Please find some examples of the think tanks, academic institutes and policy bodies they are involved in:
Andonov, A. (2024). Delegated Investment Management in Alternative Assets. Forthcoming in REVIEW OF CORPORATE FINANCE STUDIES, 13, 264-301.
Boot, A.W.A. & Berger A.N. (2024). Financial Intermediation Services and Competition Analyses: Review and Paths Forward for Improvement. Forthcoming in JOURNAL OF
FINANCIAL INTERMEDIATION.
Dutra Calainho, F., Minne, A. van de & Francke, M.K. (2024). A Machine Learning Approach to Price Indices: Applications in Commercial Real Estate. Forthcoming in THE JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS.
Francke, M.K. & Minne, A.M. van de (2024). Combining Machine Learning and Econometrics: Application to Commercial Real Estate Prices. Forthcoming in REAL ESTATE ECONOMICS.
Francke, M.K., Rolheiser, L. & Minne, A.M. van de (2024). Estimating Census Tract Indexes: A New Spatial Dynamic Factor Approach. Forthcoming in The JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS.
Hoffmann, F. & Vladimirov, V. (2024). Negotiating Compensation. Forthcoming in JOURNAL OF FINANCE.
Hoffmann, F. & Vladimirov, V. (2024). Worker runs. Forthcoming in JOURNAL OF FINANCE.
Kučinskas, S. & Peters, F.S. (2024). Measuring Under- and Overreaction in Expectation Formation. Forthcoming in THE REVIEW OF ECONOMICS AND STATISTICS.
Matta, R. & Perotti, E. (2024). Pay, Stay or Delay. Forthcoming in REVIEW OF FINANCIAL STUDIES.
Menkveld, A.J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüss, S., Razen, M., Weitzel, U., Caskurlu, T. & Vladimirov, V. et al. (2024). Non-Standard Errors. Forthcoming in JOURNAL OF FINANCE.
Betancourt, N., Jochem, T. & Otner, S.M. (2023). Standing on the shoulders of giants: How star scientists influence their coauthors. RESEARCH POLICY, 52, (1), 104624.
https://doi.org/10.1016/j.respol.2022.104624
Boot, A.W.A., Krahnen, J., Senbet, L. & Spatt, C. (2023). The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors. FINANCIAL ANALYSTS'JOURNAL, 79, (4), 1-8.
https://doi.org/10.1080/0015198X.2023.2240081
Cohn, A., Jessen, L.J., Klašnja, M. & Smeets, P. (2023). Wealthy Americans and redistribution: The role of fairness preferences. JOURNAL OF PUBLIC ECONOMICS, 225, 104977.
https://doi.org/10.1016/j.jpubeco.2023.104977
Daniel, K., Klos, A. & Rottke, S. (2023). The Dynamics of Disagreement. THE REVIEW OF FINANCIAL STUDIES, 36, (6), 2431–2467.
https://doi.org/10.1093/rfs/hhac075
Dröes, M.I. & Koster, H.R.A. (2023). A World Divided: Refugee Centers, House Prices, and Household Preferences. JOURNAL OF GEOGRAPHIC GEOGRAPHY, 23, (1), 51-90.
https://doi.org/10.1093/jeg/lbac005
Jung, M.H., Smeets, P., Stoop, J. & Vosgerau, J. (2023). Social status and unethical behavior: Two replications of the field studies in Piff et al. (2012). JOURNAL OF EXPERIMENTAL PSYCHOLOGY: General, 152, (5), 1368-1378.
https://doi.org/10.1037/xge0001333
Taşan-Kok, T., Legarza, A. & Özogul, S. (2023). Governing regional affordability: rethinking the production of affordable spaces across the Metropolitan Region Amsterdam (MRA). REGIONAL STUDIES, 59, (9).
https://doi.org/10.1080/00343404.2022.2120979
Andonov, A. (2022). Delegated Investment Management in Alternative Assets. REVIEW OF CORPORATE FINANCE STUDIES, Forthcoming. https://doi.org/10.1093/rcfs/cfac027
Andonov, A. & Rauh, J. (2022). The Return Expectations of Public Pension Funds. THE REVIEW OF FINANCIAL STUDIES, 35, (8), 3777–3822. https://doi.org/10.1093/rfs/hhab126
Bauer, R., Eberhardt, I. & Smeets, P. (2022). A Fistful of Dollars: Financial Incentives, Peer Information, and Retirement Savings. THE REVIEW OF FINANCIAL STUDIES, 35, (6), 2981-3020.
