K. Rouwenhorst
1998–2005
A researcher in the Science corpus: 3 papers; trusts 0 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Who trusts K. Rouwenhorst overall
Papers from K. Rouwenhorst's perspective
Ordered by how strongly the researchers K. Rouwenhorst trusts endorse each paper. Same corpus, a different order for every researcher.
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- The Dilution Impact of Daily Fund Flows on Open-end Mutual Funds
- Momentum, Business Cycle and Time Varying Expected Returns
- The Behavior of Stock-Market Prices
- The Reversal of Abnormal Accruals and the Market Valuation of Earnings Surprises
- The Incremental Information Content of Tone Change in Management Discussion and Analysis
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- Momentum has its moments
- Differential Market Reactions to Revenue and Expense Surprises
- Internet Appendix for "When is a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks" *
Their papers
- Day Trading International Mutual Funds: Evidence and Policy Solutions (2001) — 158 citations
- The Origins of Value: The Financial Innovations that Created Modern Capital Markets (2005) — 166 citations
- Pairs Trading: Performance of a Relative Value Arbitrage Rule (1998)