Publications by K. Geert Rouwenhorst

2013
The fundamentals of commodity futures returns
G. B. Gorton, F. Hayashi and G. Rouwenhorst
Review of Finance
Type: Article
2013
The Great Mirror of Folly: Finance, Culture, and the Great Crash of 1720
W.N. Goetzmann, C Labio, K.G. Rouwenhorst and T. Young
Type: Book
2013
Long-term commodity prices and inflation
G. Rouwenhorst
Type: Working Paper
2013
2012
Commodity Investing
G. Rouwenhorst and K. Tang
Annual Review of Financial Economics
Type: Article
2012
Dutch Securities for American Land Speculation in the Late-Eighteenth Century
R. Frehen, G. Rouwenhorst and W. N. Goetzmann
Housing and Mortgage Markets in Historical Perspective
Type: Article
2012
New evidence on the first financial bubble
R. G. Frehen, W. N. Goetzmann and Geert Rouwenhorst
Journal of Financial Economics
Type: Article
2012
2011
Financial Innovation in Late-Eighteenth Centruy Netherlands: The case of Americna Land securities
G. Rouwenhorst, W. Goetzmann, and R. Frehen
Type: Working Paper
2011
2010
Finance in the Great Mirror of Folly
G. Rouwenhorst, W. Goetzmann, and R. Frehen
Type: Working Paper
2010
2008
Fooling some of the people all of the time: the inefficient performance and persistence of Commodity Trading Advisors
G. Rouwenhorst, G. Bhardwaj, and G. Gorton
Type: Working Paper
2008
The History of Financial Innovation
G. Rouwenhorst & W. Goetzmann
Carbon Finance, Environmental Market Solutions to Climate Change
Type: Article
2008
2006
Commodity Futures: A Japanese Perspective
G. Gorton, F. Hayashi and G. Rouwenhorst
Gendai Fainansu
Type: Article
2006
Pairs trading: Performance of a relative-value arbitrage rule
E. Gatev, W. N. Goetzmann and G. Rouwenhorst
Review of Financial Studies
Type: Article
2006
2005
Long-term global market correlations
W. N. Goetzmann, L. Li and G. Rouwenhorst
Journal of Business
Type: Article
2005
A Note on Erb and Harvey
G. Rouwenhorst and G. Gorton
Type: Working Paper
2005
The Origins of Value: The Financial Innovations That Created Modern Capital Markets
W. N. Goetzmann and K.G. Rouwenhorst
Type: Book
2005
2004
Facts and fantasies about commodity futures
G. Gorton and G. Rouwenhorst
Financial Analysts Journal
Type: Article
2004
The origins of mutual funds
G. Rouwenhorst
Origins of Value: The financial innovations that created modern capital markets
Type: Article
2004
2001
Day trading international mutual funds: Evidence and policy solutions
W. N. Goetzmann, Z. Ivkovic and G. Rouwenhorst
Journal of Financial and Quantitative Analysis
Type: Article
2001
1999
European equity markets and the EMU
G. Rouwenhorst
Financial Analysts Journal
Type: Article
1999
Global real estate markets: cycles and fundamentals
G. Rouwenhorst, B. Case, and W. N. Goetzmann
Type: Working Paper
1999
Local return factors and turnover in emerging stock markets
G. Rouwenhorst
The Journal of Finance
Type: Article
1999
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
Type: Article
1999
1998
International momentum strategies
G. Rouwenhorst
The Journal of Finance
Type: Article
1998
1995
Industry and country effects in international stock returns
S. L. Heston and G. Rouwenhorst
The Journal of Portfolio Management
Type: Article
1995
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
Type: Article
1995
1994
Does industrial structure explain the benefits of international diversification?
S. Heston and G. Rouwenhorst
Journal of Financial Economics
Type: Article
1994
International term structures and real economic growth
C. I. Plosser and Geert Rouwenhorst
Journal of Monetary Economics
Type: Article
1994
1991
Time to build and aggregate fluctuations: A reconsideration
G. Rouwenhorst
Journal of Monetary Economics
Type: Article
1991
1990
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
Type: Article
1990