Golez, B. and Koudijs, P. (2025). Equity duration and predictability Journal of Financial Economics, 172.
Peter Koudijs
University
Erasmus University Rotterdam
E-mail
Research field
Finance
Interests
Economic History, Finance
Website
Biography
Peter Koudijs specialises in the history of financial markets. He studies relevant historical cases which yield important lessons for the world of today, using unique natural experiments. Prior to joining Erasmus School of Economics Peter Koudijs was Associate Professor of Finance at the Stanford Graduate School of Business where he taught History of Financial Crises in the MBA programme. He joined Stanford Graduate School of Business, after obtaining a PhD from Universitat Pompeu Fabra in Barcelona. Peter has received various grants and fellowships from the ERC, NWO, Inet, the Economic History Association and different Dutch and Spanish scholarship programs.
Key publications
Koudijs, P., Salisbury, L. and Sran, G. (2021). For Richer, for Poorer: Bankers' Liability and Bank Risk in New England, 1867 to 1880 The Journal of Finance, 76(3):1541--1599.
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.
Golez, B. and Koudijs, P. (2018). Four centuries of return predictability Journal of Financial Economics, 127(2):248--263.
Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.
Koudijs, P. (2016). The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment The Journal of Finance, 71(3):1185--1226.
Koudijs, P. (2015). Those who know most: Insider trading in eighteenth-century Amsterdam Journal of Political Economy, 123(6):1356--1409.
List of publications
Golez, B. and Koudijs, P. (2025). Equity duration and predictability Journal of Financial Economics, 172.
Koudijs, P., de Jong, A. and Kooijmans, T. (2023). Plantation Mortgage-Backed Securities: Evidence from Surinam in the 18th Century The Journal of Economic History, 83(3).
Koudijs, P., Salisbury, L. and Sran, G. (2021). For Richer, for Poorer: Bankers' Liability and Bank Risk in New England, 1867 to 1880 The Journal of Finance, 76(3):1541--1599.
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.
Golez, B. and Koudijs, P. (2018). Four centuries of return predictability Journal of Financial Economics, 127(2):248--263.
Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.
Koudijs, P. (2016). The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment The Journal of Finance, 71(3):1185--1226.
Koudijs, P. (2015). Those who know most: Insider trading in eighteenth-century Amsterdam Journal of Political Economy, 123(6):1356--1409.
Koudijs, P. (2012). Trading and financial market efficiency in eighteenth-century Holland The Journal of Economic History, 72(2):473--476.