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
Seeger, N., Kaeck, A., and Johannes, M. (2019). Option pricing of earnings announcement risks. Review of Financial Studies, 32(2):646–687.
Koopman, S., Lit, R., Lucas, A., and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes. Journal of Applied Econometrics, 33(7):966-985.
Leung, E. and Veenman, D. (2018a). Non-GAAP earnings disclosure in loss firms. Journal of Accounting Research, 56(4):1083-1137.
Adams, R., Akyol, A., and Verwijmeren, P. (2018). Director skill sets. Journal of Financial Economics, 130(3):641-662.
Baltussen, G., van Bekkum, S., and Da, Z. (2018). Indexing and stock market serial dependence around the world. Journal of Financial Economics, Accepted.
Discussion Papers
19-029/IV - Constructing and using double-adjusted alphas to analyze mutual fund performance
Date: April 17, 2019
19-013/IV - Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings
Date: February 19, 2019
18-101/IV - Incentives, Performance and Choking in Darts
Date: December 28, 2018
18-100/IV - Do information contagion and business model similarities explain bank credit risk commonalities?
Date: December 22, 2018
18-075/IV - Income Inequality and Stock Market Returns
Date: October 07, 2018
Upcoming events
Seminar
| 12:45 - 14:00
Economics of Voluntary Information Sharing in Credit Markets
Jason Sturgess (Queen Mary University of London. United Kingdom)
- TI Finance Research Seminars
Seminar
| 12:45 - 14:00
Attention Triggers and Trading Behavior
Marc Arnold (University of St. Gallen, Switzerland)
- TI Finance Research Seminars
Seminar
| 12:45 - 14:00
SEMINAR CANCELLED
Miguel Ferreira (Nova School of Business and Economics, Portugal)
- TI Finance Research Seminars
Seminar
| 13:00 - 14:00
Title to be Announced
Simon Mayer , Simon Mayer (Erasmus University Rotterdam)
- PhD Lunch Seminars
PhD Defense
| 10:00 - 11:30
Essays on Macro-Financial Risks
Rob C. Sperna Weiland (University of Amsterdam)
- PhD Defense