Professor
Fulton Hall 560B
Telephone: 617-552-2825
Email: rui.albuquerque@bc.edu
ORCID 0000-0002-9663-6657
Asset pricing; international finance; capital market imperfections; corporate governance; and corporate social responsibility.
Rui Albuquerque is a professor in the Seidner Department of Finance at the Boston College Carroll School of Management. He has held teaching positions at Boston University, the University of Rochester, and the Portuguese Catholic University, and visited the Sloan School of Management at MIT, the University of Amsterdam and the Kellogg School of Management. He has consulted for the Centre of Applied Studies of the Portuguese Catholic University and the World Bank and consults regularly with the Bank of Portugal and the Fundação Francisco Manuel dos Santos. He helped define the financial sustainability strategy for Jesuit Refugee Services and he worked with NCBA CLUSA studying value chains of agricultural products in Mozambique. He maintains a blog on economic research on the Portuguese economy. He holds a PhD from the University of Rochester.
“Value Creation in Shareholder Activism.” (With Vyacheslav Fos and Enrique Schroth.) Journal of Financial Economics, 145, 153-178. August, 2022.
“The Price Effects of Liquidity Shocks: A Study of SEC’s Tick-Size Experiment.” (With Shiyun Song and Chen Yao.) Journal of Financial Economics, 138, 700–724. December, 2020.
“Resiliency of environmental and social stocks: an analysis of the exogenous COVID-19 market crash.” (With Yrjo Koskinen, Shuai Yang, and Chendi Zhang.) The Review of Corporate Finance Studies, 9, 593–621. November, 2020.
“Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence.” (With Yrjo Koskinen and Chendi Zhang.) Management Science, 65, 4451-4469. October, 2019.
“Valuation Risk and Asset Pricing.” (With Martin Eichenbaum, Victor Luo and Sérgio Rebelo.) Journal of Finance, 71, 2861-2903. December, 2016.
“Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Stock Returns." Review of Financial Studies, 25 (5), 1630-1673. May, 2012.
“Quantifying private benefits of control from a structural model of block trades.” (With Enrique Schroth.) Journal of Financial Economics, 96 (1), 33-55. April, 2010.