Kirt C. Butler

Michigan State University

Associate Professor of Finance

315 Eppley Center

East Lansing, MI 48824-1122

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 18,563

SSRN RANKINGS

Top 18,563

in Total Papers Downloads

3,228

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets

Number of pages: 26 Posted: 12 May 2000
Kirt C. Butler and Domingo C. Joaquin
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Downloads 2,470 (6,570)
Citation 11

Abstract:

Loading...

Bear markets; correlation; downside risk; portfolio diversification; financial markets; normal, RiskMetrics TM , GARCH, Student-t

2.

A Profile of the Return-Suprise Relation

Number of pages: 49 Posted: 10 Nov 2000
Kirt C. Butler
Michigan State University
Downloads 392 (90,842)
Citation 1

Abstract:

Loading...

Return-earnings, correlation, earnings, earnings surprise, losses

A Fresh Look at Cross-Border Valuation and FX Hedging Decisions

Journal of Applied Finance, No. 2, 2013
Number of pages: 30 Posted: 13 Nov 2012 Last Revised: 29 Aug 2018
Kirt C. Butler, Thomas J. O'Brien and Gwinyai Utete
Michigan State University, University of Connecticut - Department of Finance and affiliation not provided to SSRN
Downloads 208 (175,778)

Abstract:

Loading...

International, capital budgeting, foreign exchange rates, investments, valuation, hedging

A Fresh Look at Cross-Border Valuation and FX Hedging Decisions

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 23, No. 2, 2013
Number of pages: 11 Posted: 06 Nov 2015
Kirt C. Butler, Thomas J. O'Brien and Gwinyai Utete
Michigan State University, University of Connecticut - Department of Finance and affiliation not provided to SSRN
Downloads 53 (455,614)

Abstract:

Loading...

A Fresh Look at Cross-Border Valuation and FX Hedging Decisions

Journal of Applied Finance, Spring/Summer 2013, Volume 23, No. 1
Posted: 16 Jul 2013
Kirt C. Butler, Thomas O'Brien and Gwinyai Utete
Michigan State University, Independent and affiliation not provided to SSRN

Abstract:

Loading...

Foreign Exchange Rates, International Capital Budgeting, Currency Risk Management, NPV

4.

A Test for Long Memory in the Conditional Correlation of Bivariate Returns to Stock and Bond Market Index Futures

Number of pages: 22 Posted: 04 Aug 2011
Michigan State University, University of Kentucky - Finance and Michigan State University
Downloads 96 (324,081)

Abstract:

Loading...

Long memory, FIGARCH, DCC, conditional volatility, conditional correlation

5.

Higher-Order Terms in Bivariate Returns to International Stock Market Indices

Multinational Finance Journal, Vol. 12, No. 1/2, p. 127-155, 2008
Number of pages: 29 Posted: 26 Jun 2015
Kirt C. Butler and Katsushi Okada
Michigan State University and Michigan State University
Downloads 9 (695,175)

Abstract:

Loading...

higher-order; bivariate; international diversification; EGARCH; VARMA

6.

Stock Returns in Thinly Traded Markets

Financial Review, August 1998
Posted: 21 Jul 1998
Kirt C. Butler and Richard M. Osborne
Michigan State University and affiliation not provided to SSRN

Abstract:

Loading...

7.

International Portfolio Diversification and the Magnitude of the Market Timer's Penalty

J. OF INTERNATIONAL FINANCIAL MANAGEMENT AND ACCOUNTING, Vol. 6 No. 3
Posted: 05 Jul 1998
Kirt C. Butler, Dale L. Domian and Richard Simonds
Michigan State University, York University - School of Administrative Studies and Michigan State University

Abstract:

Loading...

Other Papers (1)

Total Downloads: 0
1.

A Note on Political Risk and the Required Return on Foreign Direct Investment

Journal of International Business Studies, Vol. 29, Issue 3, pp. 599-607, 1998
Number of pages: 9 Posted: 18 Apr 2011
Kirt C. Butler and Domingo C. Joaquin
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Downloads 0
  • Add to Cart

Abstract:

Loading...