https://doi.org/10.1093/rfs/hhab088
Chen, M.A., Tran, H., Wu, Q. & Zhivotova, E. (2022). Are Directors Rewarded for Excellence? Evidence from Reputation Shocks and Career Outcomes. The REVIEW OF CORPORATE FINANCE STUDIES, Vol.11 (2), 263–313. https://doi-org.eres.qnl.qa/10.1093/rcfs/cfab017
Dietrichson, J. Gudmundsson, J. & Jochem, T. (2022). Why don't we talk about it? Communication and Coordination in Teams. JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 197, 257-278. https://doi.org/10.1016/j.jebo.2022.02.018
Fan, Z., Xiao, X. & Zhou, H. (2022). Moment Risk Premia and Stock Return Predictability. Forthcoming in JOURNAL OF FINANCIAL AND QANTITATIVE ANALYSIS, 57, (1), 67-93. https://doi.org/10.1017/S002210902000085X
Fan, Z., Londono, J.M. & Xiao, X. (2022). Equity tail risk and currency risk premiums. JOURNAL OF FINANCIAL ECONOMICS, 143, (1), 484-503. https://doi.org/10.1016/j.jfineco.2021.05.020
Francke, M.K. & Minne, A.M. van de (2022). Daily Appraisal of Commercial Real Estate: A New Mixed Frequency Approach. REAL ESTATE ECONOMICS, 50, (5), 1257-1281. https://doi.org/10.1111/1540-6229.12378
Jochem, T., Dietrichson, J. & Gudmundsson, J. (2022). Why don't we talk about it? Communication and Coordination in Teams. JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 197, 257-278.
https://doi.org/10.1016/j.jebo.2022.02.018
Minne, A.M. van de, Francke, M.K. & Geltner, D.M. (2022). Forecasting US Commercial Property Price Indexes using Dynamic Factor Models. JOURNAL OF REAL ESTATE RESEARCH, 44, (1), 29-55. https://doi.org/10.1080/08965803.2020.1840802
Perotti, E.C., & Rola-Janicka, M. (2022). The Good, the Bad and the Missed Boom. REVIEW OF FINANCIAL STUDIES, 35, (11), 5025-5056.
Perotti, E.C., Martinova, N. & Suarez, J. (2022). Capital forbearance in the bank recovery and resolution game. JOURNAL OF FINANCIAL ECONOMICS, 146, (3), 884-904. https://doi.org/10.1016/j.jfineco.2022.09.006
Terovitis, S. (2022). Information disclosure and the feedback effect in capital markets. Forthcoming in JOURNAL OF FINANCIAL INTERMEDIATION, 49, 100897. https://www.sciencedirect.com/science/article/pii/S1042957320300516
Ahnert, T. & Perotti, E. (2021). Cheap but flighty: A theory of safety-seeking capital flows, JOURNAL OF BANKING & FINANCE, Vol. 131, October 2021, 106211. https://doi.org/10.1016/j.jbankfin.2021.106211
Andonov, A., Kraussl, R., & Rauh, J. (2021). Institutional Investors and Infrastructure Investing. THE REVIEW OF FINANCIAL STUDIES, 34(8), 3880-3934. https://doi.org/10.1093/rfs/hhab048
Boot, A.W.A., Hoffmann, P., Laeven, L. & Ratnovski, L. (2021). Fintech - What’s Old, What’s New?, JOURNAL OF FINANCIAL STABILITY Vol. 53, 100836. https://doi.org/10.1016/j.jfs.2020.100836
Chen, M.A., Tran, H. Wu, Q. & Zhivotova, E. (2021, forthcoming). Are Directors Rewarded for Excellence? Evidence from Reputation Shocks and Career Outcomes, REVIEW OF CORPORATE FINANCE STUDIES.
Fan, Z. and Londono-Yarce, .M. & Xiao, X. (2021, forthcoming), Equity Tail Risk and Currency Risk Premiums. JOURNAL OF FINANCIAL ECONOMICS. http://dx.doi.org/10.2139/ssrn.3399980
Francke, M. & Korevaar, M. (2021). Housing markets in a pandemic: Evidence from historical outbreaks, JOURNAL OF URBAN ECONOMICS, Vol 123, 103333. https://doi.org/10.1016/j.jue.2021.103333
Francke, M. & Van der Minne, A. (2021, accepted). Modeling unobserved heterogeneity in hedonic price models, REAL ESTATE ECONOMICS. https://doi.org/10.1111/1540-6229.12320
Jarayaman, S. & Milbourn, T., Peters, F. & Seo, H. (2021). Product Market Peers and Relative Performance Evaluation. THE ACCOUNTING REVIEW, 96, (4), 341-366.
