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Capital Markets

2008
Froot, Kenneth A. “The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market.” Risk Management and Insurance Review 11, no. 2 (2008): 281-294. Publisher's Version The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market
Froot, K.A., and P. O'Connell. “On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.” Journal of Banking and Finance 32, no. 1 (2008): 69–85. On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance
  • Special Issue on Dynamics of Insurance Markets: Structure, Conduct, and Performance in the 21st Century
  • Revised from NBER Working Paper No. 6011, April 1997, Harvard Business School Working Paper No. 98-024, 1997.
Froot, Kenneth A., and Melvyn Teo. “Style Investing and Institutional Investors.” Journal of Financial and Quantitative Analysis 43, no. 4 (2008): 883–906. Style Investing and Institutional Investors

Revised from: Equity Style Returns and Institutional Investor Flows, Harvard Business School Working Paper No. 04-048, June 2004.

Froot, K.A., and T. Ramadorai. “Institutional Portfolio Flows and International Investments.” Review of Financial Studies 21, no. 2 (2008): 937–971. Publisher's Version Institutional Portfolio Flows and International Investments

Formerly The Information Content of International Portfolio Flows, revised from NBER Working Paper No. 8472, September 2001, Harvard Business School Working Paper No. 03-006, 2002, revised December 2005.

2011
Froot, Kenneth A., John Arabadjis, Sonya Cates, and Stephen Lawrence. “How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios.” Journal of Portfolio ​Management 38, no. 1 (Fall 2011): 60-68 (2011). Publisher's Version How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios
2014
Froot, Kenneth A., R. Bhargava, E. Cuipa, and J. Arabadjis. “Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective.” Journal of Portfolio Management 40, no. 4 (2014): 144-156. Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective
2017
Froot, Kenneth, Namho Kang, Gideon Ozik, and Ronnie Sadka. “What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?” Journal of Financial Economics (2017). What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post- announcement Returns
Forthcoming
Froot, Kenneth A., Assaf Eisdorfer, Gideon Ozik, and Ronnie Sadka. “Competition Links and Stock Returns.” Review of Financial Studies (Forthcoming). competition_links_and_stock_returns_sept30-2021.pdf
Froot, Kenneth A., Namho Kang, Gideon Ozik, and Ronnie Sadka. “Predicting Performance Using Consumer Big Data.” Journal of Portfolio Management 48, no. 5 (Forthcoming). predicting_performance_using_consumer_big_data_froot_kang_ozik_sadka_dec_21.pdf
Working Paper
Froot, Kenneth A., and Tarun Ramadorai. “Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals,” Working Paper. Publisher's Version currency_returns_institutional_investor_flows_nber.pdf

National Bureau of Economic Research Working Paper 9101

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