 5 (806,394)
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

15.
Downloads 469 ( 79,766)
Citation 4

The Value of Control and the Costs of Illiquidity

Journal of Finance vol. 70, 1405-1455, 2015, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 357/2012
Number of pages: 77 Posted: 04 Aug 2012 Last Revised: 26 Nov 2018
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and EDHEC Business School
Downloads 464 (80,029)
Citation 4

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Control transactions, search frictions, marketability discount, illiquidity spillover, corporate governance

The Value of Control and the Costs of Illiquidity

Number of pages: 67 Posted: 28 Sep 2012
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and EDHEC Business School
Downloads 5 (806,394)
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control discount, Control transactions, corporate governance, illiquidity spillover, marketability discount, search frictions

16.

Characterizing Asymmetric Information in International Equity Markets

Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 22 Mar 2002
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 465 (80,590)
Citation 6

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Private information, asymmetric information, portfolio choice, international equity fows and returns, home bias.

Economic News and International Stock Market Co-Movement

EFA 2006 Zurich Meetings
Number of pages: 64 Posted: 03 Mar 2006
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management
Downloads 273 (145,052)

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Private information, public news announcements, information spillovers, international equity returns, contagion

Economic News and International Stock Market Co-Movement

Review of Finance Vol. 13, 2009, EFA 2006 Zurich Meetings
Number of pages: 66 Posted: 03 Jun 2008 Last Revised: 29 Dec 2014
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management
Downloads 153 (248,243)
Citation 2

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Private information, public news announcements, information spillovers, international equity returns, contagion

Economic News and International Stock Market Co-Movement

Review of Finance, Vol. 13, Issue 3, pp. 401-465, 2009
Posted: 18 Aug 2009
Rui A. Albuquerque and Clara Vega
Boston College, Carroll School of Management and Board of Governors of the Federal Reserve System

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F3, G12, G14, G15

18.

Optimal Dynamic Lending Contracts with Imperfect Enforceability

AFA 2001 New Orleans Meetings; Rochester Ctr for Economic Research Paper No. 439; and Simon School of Business Working Paper FR 00-10
Number of pages: 45 Posted: 14 Sep 1998
Rui A. Albuquerque and Hugo A. Hopenhayn
Boston College, Carroll School of Management and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 418 (91,296)
Citation 15

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Financial constraints, imperfect enforcement, long term debt, capital structure, firm dynamics.

19.

Optimal Lending Contracts and Firm Dynamics

Review of Economic Studies Vol. 71, 2004
Number of pages: 44 Posted: 06 Sep 2001 Last Revised: 29 Dec 2014
Rui A. Albuquerque and Hugo A. Hopenhayn
Boston College, Carroll School of Management and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 392 (98,352)
Citation 94

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Financial constraints, imperfect enforcement, firm dynamics, capital structure, debt maturity

World Market Integration Through the Lens of Foreign Direct Investors

Number of pages: 57 Posted: 10 Feb 2003
Rui A. Albuquerque, Norman Loayza and Luis Servén
Boston College, Carroll School of Management, World Bank - Research Department and World Bank - Development Research Group (DECRG)
Downloads 323 (121,336)
Citation 11

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Capital Market Integration, Emerging Economies, Global Factors, Foreign Direct Investment

World Market Integration Through the Lens of Foreign Direct Investors

Journal of International Economics, Vol. 66, 2005
Number of pages: 40 Posted: 30 Dec 2014
Rui A. Albuquerque, Norman Loayza and Luis Servén
Boston College, Carroll School of Management, World Bank - Research Department and World Bank - Development Research Group (DECRG)
Downloads 59 (463,644)

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Capital market integration, emerging economies, global factors, foreign direct investment

21.

Liquidity Provision in the Secondary Market for Private Equity Fund Stakes

Number of pages: 61 Posted: 06 Jun 2018 Last Revised: 20 Nov 2018
Boston College, Carroll School of Management, Harvard Business SchoolSwedish House of Finance, University of Oxford - Said Business School and EDHEC Business School
Downloads 364 (107,352)
Citation 4

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Private Equity, Secondary Markets, Liquidity, Liquidity Premium, Net Asset values

22.