Karlis, A.K., Galanis, G., Terovitis, S. & M. S. Turner (2021) Heterogeneity and clustering of defaults, QUANTITATIVE FINANCE. https://doi.org/10.1080/14697688.2021.1882686
Leib, M., Kobis N., Francke, M.K., Shalvi S. & Roskes, M. (2021). Precision in a Seller’s Market: Round Asking Prices Lead to Higher Counteroffers and Selling Prices. MANAGEMENT SCIENCE, 67, (2), 1048-1055.
Sudarshan, J., Milbourn, T.T., Peters F.S. & Hojun, S. (2021, forthcoming). Product Market Peers and Relative Performance Evaluation. THE ACCOUNTING REVIEW. http://dx.doi.org/10.2139/ssrn.2632153
Beber, A., Driessen, J, Neuberger, A. & Tuijp, P. (2020). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Forthcoming in JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS. https://doi.org/10.1017/S0022109020000137
Jochem, T., Rajamani, A. & Denis D. (2020). Shareholder Governance and CEO Compensation: The Peer Effects of Say on Pay. THE REVIEW OF FINANCIAL STUDIES, 33, (7), 3130-3173. https://doi.org/10.1093/rfs/hhz104 Presented at: EFA 2018; Drexel Governance Conference 2017, Frontiers in Finance conference 2017, Smokey Mountains Finance conference 2017.
Daniel, K., Mota, L., Rottke, S. & Santos, T. (2020). The Cross-Section of Risk and Return. Forthcoming in REVIEW OF FINANCIAL STUDIES. 33(5), 1927-1979. https://doi.org/10.1093/rof/rfz012
Fan, Z., Xiao, X., & Zhou, H. (2020). Moment Risk Premia and Stock Return Predictability. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1-27. doi:10.1017/S002210902000085X
Ladika, T. & Sautner, Z. (2020). Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting. REVIEW OF FINANCE 24(2), 305-344.
Leib, M., Köbis N., Francke, M.K., Shalvi S. & Roskes, M. (2020), Precision in a Seller’s Market: Round Asking Prices Lead to Higher Counteroffers and Selling Prices. Forthcoming in MANAGEMENT SCIENCE.
van de Minne, A., Francke, M., Geltner, D., & White, R. (2020). Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 60(4), 514-553.
Arping, S. (2019). Capital Regulation and Bank Deposits. REVIEW OF FINANCE, 23(4), 831–853. https://doi.org/10.1093/rof/rfy019
Boot, A., & Vladimirov, V. (2019). (Non-)Precautionary Cash Hoarding and the Evolution of Growth Firms. MANAGEMENT SCIENCE, 65 (11), 5290-5307. https://doi.org/10.2139/ssrn.2391227, https://doi.org/10.1287/mnsc.2018.3079, Presented at: AFA 2016
Campello, M., Ladika, T. & Matta, R. (2019). Renegotiation Frictions and Financial Distress Resolution: Evidence from CDS Spreads, REVIEW OF FINANCE, 23 (3), 513–556. https://doi.org/10.1093/rof/rfy021, Presented at: WFA (2015), EFA (2015), FMA Napa Valley (2015), IDC Rothschild Caesarea (2015)
Daniel, K., Mota, L., Rottke, S., & Santos, T. (2019). The Cross-Section of Risk and Return. REVIEW OF FINANCIAL STUDIES.
Gale, D. & Yorulmazer, T. (2019) Bank capital, fire sales, and the social value of deposits. ECONOMIC THEORY, 1-45. https://doi.org/10.1007/s00199-019-01189-5
Inderst, R. & Vladimirov, V. N. (2019). Growth Firms and Relationship Finance: A Capital Structure Perspective. MANAGEMENT SCIENCE, 65(11), 5411-5426.https://doi.org/10.2139/ssrn.1787485, https://doi.org/10.1287/mnsc.2018.3076, Presented at: Cambridge Corporate Finance Theory Symposium 2016
Van de Minne, A.M., Francke, M.K., Geltner, D.M. & White, R. (2019). Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. Forthcoming in JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS.
