Baltussen, G., Swinkels, L.A.P. and van Vliet, W.N. (2021). Global Factor Premiums Journal of Financial Economics, :.
Guido Baltussen
University
Erasmus University Rotterdam
E-mail
Research field
Finance
Interests
Experimental Economics, Finance, Risk and Uncertainty
Website
Key publications
Baltussen, G., Da, Z., Lammers, S. and Martens, M.P.E. (2020). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.
Baltussen, G., van Bekkum, S. and Da, Z. (2019). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.
Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71.
List of publications
Baltussen, G., Beckers, S., Hazenberg, J.J. and Van Der Scheer, W. (2022). Fund Selection: Sense and Sensibility Financial Analysts Journal, 78(3):30--48.
Baltussen, G., Swinkels, L.A.P. and van Vliet, W.N. (2021). Global Factor Premiums Journal of Financial Economics, :.
Baltussen, G., Martens, M. and Penninga, O. (2021). Predicting Bond Returns: 70 Years of International Evidence Financial Analysts Journal, 77(3):133--155.
Baltussen, G., Da, Z., Lammers, S. and Martens, M.P.E. (2020). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.
Baltussen, G., Blitz, D. and Van Vliet, P. (2020). When Equity Factors Drop Their Shorts Financial Analysts Journal, 76(4):{73}.
Baltussen, G., van Bekkum, S. and Da, Z. (2019). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
van Bekkum, S., Baltussen, G. and van der Grient, B. (2018). Unknown Unknowns: Uncertainty About Risk and Stock Returns Journal of Financial and Quantitative Analysis, 53(4):1--37.
Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.
Hytonen, K., Baltussen, G., van den Assem, M.J., Klucharev, V., Sanfey, A. and Smidts, A. (2014). Path Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior Journal of Economic Behavior and Organization, 107(B):566--581.
Baltussen, G., Post, G., van den Assem, M.J. and Wakker, P. (2012). Random Incentive Systems in a Dynamic Choice Experiment Experimental Economics, 15(3):418--443.
Baltussen, G., Post, G.T. and Van Vliet, P. (2012). Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle Journal of Banking and Finance, 36(12):3382--3398.
Baltussen, G., Van Der Grient, B, De Groot, W, Zhou, We. and Hennink, E (2012). Exploiting option information in the equity market Financial Analysts Journal, 68(4):56--72.
Baltussen, G. and Post, G.T. (2011). Irrational diversification Journal of Financial and Quantitative Analysis, 46(5):1463--1491.
Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71.