Baltussen, G., Swinkels, L. and Van Vliet, P. (2021). Global factor premiums Journal of Financial Economics, 142(3):1128--1154.
115 Key Publications
filtered by:
-
-
Fons-Rosen, C., Kalemli-Ozcan, S., Sorensen, B., Villegas-Sanchez, C. and Volosovych, V. (2021). Quantifying Productivity Gains from Foreign Investment Journal of International Economics, 131:.
-
Garratt, R. and van Oordt, M.R.C. (2021). Privacy as a public good: A case for electronic cash Journal of Political Economy, 129(7):2157--2180.
-
Gryglewicz, S., Mayer, M. and Morellec, E. (2021). Optimal financing with tokens Journal of Financial Economics, 142(3):1038--1067.
-
Ben-David, I. and Bos, M. (2021). Impulsive Consumption and Financial Well-Being: Evidence from an Increase in the Availability of Alcohol Review of Financial Studies, 34(5):2608--2647.
-
Hoffmann, F. and Pfeil, S. (2021). Dynamic multitasking and managerial investment incentives Journal of Financial Economics, 142(2):954--974.
-
Baltussen, G., Da, Z., Lammers, S. and Martens, M. (2021). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.
-
Adams, RenéeB., Kräussl, R., Navone, M. and Verwijmeren, P. (2021). Gendered Prices Review of Financial Studies, 34(8):3789--3839.
-
Eichholtz, P., Korevaar, M., Lindenthal, T. and Tallec, R. (2021). The Total Return and Risk to Residential Real Estate Review of Financial Studies, 34(8):.
-
Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and financial professionals Review of Financial Studies, 33(6):2659--2696.
-
Gryglewicz, S., Mayer, S.(. and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.
-
Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs∗ Review of Financial Studies, 33(1):309--357.
-
Koudijs, P. and Salisbury, L. (2020). Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850 Journal of Financial Economics, 138(1):1--26.
-
Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979.
-
Pitkäjärvi, A., Suominen, M. and Vaittinen, L. (2020). Cross-asset signals and time series momentum Journal of Financial Economics, 136(1):63--85.
-
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.
-
Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411.
-
Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.