Ronald Balvers

Dr. Ronald Balvers

Professor / Chair, Finance & Business Economics / Michael Lee-Chin & Family Chair in Investment & Portfolio Management

Finance & Business Economics

CONTACT INFORMATION

BIO

Finance and Business Economics, DeGroote School of Business, McMaster University Michael Lee-Chin & Family Chair in Investment and Portfolio Management, Area of expertise is Asset Pricing and Financial Markets, Investments.

JOURNAL PUBLICATIONS

July 2022

Seasonality And Momentum Across National Equity Markets

JOURNAL : THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

CONTRIBUTORS: Jian Song, Ronald Balvers
December 2021

Determinants And Predictability Of Commodity Producer Returns

JOURNAL : JOURNAL OF BANKING & FINANCE

CONTRIBUTORS: Qiao Wang, Ronald Balvers
March 2021

Designing A Global Digital Currency

JOURNAL : JOURNAL OF INTERNATIONAL MONEY AND FINANCE

CONTRIBUTORS: Ronald Balvers, Bill Mcdonald
June 2018

Distinguishing Factors And Characteristics With Characteristic-mimicking Portfolios

CONTRIBUTORS: Ronald Balvers, H arthur Luo
October 2017

Profitability, Value, And Stock Returns In Production?based Asset Pricing Without Frictions

JOURNAL : JOURNAL OF MONEY CREDIT AND BANKING

CONTRIBUTORS: Ronald Balvers, Li Gu, Dayong Huang
February 2017

Social Screens And Systematic Investor Boycott Risk

JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

CONTRIBUTORS: H arthur Luo, Ronald Balvers
February 2017

Social Screens And Systematic Investor Boycott Risk

JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

CONTRIBUTORS: Ronald Balvers
March 2014

Currency Risk Premia And Uncovered Interest Parity In The International Capm

JOURNAL : JOURNAL OF INTERNATIONAL MONEY AND FINANCE

CONTRIBUTORS: Ronald Balvers, Alina f Klein
December 2012

Transitory Market States And The Joint Occurrence Of Momentum And Mean Reversion

JOURNAL : THE JOURNAL OF FINANCIAL RESEARCH

CONTRIBUTORS: Ronald Balvers, Ou Hu, Dayong Huang
September 2009

Evaluation Of Linear Asset Pricing Models By Implied Portfolio Performance

JOURNAL : JOURNAL OF BANKING AND FINANCE

CONTRIBUTORS: Ronald Balvers, Dayong Huang
April 2009

Money And The C-capm

JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

CONTRIBUTORS: Ronald Balvers, Dayong Huang
April 2009

Money And The C-capm

JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

CONTRIBUTORS: Ronald Balvers, Dayong Huang
November 2007

Productivity-based Asset Pricing: Theory And Evidence

JOURNAL : JOURNAL OF FINANCIAL ECONOMICS

CONTRIBUTORS: Ronald Balvers, Dayong Huang
November 2007

Productivity-based Asset Pricing: Theory And Evidence

CONTRIBUTORS: Ronald Balvers, Dayong Huang
January 2007

Reducing The Dimensionality Of Linear Quadratic Control Problems

JOURNAL : JOURNAL OF ECONOMIC DYNAMICS AND CONTROL

CONTRIBUTORS: Ronald Balvers, Douglas w Mitchell
January 2006

Momentum And Mean Reversion Across National Equity Markets

JOURNAL : JOURNAL OF EMPIRICAL FINANCE

CONTRIBUTORS: Ronald Balvers, Yangru Wu
October 2004

Time Preference And Life Cycle Consumption With Endogenous Survival

JOURNAL : ECONOMIC INQUIRY

CONTRIBUTORS: Arnab k Acharya, Ronald Balvers
October 2002

Government Expenditure And Equilibrium Real Exchange Rates

JOURNAL : JOURNAL OF INTERNATIONAL MONEY AND FINANCE

CONTRIBUTORS: Ronald Balvers, Jeffrey h Bergstrand
April 2002

Government Expenditures And Equilibrium Real Exchange Rates

JOURNAL : WORKING PAPER OF THE HELEN KELLOGG INSTITUTE FOR INTERNATIONAL STUDIES

CONTRIBUTORS: Ronald Balvers, Jh Bergstrand
November 2000

Global Financial Markets

JOURNAL : CFA DIGEST

CONTRIBUTORS: Ronald Balvers, Yangru Wu, Erik Gilliland, Roger Ignatius
July 2000

