K. Geert Rouwenhorst

Papers

You are welcome to download these papers (in .pdf format). If you do not have a pdf-viewer, you can download one for free from Adobe

The Origins of Mutual Funds

Full Version (.pdf file)

Facts and Fantasies about Commodity Futures

Abstract

Full Version (.pdf file)

Long-Term Global Market Correlations

Abstract

Full Version (.pdf file)

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Abstract

Full Version (.pdf file)

Day Trading International Mutual Funds: Evidence And Policy Solutions

Abstract

Full Version (.pdf file)

Behavioral Factors in Mutual Fund Flows

Abstract

Full Version (.pdf file)

Global Real Estate Markets: Cycles and Fundamentals

Abstract

Full Version (.pdf file)

European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?

Abstract

Full Version (.pdf file)

Local Return Factors and Turnover in Emerging Stock Markets

Abstract

Full Version (.pdf file)

International Momentum Strategies

Abstract

The Role of Beta and Size in the Cross-section of European Stock Returns

Abstract

International Term Structures and Real Economic Growth

Abstract

Does Industrial Structure Explain the Benefits of International Diversification?

Abstract

The Structure of International Stock Returns and the Integration of Capital Markets

Abstract

Time to Build and Aggregate Fluctuations

Abstract

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