Many of my papers are available from SSRN

International Finance and Investments:

Does Industrial Structure Explain the Benefits of International Diversification?

Industry and Country Effects in International Stock Return.

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

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

International Momentum Strategies

Local Return Factors and Turnover in Emerging Stock Markets

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

Long-Term Global Market Correlations

Global Real Estate Markets: Cycles And Fundamentals

Day Trading International Mutual Funds: Evidence And Policy Solutions

Pairs Trading: Performance of a Relative Value Arbitrage Rule

The Origins of Mutual Funds

The History of Financial Innovation

Commodities:

Facts and Fantasies about Commodity Futures

The Fundamentals of Commodity Futures Returns

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

A Note on Erb and Harvey (2005)

Commodity Futures: A Japanese Perspective
(link to english version)
(Link to japanese version)

Macroeconomics:

Asset Pricing Implications of Real Business Cycle Models

International Term Structures and Real Economic Growth

Time to Build and Aggregate Fluctuations