Andonov, A., Hochberg, Y. V., & Rauh, J. D. (2018) Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds. THE JOURNAL OF FINANCE, 73(5), 2041-2086. DOI: 10.1111/jofi.12706 ; Presented at: NBER Corporate Finance, NBER Entrepreneurship, NBER Law and Economics Summer Institute, European Finance Association, American Finance Association, UNC Private Equity Conference, and Finance Down Under Conference.
Hill, C.H. & Pacces, A.M. (2018). The Neglected Role of Accountability and Justification under Uncertainty in Corporate Governance. ANNALS OF CORPORATE GOVERNANCE, 3(4), 276-407. http://dx.doi.org/10.1561/109.00000016,Presented at: XIV Annual Conference of the SIDE/ISLE (2018)
Jochem, T., Ladika, T., & Sautner, Z. (2018). The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting. THE REVIEW OF FINANCIAL STUDIES. DOI: 10.1093/rfs/hhy017 ; Presented at: WFA 2015, EFA 2016, University of Kentucky Finance Conference 2016, Michigan State University FCU conference 2016
Malmendier, U., Moretti, E., & Peters, F. S. (2018). Winning by Losing: Evidence on the Long-Run Effects of Mergers. THE REVIEW OF FINANCIAL STUDIES, 31(8), 3212–3264. https://doi.org/10.1093/rfs/hhy009
Sautner, Z., & Vladimirov, V. (2018). Indirect Costs of Financial Distress and Bankruptcy Law: Evidence from Trade Credit and Sales. REVIEW OF FINANCE. Volume 22(5), August 2018, 1667–1704. DOI: 10.1093/rof/rfx032
Andonov, A. (2017). Pension Fund Asset Allocation and Liability Discount Rates. REVIEW OF FINANCIAL STUDIES, 30(8), 2555-2595. DOI: 10.1093/rfs/hhx020
2016
Boot, A.W.A. & Ratnovski, L. (2016). Banking and Trading. REVIEW OF FINANCE, 1-28. doi: 10.1093/rof/rfv069
Dröes, M.I. & Koster, H.R.A. (2016). Renewable energy and negative externalities: the effect of wind turbines on house prices. JOURNAL OF URBAN ECONOMICS
Francke, M.K. & Minne, A.M. van de (2016). Land, structure and depreciation. REAL ESTATE ECONOMICS.
Martin, J.K., Degeorge, F. & Phalippou, L. (2016). On Secondary Buyouts. JOURNAL OF FINANCIAL ECONOMICS.
2015
Boot, A.W.A. & Thakor, A.V. (2015). Commercial banking and shadow banking: the accelerating integration of banks and markets and its implications for regulation. In Berger, A.N., Molyneux, P. & Wilson, J.O.S. (Eds.), The Oxford Handbook of Banking.
Dröes, M.I. & Rietveld, P. (2015). Rail-based public transport and urban spatial structure: the interplay between network design, congestion and urban form. TRANSPORTATION RESEARCH PART B: METHODOLOGICAL.
Eiling, E. & Gerard, B. (2015). Emerging equity market comovements: trends and macroeconomic fundamentals. REVIEW OF FINANCE, 19 (4), 1543-1585. doi: 10.1093/rof/rfu036
Francke, M.K., Windt, N. van der, Vries, P. de & Dalen, P. van (2015). Woningprijzen koppelen zich regelmatig los van fundamenten: meer inzicht in de woningprijsdynamiek. REAL ESTATE RESEARCH QUARTERLY.
Francke, M.K., Bragt, D. van, Singor, S.N. & Pelsser, A. (2015). Risk-neutral valuation of real estate derivatives. JOURNAL OF DERIVATIVES.
Vladimirov, V. (2015). Financing bidders in takeover contest. JOURNAL OF FINANCIAL ECONOMICS, 117 (3), 534-557. doi: 10.1016/j.jfineco.2015.06.002
2014
Boot, A.W.A. (2014). Financial Sector in Flux. THE JOURNAL OF MONEY CREDIT AND BANKING.
Claessens, S. (2014) Foreign Banks: Trends, Impact and Financial Stability [with Neeltje van Horen], THE JOURNAL OF MONEY CREDIT AND BANKING (renamed Foreign Banks: Trends and Impact)
Claessens, S., Ueda, K. & Yafeh, Y. (2014). Institutions and financial frictions: Estimating with structural restrictions on firm value and investment. JOURNAL OF DEVELOPMENT ECONOMICS.
