

Guido Baltussen
Key publications





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.