K. Geert Rouwenhorst

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5003-6031

Publications

• A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets — The Journal of Finance 2020
• Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors — The Review of Financial Studies 2014
• The Fundamentals of Commodity Futures Returns — Review of Finance 2013
• Pairs Trading: Performance of a Relative-Value Arbitrage Rule — The Review of Financial Studies 2006
• Day Trading International Mutual Funds: Evidence and Policy Solutions — Journal of Financial and Quantitative Analysis 2001
• Local Return Factors and Turnover in Emerging Stock Markets — The Journal of Finance 1999
• International Momentum Strategies — The Journal of Finance 1998
• Does industrial structure explain the benefits of international diversification? — Journal of Financial Economics 1994