Claessens S. & van Horen, N. (2014) Location Decisions of Foreign Banks and Competitor Remoteness. THE JOURNAL OF MONEY CREDIT AND BANKING.
Dari-Mattiacci, G. & Parisi, F. (2014). Returns to Effort in Rent-Seeking Games. PUBLIC CHOICE.
Degryse, H.A., Jong, F.C.J.M. de & Lefebvre, J.J.G. (2014). An empirical analysis of legal insider trading in the Netherlands. THE ECONOMIST.
Peters, F.S. & Wagner, A.F. (2014). The executive turnover risk premium. THE JOURNAL OF FINANCE, 69 (4), 1529-1563. doi: 10.1111/jofi.12166
2013
Arping, S. & Sautner, Z. (2013). Did SOX Section 404 Make Firms Less Opaque? Evidence from Cross‐Listed Firms. CONTEMPORARY ACCOUNTING RESEARCH
Claessens, C.A.M.F., Ghosh, S.R. & Mihet, R. (2013). Macro‐Prudential Policies to Mitigate Financial System Vulnerabilities.JOURNAL OF INTERNATIONAL MONEY AND FINANCE.
Sautner, Z., Glaser, M. & Lopez‐de‐Silanes, F. (2013). Opening the Black Box: Internal Capital Markets and Managerial Power. THE JOURNAL OF FINANCE.
2012
Arping, S. & Sautner, Z. (2012). Did SOX Section 404 Make Firms Less Opaque? Evidence from Cross-Listed Firms. Upcoming in CONTEMPORARY ACCOUNTING RESEARCH.
Boot, A.W.A. & Marinc, M. (2012). Financial Innovations, Marketability and Stability in Banking. Upcoming in Barth, J., Lin, Ch. & Wihlborg, C. (eds), Handbook on Banking and Governance. Cheltenham: Edward Elgar.
Boot, A.W.A. & Marinc, M. (2012). Financial Services: Strategic Positioning and Competitive Issues. Upcoming in Neumann, M. & Weigand, J. (eds), The International Handbook of Competition (2nd edition). Cheltenham: Edward Elgar.
Campello, M., Giambona, E., Graham, J. & Harvey, C. (2012). Access to Liquidity and Corporate Investment in Europe During the Financial Crisis. Upcoming in REVIEW OF FINANCE.
Glaser, M., Lopez-de-Silanes, F. & Sautner, Z. (2012). Opening the Black Box: Internal Capital Markets and Managerial Power. Upcoming in THE JOURNAL OF FINANCE.
2011
Boot, A.W.A. (2011). Managerial Autonomy, Allocation of Control Rights and Optimal Capital Structure (with A.V. Thakor). REVIEW OF FINANCIAL STUDIES.
Campello, M., Giambona, E., Graham, J. & Harvey, C. (2011). Liquidity Management and Corporate Investment During a Financial Crisis. REVIEW OF FINANCIAL STUDIES.
Cremers, M., Huang, R., & Sautner, Z. (2011). Internal Capital Markets and Corporate Politics in a Banking Group. REVIEW OF FINANCIAL STUDIES, 24, 358-401
Hellmann, Th. & Perotti E. (2011). Circulation of Ideas in Firms and in Markets. MANAGEMENT SCIENCE.
Giambona, E. (2011). How Entrenchment, Incentives, and Governance Influences REIT Capital Structure (with C. Ghosh, J. Harding, and C.F. Sirmans). JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS.
Perotti, E. (2011). Confidence Building on Euro Convergence: Evidence from Options (with J. Driessen). JOURNAL OF INTERNATIONAL MONEY AND FINANCE.
Perotti, E. (2011). Confidence Building on Euro Convergence: Evidence from Options (with J. Driessen). JOURNAL OF INTERNATIONAL MONEY AND FINANCE.
2010
Campello, M., Giambona, E., Graham, J. & Harvey, C. (2010). Liquidity Management and Corporate Investment During a Financial Crisis, REVIEW OF FINANCIAL STUDIES, 2010, upcoming
Martijn Cremers, Rocco Huang, and Zacharias Sautner, Internal Capital Markets and Corporate Politics in a Banking Group, REVIEW OF FINANCIAL STUDIES, 2010, upcoming.
Francke, M.K. (2010), Repeat Sales Index for Thin Markets: A Structural Time Series Approach, upcoming in JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, available online from 11 August 2009.
