Baltussen, G., Swinkels, L.A.P. and van Vliet, W.N. (2021). Global Factor Premiums Journal of Financial Economics, :.
121 Key Publications
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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, :. -
Jank, S., Roling, C. and Smajlbegovic, E. (2021). Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices Journal of Financial Economics, 139(1):209--233. -
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. -
Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297. -
Adams, R, Kraussl, R., Navone, M. and Verwijmeren, P. (2020). Gendered prices Review of Financial Studies, Accepted:. -
Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:. -
Baltussen, G., Da, Z., Lammers, S. and Martens, M.P.E. (2020). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :. -
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy-climate model Journal of Econometrics, 214(1):110--129. -
Boons, M.F., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470. -
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. -
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.A.E. 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. -
Almeida da Matta, R. and Perotti, E. (2019). Pay, Stay or Delay Quarterly Journal of Economics, :. -
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. -
Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555. -
Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137. -
Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.