Publications by K. Geert Rouwenhorst

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N
New evidence on the first financial bubble
R. G. Frehen, W. N. Goetzmann and Geert Rouwenhorst
Journal of Financial Economics
2012
C
Commodity Futures: A Japanese Perspective
G. Gorton, F. Hayashi and G. Rouwenhorst
Gendai Fainansu
2006
Commodity Investing
G. Rouwenhorst and K. Tang
Annual Review of Financial Economics
2012
D
Day trading international mutual funds: Evidence and policy solutions
W. N. Goetzmann, Z. Ivkovic and G. Rouwenhorst
Journal of Financial and Quantitative Analysis
2001
Does industrial structure explain the benefits of international diversification?
S. Heston and G. Rouwenhorst
Journal of Financial Economics
1994
Dutch Securities for American Land Speculation in the Late-Eighteenth Century
R. Frehen, G. Rouwenhorst and W. N. Goetzmann
University of Chicago Press
Housing and Mortgage Markets in Historical Perspective
2012
E
European equity markets and the EMU
G. Rouwenhorst
Financial Analysts Journal
1999
F
Facts and fantasies about commodity futures
G. Gorton and G. Rouwenhorst
Financial Analysts Journal
2004
I
Industry and country effects in international stock returns
S. L. Heston and G. Rouwenhorst
The Journal of Portfolio Management
1995
International momentum strategies
G. Rouwenhorst
The Journal of Finance
1998
International term structures and real economic growth
C. I. Plosser and Geert Rouwenhorst
Journal of Monetary Economics
1994
L
Local return factors and turnover in emerging stock markets
G. Rouwenhorst
The Journal of Finance
1999
Long-term global market correlations
W. N. Goetzmann, L. Li and G. Rouwenhorst
Journal of Business
2005
P
Pairs trading: Performance of a relative-value arbitrage rule
E. Gatev, W. N. Goetzmann and G. Rouwenhorst
Review of Financial Studies
2006
S
Solving the stochastic growth model by a discrete-state-space, Euler-equation approach
M. Baxter, M. J. Crucini and G. Rouwenhorst
Journal of Business & Economic Statistics
1990
T
The fundamentals of commodity futures returns
G. B. Gorton, F. Hayashi and G. Rouwenhorst
Review of Finance
2013
The History of Financial Innovation
G. Rouwenhorst & W. Goetzmann
Carbon Finance, Environmental Market Solutions to Climate Change
2008
The origins of mutual funds
G. Rouwenhorst
Origins of Value: The financial innovations that created modern capital markets
2004
The Role of Beta and Size in the Cross-Section of European Stock Returns
S. L. Heston, G. Rouwenhorst and R. E. Wessels
European Financial Management
1999
The structure of international stock returns and the integration of capital markets
S. L. Heston, G. Rouwenhorst and R. E. Wessels
Journal of Empirical Finance
1995

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