Phalippou, L. (2010). Venture Capital Funds: Performance Persistence and Flow-Performance relation. Upcoming in JOURNAL OF BANKING AND FINANCE.
2009
Beber Alessandro, Andrea Buraschi and Francis Breedon (2009), Difference in Beliefs and Currency Risk Premia JOURNAL OF FINANCIAL ECONOMICS, upcoming.
Beber Alessandro and Michael W. Brandt (2009), When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions. REVIEW OF FINANCE, upcoming.
Beber, Alessandro and Michael W. Brandt (2009), Resolving Macroeconomic Uncertainty in Stock and Bond Markets, REVIEW OF FINANCE, 13, 2009, 1-45. Lead article.
Beber Alessandro, Michael W. Brandt, and Ken Kavajecz, (2009), Flight-to-Quality or Flight-to- Liquidity? Evidence from the Euro-Area Bond Market, REVIEW OF FINANCIAL STUDIES, 22, 2009, 925-957. Lead article.
Bongaerts, D, Jong, F.de and Driessen, J.J.A.G. (2009). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. JOURNAL OF FINANCE, upcoming
Bongaerts, D.G.J. & Charlier, E. (2009). Private Equity and Regulatory Capital. JOURNAL OF BANKING AND FINANCE, 33 (7), 1211-1220.
Claessens, Stijn (2009) Corporate Governance and Regulation: Can There Be Too Much of a Good Thing? [joint with Valentina G. Bruno] JOURNAL OF FINANCIAL INTERMEDIATION, Upcoming.
Claessens, Stijn (2009) Empirical evidence on the new international aid architecture [joint with Danny Cassimon and Bjorn Van Campenhout] upcoming, in Geoffrey Underhill, Jasper Blom and Daniel Mügge (Eds.), From Reform to Crisis: Financial Integration and the 'New Architecture' of International Financial Governance, Chapter, Cambridge: Cambridge University Press.
Claessens, Stijn (2009) Empirical Evidence on the New International Aid Architecture [renamed: ‘Evidence on Changes in Aid Allocation Criteria' with Danny Cassimon and Bjorn Van Campenhout] WORLD BANK ECONOMIC REVIEW, 2009, 23:2, 185-208.
Claessens, Stijn (2009) Competition in the financial sector: overview of competition policies. World Bank Research Observer. 2009 24: 83-118, (February).
Claessens, Stijn (2009) What Happens During Recessions, Crunches and Busts? [with M. Ayhan Kose and Marco E. Terrones] ECONOMIC POLICY. A European Forum, No. 60 (October) 2009 pp. 653-700.
Cosemans, M. Bauer, R., & Eichholtz, P. (2009). Option Trading and Individual Investor Performance, JOURNAL OF BANKING AND FINANCE, 33, (4), 731-746.
Cremers, M.,Driessen, J.J.A.G, Maenhout, Pascal, and Weinbaum, David (2009). Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry. JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS.
Driessen, J.J.A.G, Maenhout, Pascal and Vilkov, Greg (2009). The Price of Correlation Risk: Evidence from Equity Options. JOURNAL OF FINANCE, upcoming
Driessen, J., P. Maenhout and G. Vilkov (2009), ‘The Price of Correlation Risk: Evidence from Equity Options, JOURNAL OF FINANCE, 64(3), p. 1377-1406.
Driessen, J, Cremers, M., P. Maenhout and D. Weinbaum (2009), ‘The Role of Directors in the Mutual Fund Industry', with Martijn Cremers, Pascal Maenhout, and David Weinbaum, JOURNAL OF FINANCIAL AND QUANTATIVE ANALYSIS, 44(6), December 2009 issue.
Fabbri, Daniela and Menichini, Annamaria C. (2009). Trade credit, collateral liquidation and borrowing constraints. JOURNAL OF FINANCIAL ECONOMICS.
Giambona, E. (2009) "The Role of Managerial Stock Option Programs in Governance: Evidence from REIT Stock Repurchases" (with Ghosh, Harding, Sezer, Sirmans) - (REAL ESTATE ECONOMICS - upcoming)
Giambona, E. (2009) "Property Segment and REIT Capital Structure" (with Mine Ertugrul) - JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS.
Giambona, E. (2009) "Mutual Fund Volatility Timing and Management Fees" (with Joseph Golec) - JOURNAL OF BANKING AND FINANCE - 33 (4).