Investment Analysis of Autocallable Contingent Income Securities

Financial Analysts Journal, Vol. 71, pp. 61–83, May/June 2015.
Number of pages: 52 Posted: 21 Mar 2014 Last Revised: 06 Aug 2015
Rui A. Albuquerque, Raquel M. Gaspar and Allen Michel
Boston College, Carroll School of Management, ISEG and Cemapre/REM, Universidade de Lisboa and Boston University, Questrom School of Business
Downloads 359 (108,698)

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Quantifying Private Benefits of Control from a Structural Model of Block Trades

Journal of Financial Economics (JFE), Vol. 96, No. 1, 2010, ECGI - Finance Working Paper No. 202/2008
Number of pages: 54 Posted: 15 Aug 2009 Last Revised: 28 Nov 2013
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and EDHEC Business School
Downloads 357 (108,563)
Citation 1

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block pricing, block trades, control transactions, deadweight loss, private benefits of control and structural estimation

Quantifying Private Benefits of Control from a Structural Model of Block Trades

Number of pages: 56 Posted: 26 Aug 2009
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and EDHEC Business School
Downloads 1 (848,733)
Citation 7
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Block pricing, block trades, control transactions, deadweight loss, private benefits of control, structural estimation

24.
Downloads 345 (113,568)
Citation 16

Advance Information and Asset Prices

Journal of Economic Theory, Vol. 149, 2014
Number of pages: 55 Posted: 24 Feb 2008 Last Revised: 20 Aug 2015
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 228 (173,540)
Citation 3

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advance information, rational expectations equilibrium, momentum and reversal effects

Advance Information and Asset Prices

Number of pages: 59 Posted: 17 Mar 2008 Last Revised: 05 Nov 2019
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 113 (313,422)
Citation 4

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advance information, momentum and reversal effects, rational expectations equilibrium

Advance Information and Asset Prices

Number of pages: 60 Posted: 09 Jun 2008
Rui A. Albuquerque and Jianjun Miao
Boston College, Carroll School of Management and Boston University - Department of Economics
Downloads 4 (815,047)
Citation 2
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advance information, momentum and reversal effects, overreaction, rational expectations equilibrium, underreaction

25.
Downloads 320 (123,353)
Citation 1

Value Creation in Shareholder Activism

European Corporate Governance Institute – Finance Working Paper No. 685/2020
Number of pages: 74 Posted: 07 Jul 2020 Last Revised: 16 Apr 2021
Rui A. Albuquerque, Vyacheslav Fos and Enrique J. Schroth
Boston College, Carroll School of Management, Boston College - Department of Finance and EDHEC Business School
Downloads 318 (123,421)
Citation 1

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Shareholder activism, Value creation, Passive investors, Stock picking, Schedule 13D, Schedule 13G, Structural estimation

Value Creation in Shareholder Activism: A Structural Approach

Number of pages: 86 Posted: 28 Jul 2020 Last Revised: 07 Sep 2020
Rui A. Albuquerque, Vyacheslav Fos and Enrique J. Schroth
Boston College, Carroll School of Management, Boston College - Department of Finance and EDHEC Business School
Downloads 2 (835,065)
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Passive investors, Shareholder activism, Stock picking, structural estimation, value creation

26.
Downloads 317 (124,554)
Citation 2

Are CEOS Paid Extra for Riskier Pay Packages?

European Corporate Governance Institute – Finance Working Paper 697/2020
Number of pages: 63 Posted: 13 Aug 2018 Last Revised: 13 Jan 2022
Boston University - Questrom School of Business, Boston College, Carroll School of Management, Boston College - Department of Accounting and Kennesaw State University
Downloads 316 (124,225)
Citation 3

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CEO pay, risk premium, incentive pay, contract theory, Incentive Lab, ARCH

Are CEOS Paid Extra for Riskier Pay Packages?

Number of pages: 64 Posted: 12 Sep 2020 Last Revised: 15 Sep 2020
Boston University - Questrom School of Business, Boston College, Carroll School of Management, Boston College - Department of Accounting and Kennesaw State University
Downloads 1 (848,733)
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International Equity Flows and Returns: A Quantitative Equilibrium Approach

European Central Bank (ECB) Research Paper Series, Forthcoming
Number of pages: 52 Posted: 18 May 2004
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 257 (154,277)

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Asymmetric information, heterogenous investors, asset pricing, international equity flows, international equity returns.

