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Rui Albuquerque
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Year
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
R Albuquerque, Y Koskinen, C Zhang
Management Science 65 (10), 4451-4469, 2019
17462019
Resiliency of environmental and social stocks: An analysis of the exogenous COVID-19 market crash
R Albuquerque, Y Koskinen, S Yang, C Zhang
The Review of Corporate Finance Studies 9 (3), 593-621, 2020
1078*2020
Optimal lending contracts and firm dynamics
R Albuquerque, HA Hopenhayn
The Review of Economic Studies 71 (2), 285-315, 2004
818*2004
The composition of international capital flows: risk sharing through foreign direct investment
R Albuquerque
Journal of International Economics 61 (2), 353-383, 2003
5622003
Agency Conflicts, Investment, and Asset Pricing
R Albuquerque, N Wang
JOURNAL OF FINANCE 70 (5), 1-40, 2015
417*2015
World market integration through the lens of foreign direct investors
R Albuquerque, N Loayza, L Servén
Journal of International Economics 66 (2), 267-295, 2005
2622005
Global private information in international equity markets
R Albuquerque, GH Bauer, M Schneider
Journal of Financial Economics 94 (1), 18-46, 2009
242*2009
Skewness in stock returns: Reconciling the evidence on firm versus aggregate returns
R Albuquerque
The Review of Financial Studies 25 (5), 1630-1673, 2012
2172012
Valuation risk and asset pricing
R Albuquerque, M Eichenbaum, VX Luo, S Rebelo
The Journal of Finance 71 (6), 2861-2904, 2016
2102016
Quantifying private benefits of control from a structural model of block trades
R Albuquerque, E Schroth
Journal of Financial Economics 96 (1), 33-55, 2010
153*2010
International equity flows and returns: a quantitative equilibrium approach
R Albuquerque, GH Bauer, M Schneider
The Review of Economic Studies 74 (1), 1-30, 2007
140*2007
Economic news and international stock market co-movement
R Albuquerque, C Vega
Review of Finance 13 (3), 401-465, 2009
1312009
The price effects of liquidity shocks: A study of the SEC’s tick size experiment
R Albuquerque, S Song, C Yao
Journal of Financial Economics 138 (3), 700-724, 2020
1152020
International corporate governance spillovers: Evidence from cross-border mergers and acquisitions
R Albuquerque, LB Marques, MA Ferreira, P Matos
Review of Financial Studies 32, 738–770, 2019
1152019
Trade credit and cross-country predictable firm returns
R Albuquerque, T Ramadorai, SW Watugala
Journal of Financial Economics 115 (3), 592-613, 2015
79*2015
Marketwide private information in stocks: Forecasting currency returns
R Albuquerque, E De Francisco, LB Marques
The Journal of Finance 63 (5), 2297-2343, 2008
732008
Advance information and asset prices
R Albuquerque, J Miao
Journal of Economic Theory 149, 236-275, 2014
682014
Incentive pay and systemic risk
R Albuquerque, L Cabral, J Guedes
The Review of Financial Studies 32 (11), 4304-4342, 2019
53*2019
Optimal currency hedging
R Albuquerque
Global Finance Journal 18 (1), 16-33, 2007
502007
Long-run bulls and bears
R Albuquerque, M Eichenbaum, D Papanikolaou, S Rebelo
Journal of Monetary Economics 76, S21-S36, 2015
452015
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Articles 1–20