International momentum strategies KG Rouwenhorst The journal of finance 53 (1), 267-284, 1998 | 2956 | 1998 |
Facts and fantasies about commodity futures G Gorton, KG Rouwenhorst Financial Analysts Journal 62 (2), 47-68, 2006 | 2051 | 2006 |
Local return factors and turnover in emerging stock markets KG Rouwenhorst The journal of finance 54 (4), 1439-1464, 1999 | 1503 | 1999 |
Pairs trading: Performance of a relative-value arbitrage rule E Gatev, WN Goetzmann, KG Rouwenhorst The Review of Financial Studies 19 (3), 797-827, 2006 | 1195 | 2006 |
Long-term global market correlations WN Goetzmann, L Li, KG Rouwenhorst National Bureau of Economic Research, 2001 | 1028 | 2001 |
Does industrial structure explain the benefits of international diversification? SL Heston, KG Rouwenhorst Journal of financial economics 36 (1), 3-27, 1994 | 1017 | 1994 |
The fundamentals of commodity futures returns GB Gorton, F Hayashi, KG Rouwenhorst Review of Finance 17 (1), 35-105, 2013 | 983 | 2013 |
Asset Pricing Implications of Real Business Cycle Models KG Rouwenhorst Frontiers of Business Cycle Research, Ch 10, 1995 | 923* | 1995 |
International term structures and real economic growth CI Plosser, KG Rouwenhorst Journal of monetary economics 33 (1), 133-155, 1994 | 426 | 1994 |
European equity markets and the EMU KG Rouwenhorst Financial Analysts Journal 55 (3), 57-64, 1999 | 314 | 1999 |
Industry and country effects in international stock returns SL Heston, KG Rouwenhorst Journal of Portfolio Management 21, 53-53, 1995 | 287 | 1995 |
The origins of value WN Goetzmann, KG Rouwenhorst The Financial Innovations that Created Modern, 2005 | 255* | 2005 |
The Origins of Mutual Funds KG Rouwenhorst Oxford University Press, 2005 | 243 | 2005 |
The role of beta and size in the cross‐section of European stock returns SL Heston, KG Rouwenhorst, RE Wessels European Financial Management 5 (1), 9-27, 1999 | 228 | 1999 |
Global real estate markets-cycles and fundamentals B Case, WN Goetzmann, KG Rouwenhorst National Bureau of Economic Research, 2000 | 223 | 2000 |
A tale of two premiums: The role of hedgers and speculators in commodity futures markets W Kang, KG Rouwenhorst, K Tang The Journal of Finance 75 (1), 377-417, 2020 | 202* | 2020 |
The structure of international stock returns and the integration of capital markets SL Heston, KG Rouwenhorst, RE Wessels Journal of empirical finance 2 (3), 173-197, 1995 | 201 | 1995 |
Day trading international mutual funds: Evidence and policy solutions WN Goetzmann, Z Ivković, KG Rouwenhorst Journal of Financial and Quantitative Analysis 36 (3), 287-309, 2001 | 180 | 2001 |
Facts and fantasies about commodity futures ten years later G Bhardwaj, G Gorton, G Rouwenhorst National Bureau of Economic Research, 2015 | 159 | 2015 |
New evidence on the first financial bubble RGP Frehen, WN Goetzmann, KG Rouwenhorst Journal of Financial Economics 108 (3), 585-607, 2013 | 147 | 2013 |