International Equity Flows and Returns: A Quantitative Equilibrium Approach

Review of Economic Studies Vol. 74, 2007
Number of pages: 42 Posted: 30 Dec 2014
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 38 (559,761)

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Asymmetric information, heterogeneous investors, asset pricing, international equity flows, international equity returns

International Equity Flows and Returns: A Quantitative Equilibrium Approach

Number of pages: 55 Posted: 18 Aug 2005
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 16 (711,668)
Citation 2
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Asymmetric information, heterogenous investors, asset pricing, international equity flows, international equity returns

28.
Downloads 285 (139,390)
Citation 11

Long-Run Bulls and Bears

Journal of Monetary Economics, 76, S21-S36, 2015.
Number of pages: 38 Posted: 30 Dec 2014 Last Revised: 10 Feb 2017
Downloads 257 (154,277)

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Stock market returns

Long-Run Bulls and Bears

NBER Working Paper No. w20858
Number of pages: 39 Posted: 20 Jan 2015 Last Revised: 30 Dec 2021
Downloads 27 (626,945)

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Long-Run Bulls and Bears

Number of pages: 39 Posted: 23 Jan 2015
Downloads 1 (848,733)
Citation 5
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stock market returns

29.

The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence

Economics Letters, Vol. 99, 2008
Number of pages: 8 Posted: 31 Aug 1998 Last Revised: 28 Dec 2014
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 275 (144,650)
Citation 4

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Forward premium puzzle, imperfect information, Kalman filter, fixed effects, conditional heteroskedasticity

Marketwide Private Information in Stocks: Forecasting Currency Returns

Journal of Finance, Vol. 63, 2008
Number of pages: 67 Posted: 01 Mar 2006 Last Revised: 28 Dec 2014
Rui A. Albuquerque, Eva de Francisco and Luis Brandao-Marques
Boston College, Carroll School of Management, Congressional Budget Office (CBO) - Macroeconomic Analysis Division and International Monetary Fund - Monetary and Capital Markets Department
Downloads 204 (192,924)

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Marketwide private information, firm-specific private information, order flow, principal components, currency returns, equity returns

Marketwide Private Information in Stocks: Forecasting Currency Returns

Number of pages: 49 Posted: 05 Jul 2006
Rui A. Albuquerque, Eva de Francisco and Luis Brandao-Marques
Boston College, Carroll School of Management, Congressional Budget Office (CBO) - Macroeconomic Analysis Division and International Monetary Fund - Monetary and Capital Markets Department
Downloads 15 (719,838)
Citation 1
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Marketwide private information, firm-specific private information, order flow, principal components, currency returns, equity returns

Mutual Fund Loyalty and ESG Stock Resilience during the COVID-19 Stock Market Crash

European Corporate Governance Institute – Finance Working Paper No. 782/2021
Number of pages: 64 Posted: 23 Aug 2021 Last Revised: 07 Sep 2021
Rui A. Albuquerque, Yrjo Koskinen and Raffaele Santioni
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary and Bank of Italy
Downloads 187 (208,739)

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Environmental and social responsibility, institutional investors, fund flows, trading horizon, COVID-19, stock market crash, investor loyalty

Mutual Fund Loyalty and ESG Stock Resilience During the COVID-19 Stock Market Crash

Number of pages: 61 Posted: 27 Sep 2021
Rui A. Albuquerque, Yrjo Koskinen and Raffaele Santioni
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary and Bank of Italy
Downloads 0
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COVID-19, Environmental and social responsibility, Fund flows, institutional investors, investor loyalty, Stock Market Crash, trading horizon

Strategic Leadership in Corporate Social Responsibility

European Corporate Governance Institute – Finance Working Paper No. 788/2021
Number of pages: 33 Posted: 24 Sep 2021 Last Revised: 27 Sep 2021
Rui A. Albuquerque and Luis M. B. Cabral
Boston College, Carroll School of Management and New York University (NYU) - Leonard N. Stern School of Business - Department of Economics
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Commitment, leadership, corporate social responsibility, stockholder model, stakeholder model, externalities, mission statement, clean-energy technology, supply chain, wage setting

Strategic Leadership in Corporate Social Responsibility

Number of pages: 30 Posted: 22 Sep 2021 Last Revised: 09 Nov 2021
Rui A. Albuquerque and Luis M. B. Cabral
Boston College, Carroll School of Management and New York University (NYU) - Leonard N. Stern School of Business - Department of Economics
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clean-energy technology, commitment, Corporate social responsibility, Externalities, leadership, mission statement, stakeholder model, stockholder model, Supply Chain, Wage setting

Global Private Information in International Equity Markets

Journal of Financial Economics (JFE), Vol. 94, 2009
Number of pages: 61 Posted: 08 Aug 2006 Last Revised: 28 Dec 2014
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 137 (271,676)
Citation 9

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Private information, global private information, asymmetric information, portfolio choice, international equity flows and returns, home bias, return chasing

Global Private Information in International Equity Markets

Number of pages: 56 Posted: 23 Oct 2006
Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
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Citation 4
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Private information, global private information, asymmetric information, portfolio choice, international equity flows and returns, home bias, return chasing

Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity

Number of pages: 53 Posted: 17 Nov 2009 Last Revised: 30 Mar 2011
Rui A. Albuquerque
Boston College, Carroll School of Management
Downloads 71 (420,605)
Citation 1

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Skewness, investor heterogeneity, period cash payouts, turnover

Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity

Number of pages: 49 Posted: 11 Jan 2010
Rui A. Albuquerque
Boston College, Carroll School of Management
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investor heterogeneity, periodic cash payouts, Skewness, turnover

35.

Blockholder Illiquidity, Marketability Discounts, and Stock Price Discounts

Number of pages: 40 Posted: 06 Aug 2009
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and EDHEC Business School
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Market Timing, Farmer Expectations, and Liquidity Constraints

Number of pages: 51 Posted: 08 Jun 2021 Last Revised: 23 Nov 2021
Boston College, Carroll School of Management, Eduardo Mondlane University (UEM), International Monetary Fund - Monetary and Capital Markets Department, Eduardo Mondlane University (UEM), Cooperative League of the United States of America and Eduardo Mondlane University (UEM)
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Liquidity constraints, household expectations, market timing, storage, price risk, developing economies

Market Timing, Farmer Expectations, and Liquidity Constraints

Number of pages: 51 Posted: 14 Jul 2021
Boston College, Carroll School of Management, International Monetary Fund - Monetary and Capital Markets Department, Eduardo Modelane University, Cooperative League of the United States of America, The International Center for Water Economics and Governance in Africa (IWEGA) and Eduardo Mondlane University (UEM)
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37.
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Citation 8

On the Dynamics of Trade Reform

NBER Working Paper No. w6700
Number of pages: 44 Posted: 03 Sep 1998 Last Revised: 24 Oct 2021
Rui A. Albuquerque and Sergio T. Rebelo
Boston College, Carroll School of Management and Northwestern University - Kellogg School of Management
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On the Dynamics of Trade Reform

Journal of International Economics, Vol. 51, 2000
Number of pages: 28 Posted: 30 Dec 2014
Rui A. Albuquerque and Sergio T. Rebelo
Boston College, Carroll School of Management and Northwestern University - Kellogg School of Management
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38.

Comment on: 'Optimal Taxation in the Presence of Bailouts'

Journal of Monetary Economics, Vol. 57, 2010
Number of pages: 8 Posted: 07 Jan 2015
Rui A. Albuquerque
Boston College, Carroll School of Management
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bailouts, taxes, labor income

39.

Asymmetric Information in the Stock Market: Economic News and Co-Movement

Number of pages: 74 Posted: 29 Jun 2006
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management
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Private information, public news announcements, information spillovers, international equity returns, contagion

40.

Love in the Time of COVID-19: The Resiliency of Environmental and Social Stocks

Number of pages: 32 Posted: 08 May 2020
Rui A. Albuquerque, Yrjo Koskinen, Shuai Yang and Chendi Zhang
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary, University of Calgary - Haskayne School of Business and University of Exeter Business School
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Citation 3
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COVID-19, Customer loyalty, ESG, market crash, Stock returns, trading volume, volatility

41.

Determinants of the Block Premium and of Private Benefits of Control

Number of pages: 69 Posted: 12 Jun 2008
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and EDHEC Business School
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Block pricing, block trades, control transactions, mandatory bid rule, market rule, private benefits of control, structural estimation