Faculty Directory
Rui Albuquerque
Professor
Seidner Family Faculty Fellow
Rui Albuquerque
Contact
Fulton Hall 560B
Telephone: 617-552-2825
Email: rui.albuquerque@bc.edu
ORCID 0000-0002-9663-6657
Education
- Licenciatura in Economics, Universidade Católica Portuguesa, Lisbon
- M.S., University of Rochester
- Ph.D., University of Rochester
Research Interests
Asset pricing; international finance; liquidity in financial markets; information in capital markets; and corporate governance.
Expertise
- Asset pricing Investments
Department
Publications
- “Valuation Risk and Asset Pricing,” (with Martin Eichenbaum, Victor Luo and Sérgio Rebelo). Journal of Finance, Vol. 71, pp. 2861-2903, December 2016.
- “Long-run Bulls and Bears,” (with Martin Eichenbaum, Dimitris Papanikolaou and Sérgio Rebelo). Journal of Monetary Economics, Vol. 76 (supplement), pp. S21-S36, December 2015.
- “The Value of Control and the Costs of Illiquidity,” (with Enrique Schroth). Journal of Finance, Vol. 70(4), pp. 1405-1455, August 2015.
- “Investment Analysis of Autocallable Contingent Income Securities,” (with Raquel Gaspar and Allen Michel). Financial Analysts Journal, Vol. 71, pp. 61–83, May/June 2015.
- “Trade Credit and Cross-Country Predictable Firm Returns,” (with Tarun Ramadorai and Sumudu W. Watugala). Journal of Financial Economics, vol. 115, pp. 592–613, March 2015.
- “Advance Information and Asset Prices,” (with Jianjun Miao). Journal of Economic Theory, Vol. 149, pp. 236–275, January 2014.
- “CEO Power, Compensation, and Governance,” (with Jianjun Miao). Annals of Economics and Finance, Vol. 14 (2), pp. 417-452, November 2013.
- “Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Stock Returns,” Review of Financial Studies, Vol. 25 (5), pp. 1630-1673, May 2012.
- “Quantifying private benefits of control from a structural model of block trades,” (with Enrique Schroth).Journal of Financial Economics, vol. 96(1), pp. 33-55, April 2010.
- “Global Private Information in International Equity Markets,” (with Greg Bauer and Martin Schneider).Journal of Financial Economics, Vol. 94 (1), pp. 18-46, October 2009.
- “Economic News and International Stock Market Co-Movement,” (with Clara Vega). Review of Finance, Vol. 13(3), pp. 401-465, July 2009. (lead article)
- “Agency Conflicts, Investment, and Asset Pricing,” (with Neng Wang). Journal of Finance, Vol. 63(1), pp. 1-40, February 2008. (lead article)
- “Marketwide Private Information in Stocks: Forecasting Currency Returns,” (with Eva de Francisco and Luis Marques). Journal of Finance, Vol. 63(5), pp. 2297-2343, October 2008.
- “International Equity Flows and Returns: A Quantitative General Equilibrium Approach,” (with Greg Bauer and Martin Schneider). The Review of Economic Studies, Vol. 74(1), No. 258, pp. 1-30, January 2007.
- “World Market Integration Through the Lens of Foreign Direct Investors,” (with Norman Loayza and Luis Serven). Journal of International Economics, Vol. 66(2), pp. 267-295, August 2005. (lead article)
- “Optimal Lending Contracts and Firm Dynamics,” (with Hugo Hopenhayn). The Review of Economic Studies, Vol. 71(2), No. 247, pp. 285-315, April 2004.
- “The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment,” Journal of International Economics, Vol. 61(2), pp. 353-383, December 2003.
- “On The Dynamics of Trade Reform,” (with Sérgio Rebelo). Journal of International Economics, Vol. 51(1), pp. 21-48, June 2000.