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Publications by Type: Journal Article

2002
Froot, K.A., and J. Donohue. “The Persistence of Emerging Market Equity Flows.” Emerging Markets Review 3, no. 4 (2002): 338–364. The Persistence of Emerging Market Equity Flows

Revised from NBER Working Paper no. 9241, HBS Working Paper no. 03-035, September 2002.

Froot, K.A., and S. Posner. “The Pricing of Event Risks with Parameter Uncertainty.” Geneva Papers on Risk and Insurance Theory 27, no. 2 (2002): 153-165. The Pricing of Event Risks with Parameter Uncertainty

Revised from NBER Working Paper no. 8106, February 2001.

2004
Froot, Kenneth A., and Jessica D. Tjornhom. “Decomposing the Persistence of International Equity Flows.” Finance Research Letters 1, no. 3 (2004): 154-170. Publisher's Version Decomposing the Persistence of International Equity Flows
Finance Research Letters, Volume 1, Issue 3 (September 2004) (Revised from NBER Working Paper 9079)
2005
Froot, Kenneth A., and Tarun Ramadorai. “Currency Returns, Intrinsic Value, and Institutional Investor Flows.” Journal of Finance 60, no. 3 (2005): 1535-1566. Currency Returns, Intrinsic Value, and Institutional Investor Flows

Revised from NBER Working Paper no. 9101, August 2002 and Harvard
Business School Working Paper no. 04036, December 2003.

2007
Froot, K.A. “Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers.” Journal of Risk and Insurance 74, no. 2 (2007): 273–299. Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers
  • Winner of Robert C. Witt Award Given annually for the best feature article in the Journal of Risk and Insurance presented by American Risk and Insurance Association.
  • Revised from NBER Working Paper no. 10184, Harvard Business School Working Paper no. 04-035, December 2003.
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
2019
Froot, K.A., M. Kim, and K. Rogoff. “The Law of One Price Over 700 Years.” Annals of Economics and Finance (2019). The Law of One Price Over 700 Years
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

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