Kenneth Alan Froot
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Most Influential Person Now
Kenneth Alan Froot's AcademicInfluence.com Rankings
Kenneth Alan Frootbusiness Degrees
Business
#620
World Rank
#682
Historical Rank
Risk Management
#15
World Rank
#15
Historical Rank
Finance
#64
World Rank
#68
Historical Rank
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Business Economics
Kenneth Alan Froot's Degrees
- PhD Finance University of Chicago
Why Is Kenneth Alan Froot Influential?
(Suggest an Edit or Addition)Kenneth Alan Froot's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Risk Management: Coordinating Corporate Investment and Financing Policies (1992) (3083)
- Exchange Rates and Foreign Direct Investment: an Imperfect Capital Markets Approach (1989) (1410)
- Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation (1990) (1179)
- The Portfolio Flows of International Investors, I (1998) (939)
- Anomalies: Foreign Exchange (1990) (928)
- Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985) (914)
- Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach (1996) (781)
- Forward Discount Bias: Is it an Exchange Risk Premium? (1988) (732)
- Exchange Rate Pass-Through When Market Share Matters (1988) (705)
- Chartists, Fundamentalists, and Trading in the Foreign Exchange Market (1989) (603)
- Intrinsic Bubbles: the Case of Stock Prices (1989) (596)
- Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989) (585)
- How are Stock Prices Affected by the Location of Trade? (1998) (570)
- The Market for Catastrophe Risk: a Clinical Examination (1999) (501)
- New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (1987) (327)
- Chartists, Fundamentalists and the Demand for Dollars (1991) (311)
- A FRAMEWORK FOR RISK MANAGEMENT (1994) (297)
- Currency Returns, Intrinsic Value, and Institutional-Investor Flows (2005) (263)
- Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists (1987) (251)
- Exchange Rate Dynamics Under Stochastic Regime Shifts: a Unified Approach (1989) (244)
- Institutional Portfolio Flows and International Investments (2008) (238)
- The Global Financial System: A Functional Perspective (1995) (234)
- The EMS, the EMU, and the Transition to a Common Currency (1991) (230)
- Shareholder Trading Practices and Corporate Investment Horizons (1991) (224)
- The Financing of Catastrophe Risk (1999) (210)
- The Law of One Price Over 700 Years (1995) (204)
- Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers (2003) (198)
- On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (1997) (178)
- Chapter 32 Perspectives on PPP and long-run real exchange rates (1995) (178)
- The transition in Eastern Europe (1994) (141)
- Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief (1988) (138)
- Style Investing and Institutional Investors (2008) (135)
- The Information Content of International Portfolio Flows (2001) (134)
- Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market (1990) (132)
- Short-Term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data (1987) (131)
- International Experiences with Securities Transaction Taxes (1993) (125)
- Hedging Portfolios with Real Assets (1995) (110)
- Ldc Debt: Forgiveness, Indexation, and Investment Incentives (1988) (105)
- On the Consistency of Short-Run and Long-Run Exchange Rate Expectations (1988) (104)
- Stochastic Process Switching: Some Simple Solutions (1989) (96)
- The Pricing of U.S. Catastrophe Reinsurance (1997) (95)
- New Trading Practices and Short-Run Market Efficiency (1990) (87)
- Short Rates and Expected Asset Returns (1990) (87)
- Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists (1986) (78)
- Exchange rates and foreign direct investment (1989) (76)
- Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals (2002) (75)
- The Dollar as Speculative Bubble: a Tale of Fundamentalists and Chartists (1986) (64)
- Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals (1994) (62)
- Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations (1986) (60)
- The Limited Financing of Catastrophe Risk: An Overview (1997) (59)
- Foreign direct investment (1993) (59)
- The Pricing of US Catastrophe Reinsurance (1999) (57)
- The Evolving Market for Catastrophic Event Risk (1999) (56)
- Japanese Foreign Direct Investment (1991) (54)
- The Dollar as an Irrational Speculative Bubble: A Tale of Fundamentalists and Chartists (1986) (43)
- The Transition in Eastern Europe, Volume 1 (1994) (43)
- The Emerging Asset Class: Insurance Risk (1995) (38)
- The Pricing of Event Risks with Parameter Uncertainty (2001) (37)
- The Risk Tolerance of International Investors (2003) (36)
- What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns? (2016) (36)
- Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization (1987) (35)
- The portfolio #ows of international investors q (2001) (35)
- A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS (1998) (34)
- The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market (2008) (32)
- Equity Style Returns and Institutional Investor Flows (2004) (31)
- Government Consumption and the Real Exchange Rate: The Empirical Evidence (1992) (31)
- The Transition in Eastern Europe, Volume 2: Restructuring (1994) (26)
- Tests of conditional mean-variance efficiency of the U.S. stock market (1995) (26)
- Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data (1990) (18)
- Investing in China (1994) (17)
- The Dollar as an Irrational Speculative Bubble: a Tale of Fundamentalisists (1986) (17)
