Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia KC Butler, SJ Malaikah Journal of Banking & Finance 16 (1), 197-210, 1992 | 377 | 1992 |
The forecast accuracy of individual analysts: Evidence of systematic optimism and pessimism KC Butler, LHP Lang Journal of Accounting Research, 150-156, 1991 | 335 | 1991 |
A note on political risk and the required return on foreign direct investment KC Butler, DC Joaquin Journal of International Business Studies 29, 599-607, 1998 | 314 | 1998 |
Nonsynchronous security trading and market index autocorrelation MD Atchison, KC Butler, RR Simonds The Journal of Finance 42 (1), 111-118, 1987 | 313 | 1987 |
Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets KC Butler, DC Joaquin Journal of International Money and Finance 21 (7), 981-1011, 2002 | 230 | 2002 |
Multinational finance: Evaluating the opportunities, costs, and risks of multinational operations KC Butler John Wiley & Sons, 2016 | 202 | 2016 |
Risk, diversification, and the investment horizon KC Butler, DL Domian Journal of portfolio management 17 (3), 41, 1991 | 148 | 1991 |
Competitive investment decisions: A synthesis DC Joaquin, KC Butler New Developments in the Theory and Applications of Real Options, 2000 | 64 | 2000 |
Improving analysts' negative earnings forecasts KC Butler, H Saraoglu Financial Analysts Journal 55 (3), 48-56, 1999 | 55 | 1999 |
Long-run returns on stock and bond portfolios: Implications for retirement planning KC Butler, DL Domian Financial Services Review 2 (1), 41-49, 1992 | 30 | 1992 |
The Hamada and Conine Leverage Adjustments and The Estimation Of Systematic Risk For Multisegment Firms. KC Butler, RM Mohr, RR Simonds Journal of Business Finance & Accounting 18 (6), 1991 | 18 | 1991 |
Market response to earnings announcements: The effects of firm characteristics KC Butler, KC Han Quarterly Journal of Business and Economics, 3-20, 1994 | 11 | 1994 |
International portfolio diversification and the magnitude of the market timer's penalty KC Butler, DL Domian, RR Simonds Journal of International Financial Management & Accounting 6 (3), 193-204, 1995 | 8 | 1995 |
A fresh look at cross-border valuation and FX hedging decisions KC Butler, TJ O'Brien, G Utete Journal of Applied Finance, 2013 | 6 | 2013 |
A test for long memory in the conditional correlation of bivariate returns to stock and bond market index futures KC Butler, WC Gerken, K Okada Available at SSRN 1905065, 2011 | 4 | 2011 |
Higher-order terms in bivariate returns to international stock market indices KC Butler, K Okada Multinational Finance Journal 12 (1/2), 127-155, 2008 | 4 | 2008 |
The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices KC Butler, K Okada Applied financial economics 19 (1), 1-15, 2009 | 2 | 2009 |
A Profile of the Return-Suprise Relation KC Butler Available at SSRN 244657, 2000 | 2 | 2000 |
Stock Returns in Thinly Traded Markets KC Butler, RM Osborne Financial Review 33 (3), 21-34, 1998 | 2 | 1998 |
A classroom exercise to simulate the foreign exchange market KC Butler, CCY Kwok Journal of Teaching in International Business 6 (2), 59-73, 1994 | 2 | 1994 |