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
19-013/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
18-058/IV - Measuring Biases in Expectation Formation
Date: June 21, 2018
Upcoming events
Seminar
| 12:45 - 14:00
The Puzzle of Negative Average Returns to Call Options on Treasury...
Gurdip Bakshi (Temple University, United States)
- TI Finance Research Seminars
Seminar
| 13:00 - 14:00
Title to be Announced
Simon Mayer , Simon Mayer (Erasmus University Rotterdam)
- PhD Lunch Seminars
Seminar
| 12:00 - 13:00
Hand-to-Mouth-to-the-Eye
Mark Bils (University of Rochester, United States)
- Research on Monday
Seminar
| 12:45 - 14:00
Title to be announced
Michael Weber (The Universituy of Chicago, United States)
- TI Finance Research Seminars
Seminar
| 12:45 - 14:00
Title to be announced
Jason Sturgess (Queen Mary University of London. United Kingdom)
- TI Finance Research Seminars