- Securities Transaction Taxes: What about International Experiences Migrating Markets? (1994) (16)
- Foreign Direct Investment in Eastern Europe: Some Economic Considerations (1994) (15)
- The Transition in Eastern Europe, Volume 1, Country Studies (1994) (14)
- Cross-Border Valuation (1995) (14)
- What Direction for Labor Market Institutions in Eastern and Central Europe? (1994) (13)
- Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets (1987) (12)
- Evidence on Dynamic Loss Aversion from Currency Portfolios (2011) (11)
- The Constrained Asset Share Estimation (Case) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market (1993) (11)
- American International Group, Inc. (1999) (11)
- Strategic trade policies in a Tripolar world (1991) (11)
- Introduction to "The Financing of Catastrophe Risk" (1999) (10)
- Global Equity Markets: The Case of Royal Dutch and Shell TN (1996) (7)
- Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia (1993) (7)
- Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt (1987) (6)
- Intel corporation, 1992 (2002) (6)
- Market-based debt reduction for developing countries (1990) (6)
- USAA: Catastrophe Risk Financing (1997) (5)
- Mid Ocean Limited: Trading Catastrophe Index Options (1997) (5)
- Multinational Corporations, Exchange Rates, and Direct Investment (1990) (5)
- Introduction to "Foreign Direct Investment" (1993) (4)
- Competition Links and Stock Returns (2019) (4)
- Introduction to "The Transition in Eastern Europe, Volume 1" (1994) (4)
- Losing Interest: Interest Allocation Rules and the Cost of Debt Finance (1994) (3)
- Bank capital and risk management: operational risks in context (2001) (3)
- Short-Term and Long-Term Expectations of the Yen (1986) (3)
- Multi-Asset Sentiment and InstitutionalInvestor Behavior: A Cross-Asset Perspective (2014) (3)
- Capital and Value of Risk Transfer (2004) (3)
- Private information and corporate earnings : Evidence from big data (2015) (2)
- Front matter to "The Financing of Catastrophe Risk" (1999) (2)
- Roundtable on U.S. Risk Capital and Innovation (With a Look at Eastern Europe) (1992) (2)
- 1994-95 Mexican Peso Crisis, The (1996) (1)
- New Trading Practices and the Short-run Predictability of the S&P 500 (1990) (1)
- Conditional Mean-Variance Efficiency of the U.S. Stock Market (1989) (1)
- Introduction and Overview: The Transition Economies of Eastern Europe (1994) (1)
- An Investment Linked to Commodity Futures (1992) (1)
- The Determinants of Optimal Currency Hedging (1996) (1)
- Mid Ocean Limited: Trading Catastrophe Index Options, Teaching Note (1998) (1)
- The Tax Treatment of Interest and the Operations of U.S. Multinationals (1995) (1)
- Three Essays Using Survey Data on Exchange Rate Expectations - eScholarship (1986) (1)
- Financial Institutions Center On the Pricing of Intermediate Risks : Theory and Application to Catastrophe Reinsurance (1997) (1)
- Predicting Performance Using Consumer Big Data (2021) (0)
- Innovation at the Treasury: Treasury Inflation-Protection Securities (TN) (A) and (B) (2004) (0)
- International Experiences with Transactions Taxes (1999) (0)
- Measuring Investment Performance (2008) (0)
- Commercial Financial Services, Inc.: Securitization of Charged-off Credit Card Receivables (1998) (0)
- D.C. 20551. They would like to thank, in addition to these (1987) (0)
- BlackRock Money Market Management in September 2008 (A) (2009) (0)
- Front matter, table of contents, preface (1993) (0)
- Pacific Salmon Company, Inc. (CW) (2005) (0)
- Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations (1986) (0)
- Syscom Computers (295-094) (1995) (0)
- Note on Commodity Futures (1992) (0)
- Futures on the Mexican Peso (1995) (0)
- Findings of Forward Discount Bias Interpreted in Light of Exchange Rate Survey Data (2015) (0)
- Biographies, List of Contributors, Indexes (1993) (0)
- Risk Management and Insurance (1999) (0)
- Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Equity Style Returns and Institutional Investor Flows Equity Style Returns and Institutional Investor Flows (2020) (0)
- Pacific Salmon Company, Inc. (2004) (0)
- Innovating into Active ETFs: Factor Funds Capital Management LLC (TN) (2010) (0)
- Innovation at the Treasury: Treasury Inflation-Protection Securities (A) (2004) (0)
- The Transition in Eastern Europe: Volume I: Country Studies.@@@The Transition in Eastern Europe: Volume 2: Restructuring. (1995) (0)
- Interest Allocation Rules and the Changing Cost of Debt Finance (1994) (0)
- Capital Flight, Policy Credibility, and the Option Value of Foreign Exchange (1986) (0)
- Asset-Price Expectations (1989) (0)
- Biographies for Volumes 1 and 2, List of Contributors (1994) (0)
- Essays in international financial economics (1986) (0)
- UAL 2004: Pulling Out of Bankruptcy (CW) (2005) (0)
- How open is the U.S. economy?: R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 (1987) (0)
- Collateralized Loan Obligations and the Bistro Trust (1998) (0)
- Economic Reform in Slovenia (1994) (0)
- Chapter 3. How Are Stock Prices Affected by the Location of Trade (2005) (0)
- Alco holdings limited (1994) (0)
- NBER WORKING PAPER SERIES INTERNATIONAL LIQUIDITY AND EXCHANGE RATE DYNAMICS (2014) (0)
- Nephila: Innovation in Catastrophe Risk Insurance (2006) (0)
- Front matter "The Transition in Eastern Europe" Volume 2 (1994) (0)
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What Schools Are Affiliated With Kenneth Alan Froot?
Kenneth Alan Froot is affiliated with the following schools:
