Kenneth A. Froot

13 catalog papers. Name-matched publications do not establish a verified researcher identity.

Harvard Business School and NBER

Publications

• Institutional Portfolio Flows and International Investments — The Review of Financial Studies 2008
• Currency Returns, Intrinsic Value, and Institutional-Investor Flows — The Journal of Finance 2005
• The portfolio flows of international investors — Journal of Financial Economics 2001
• The market for catastrophe risk: a clinical examination — Journal of Financial Economics 2001
• How are stock prices affected by the location of trade? — Journal of Financial Economics 1999
• Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach — Journal of Financial Economics 1998
• Risk Management: Coordinating Corporate Investment and Financing Policies — The Journal of Finance 1993
• Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation — The Journal of Finance 1992
• Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach — The Quarterly Journal of Economics 1991
• Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data — Journal of Financial and Quantitative Analysis 1989
• New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates — The Journal of Finance 1989
• Forward Discount Bias: Is it an Exchange Risk Premium? — The Quarterly Journal of Economics 1989
• LDC Debt: Forgiveness, Indexation, and Investment Incentives — The Journal of Finance 1989