Kenneth Froot - Publications

Affiliations: 
Harvard University, Cambridge, MA, United States 
Area:
Finance, Commerce-Business Economics

17 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2014 Froot KA, Bhargava R, Cuipa ES, Arabadjis JS. Multi-asset sentiment and institutional investor behavior: A cross-asset perspective Journal of Portfolio Management. 40: 144-156. DOI: 10.3905/Jpm.2014.40.4.144  0.477
2011 Froot K, Arabadjis J, Cates S, Lawrence S. Evidence on dynamic loss aversion from currency portfolios Journal of Portfolio Management. 38: 60-68. DOI: 10.3905/Jpm.2011.38.1.060  0.33
2008 Froot KA. The intermediation of financial risks: Evolution in the catastrophe reinsurance market Risk Management and Insurance Review. 11: 281-294. DOI: 10.1111/j.1540-6296.2008.00141.x  0.365
2008 Froot KA, Ramadorai T. Institutional portfolio flows and international investments Review of Financial Studies. 21: 937-971. DOI: 10.1093/Rfs/Hhm091  0.674
2008 Froot K, Teo M. Style investing and institutional investors Journal of Financial and Quantitative Analysis. 43: 883-906. DOI: 10.1017/S0022109000014381  0.395
2007 Froot KA. Risk management, capital budgeting, and capital structure policy for insurers and reinsurers Journal of Risk and Insurance. 74: 273-299. DOI: 10.1111/j.1539-6975.2007.00213.x  0.355
2005 Froot KA, Ramadorai T. Currency returns, intrinsic value, and institutional-investor flows Journal of Finance. 60: 1535-1566. DOI: 10.1111/J.1540-6261.2005.00769.X  0.572
2005 Froot KA, Dabora EM. How are stock prices affected by the location of trade? Advances in Behavioral Finance. 2: 102-129.  0.435
2004 Froot KA, Donohue JT. Decomposing the persistence of international equity flows Finance Research Letters. 1: 154-170. DOI: 10.1016/j.frl.2004.06.002  0.574
2002 Froot KA, Tjornhom Donohue J. The persistence of emerging market equity flows Emerging Markets Review. 3: 338-364. DOI: 10.1016/S1566-0141(02)00041-9  0.512
2001 Froot KA. The market for catastrophe risk: A clinical examination Journal of Financial Economics. 60: 529-271. DOI: 10.1016/S0304-405X(01)00052-6  0.402
1995 Froot KA, Rogoff K. Chapter 32 Perspectives on PPP and long-run real exchange rates Handbook of International Economics. 3: 1647-1688. DOI: 10.1016/S1573-4404(05)80012-7  0.319
1995 Engel C, Frankel JA, Froot KA, Rodrigues AP. Tests of conditional mean-variance efficiency of the U.S. stock market Journal of Empirical Finance. 2: 3-18. DOI: 10.1016/0927-5398(94)00008-5  0.303
1995 Froot KA, Perold AF. New trading practices and short‐run market efficiency Journal of Futures Markets. 15: 731-765. DOI: 10.1002/fut.3990150702  0.347
1993 Engel CM, Frankel JA, Froot K, Rodrigues AP. The Constrained Asset Share Estimation (Case) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market National Bureau of Economic Research. DOI: 10.3386/W4294  0.393
1991 Claessens S, Diwan I, Froot KA, Krugman PR. Market-based debt reduction for developing countries: principles and prospects World Bank Policy & Research Series. 16.  0.375
1990 Frankel JA, Froot K. Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market National Bureau of Economic Research. DOI: 10.3386/W3470  0.48
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