Exchange Rate Shocks And The Speed Of Trade Price Adjustment

JOURNAL : SOUTHERN ECONOMIC JOURNAL

CONTRIBUTORS: Jimmy Ran, Ronald Balvers
July 2000

Exchange Rate Shocks And The Speed Of Trade Price Adjustment

JOURNAL : SOUTHERN ECONOMIC JOURNAL

CONTRIBUTORS: Jimmy Ran, Ronald Balvers
January 2000

Efficient Gradualism In Intertemporal Portfolios

JOURNAL : JOURNAL OF ECONOMIC DYNAMICS AND CONTROL

CONTRIBUTORS: Ronald Balvers, Douglas w Mitchell
November 1997

Autocorrelated Returns And Optimal Intertemporal Portfolio Choice

JOURNAL : MANAGEMENT SCIENCE

CONTRIBUTORS: Ronald Balvers, Douglas w Mitchell
June 1997

Equilibrium Real Exchange Rates: Closed-form Theoretical Solutions And Some Empirical Evidence

JOURNAL : JOURNAL OF INTERNATIONAL MONEY AND FINANCE

CONTRIBUTORS: Ronald Balvers, Jeffrey h Bergstrand
August 1996

Location In The Hotelling Duopoly Model With Demand Uncertainty

JOURNAL : EUROPEAN ECONOMIC REVIEW

CONTRIBUTORS: Ronald Balvers, Lázló Szerb
October 1994

Inflation Variability And Gradualist Monetary Policy

JOURNAL : THE REVIEW OF ECONOMIC STUDIES

CONTRIBUTORS: Ronald Balvers, Thomas f Cosimano
September 1993

Periodic Learning About A Hidden State Variable

JOURNAL : JOURNAL OF ECONOMIC DYNAMICS AND CONTROL

CONTRIBUTORS: Ronald Balvers, Thomas f Cosimano
June 1993

The Underpricing Of Initial Public Offerings: A Theoretical And Empirical Reconsideration Of The Adverse Selection Hypothesis

JOURNAL : REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING

CONTRIBUTORS: Ronald Balvers, John Affleck-graves, Robert e Miller, Kevin Scanlon
December 1992

Profits Under Conditions Of Uncertainty*

JOURNAL : AUSTRALIAN ECONOMIC PAPERS

CONTRIBUTORS: Ronald Balvers, Norman c Miller
September 1990

Predicting Stock Returns In An Efficient Market

JOURNAL : THE JOURNAL OF FINANCE

CONTRIBUTORS: Ronald Balvers, Thomas f Cosimano, Bill Mcdonald
September 1990

Predicting Stock Returns In An Efficient Market

JOURNAL : THE JOURNAL OF FINANCE

CONTRIBUTORS: Ronald Balvers, Thomas f Cosimano, Bill Mcdonald
September 1990

Actively Learning About Demand And The Dynamics Of Price Adjustment

JOURNAL : THE ECONOMIC JOURNAL

CONTRIBUTORS: Ronald Balvers, Thomas f Cosimano
August 1990

Variability And The Duration Of Search

JOURNAL : INTERNATIONAL ECONOMIC REVIEW

CONTRIBUTORS: Ronald Balvers
October 1988

Underpricing Of New Issues And The Choice Of Auditor As A Signal Of Investment Banker Reputation

JOURNAL : ACCOUNTING REVIEW

CONTRIBUTORS: Ronald Balvers, B Mcdonald, Re Miller

OTHER PUBLICATIONS

November 2020

Productivity Gaps And Global Systematic Risk Exposure: Pricing Country-industry Portfolios

CONTRIBUTORS: Punit Anand, Ronald Balvers, Lee-chin family institute for strategic business studies Michael
December 2016

Asset Valuation

CONTRIBUTORS: Ronald Balvers, Lee-chin family institute for strategic business studies Michael
September 2016

Arbitrage Pricing Restrictions And The Predictability Of Stock Returns By Statistical Factor Analysis

CONTRIBUTORS: Ronald Balvers, Adam Stivers, Lee-chin family institute for strategic business studies Michael
2012

The Adverse Impact Of Gradual Temperature Change On Capital Investment

CONTRIBUTORS: Ronald Balvers, Ding Du, Xiaobing Zhao
2009

What Do Financial Markets Reveal About Global Warming?

CONTRIBUTORS: Ronald Balvers, Ding Du, Xiabing Zhao
2005

Linear Riccati Dynamics, Constant Feedback, And Controllability In Linear Quadratic Control Problems

CONTRIBUTORS: Ronald Balvers, Douglas Mitchell
2005

Evaluation Of Linear Asset Pricing Models By Implied Portfolio Performance

CONTRIBUTORS: Ronald Balvers, Dayong Huang
May 2002

Stock Market Integration, Return Forecastability And Implications For Market Efficiency: A Panel Study

CONTRIBUTORS: Ronald Balvers, Yangru Wu
April 2001

Reducing The Dimensionality Of Linear Quadratic Control Problems

CONTRIBUTORS: Ronald Balvers, Douglas w Mitchell

Beta Uncertainty And Anomaly

CONTRIBUTORS: Ronald Balvers, Yufeng Han, Ou Hu, Zhaodan Huang

Optimal Transaction Filters Under Transitory Trading Opportunities: Theory And Empirical Illustration

CONTRIBUTORS: Ronald Balvers, Yangru Wu