Finance
The Finance field at Tinbergen Institute (TI) spans many of the core fields in finance: asset pricing, corporate finance, behavioral finance, financial econometrics, market microstructure, and financial institutions.
Researchers in this field
Fellows
Fellows
PhD Students
PhD Students
Key Publications
Fons-Rosen, C., Kalemli-Ozcan, S., Sorensen, B., Villegas-Sanchez, C. and Volosovych, V.V. (2021). Quantifying Productivity Gains from Foreign Investment Journal of International Economics, :.
Opschoor, A., Lucas, A., Barra, I. and van Dijk, D. (2020). Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings Journal of Business and Economic Statistics, :1--14.
Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687.
Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.
Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
Discussion Papers
21-037/IV - Lockdowns as options
Date: May 09, 2021
21-032/IV - The Banker's Oath And Financial Advice
Date: April 26, 2021
21-022/IV - The option value of vacant land: Don't build when demand for housing is booming
Date: February 24, 2021
21-009/IV - Bankruptcy Codes and Risk Sharing of Currency Unions
Date: January 21, 2021
20-064/IV - A Macro-Financial Perspective to Analyse Maturity Mismatch and Default
Date: September 22, 2020
Academic Distinctions
June 11, 2021
Simon Mayer wins the 2021 Best Job Market Paper in Finance Theory
Simon Mayer
May 12, 2021
NWO Open Competition grant for Eric Bartelsman and Enrico Perotti
Eric Bartelsman,Enrico Perotti
April 09, 2021
Rogier Quaedvlieg receives J.C. Ruigrok Prize
Rogier Quaedvlieg