Giambona, E. (2009) "The Long-Horizon Performance of REIT Mergers" (with Robert Campbell and C.F. Sirmans) - JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 38 (2).
Iyer, R J. and Peydro, Jose-Luis (2009) "Interbank Contagion at Work: Evidence from a Natural Experiment". REVIEW OF FINANCIAL STUDIES (upcoming)
Phalippou, L. & Gottschalg, O. (2009). The performance of private equity funds. REVIEW OF FINANCIAL STUDIES, 22, (4), 1747-1776.
Sautner, Z (2009), Out-of-Court Restructuring versus Formal Bankruptcy in a Non-Interventionist Bankruptcy Setting, REVIEW OF FINANCE, upcoming (with P. Jostarndt)
Schroth, Enrique and Albuquerque, R. (2009). "Quantifying private benefits of control from a structural model of block trades," JOURNAL OF FINANCIAL ECONOMICS, available online December 17, 2009.
Schroth, Enrique., and D. Szalay (2009). "Cash Breeds Success: The Role of Financing Constraints in Patent Races," REVIEW OF FINANCE Advance Access published on September 28, 2009.
Schwienbacher, A., D. Cumming & G. Fleming (2009). Style Drift in Private Equity. JOURNAL OF BUSINESS FINANCE AND ACCOUNTING, 36(5-6), 645-678.
2008
Arping, S. & Diaw, K. (2008). Sunk costs, entry deterrence, and financial constraints. INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION, 26, 490-501
Boot, A.W.A., Gopalan, R. & Thakor, A.V. (2008). Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms Go Private? JOURNAL OF FINANCE, 63, (4), 2013-2059.
Chaieb, I. & V., Errunza, 2007. International asset pricing under segmentation and PPP deviations, JOURNAL OF FINANCIAL ECONOMICS, Volume 86, Issue 2, Pages 543-578.
Claessens, Stijn, Feijen, Erik, and Laeven, Luc (2008). Political Connections and Preferential Access to Finance: The Role of Campaign Contributions. JOURNAL OF FINANCIAL ECONOMICS, 88, 554-580.
Cremers, Martijn, J.J.A.G. Driessen and Pascal Maenhout (2008). Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model. REVIEW OF FINANCIAL STUDIES , 21, (5), 2209-2242.
Cremers, Martijn, J.J.A.G. Driessen, Pascal Maenhout and David Weinbaum (2008). Individual Stock-Option Prices and Credit Spreads. JOURNAL OF BANKING AND FINANCE, vol. 32, issue 12, pages 2706-2715.
Englund, Gunnelin, Hendershott, Söderberg, "Adjustment in Property Space Markets: Taking Long-Term Costs Seriously", REAL ESTATE ECONOMICS, 81-109.
Giambona E., "The Long-Horizon Performance of REIT Mergers" (with Robert Campbell and C.F. Sirmans) - (JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 38 (2)) - 2009.
P. Jostarndt and Z. Sautner (2008). Financial Distress, Corporate Control, and Management Turnover, JOURNAL OF BANKING AND FINANCE 32, 2188-2204
Schroth, E. (2006). "Innovation, Differentiation and the Choice of an Underwriter," REVIEW OF FINANCIAL STUDIES, 19(3), 1041-1080.
Schwienbacher, A. (2008). Innovation and Venture Capital Exits. ECONOMIC JOURNAL 118, (533), 1888-1916.
2007
Chaieb, I. & V. Errunza (2007). International asset pricing under segmentation and PPP deviations. JOURNAL OF FINANCIAL ECONOMICS, 86, Issue 2, 543-578.
Driessen, J. and P. Maenhout (2007), An Empirical Portfolio Perspective on Option Pricing Anomalies, REVIEW OF FINANCE, 561-603 (11).
Driessen, J., and L. Laeven, ‘International Portfolio Diversification Benefits: Cross Country Evidence', JOURNAL OF BANKING AND FINANCE, 31 (6), 1693-1712.
Englund, P. "Adjustment in Commercial Property Markets" (with Å. Gunnelin, P. Hendershott, and B. Söderberg), REAL ESTATE ECONOMICS Spring 2008, Vol. 36 Issue 1, 81-109.
Jong, F. de. Privatization and Stock Market Liquidity, with Bernardo Bortolotti, Giovanna Nicodano, and Ibolya Schindele (2007), JOURNAL OF BANKING AND FINANCE, 31, 297-316.
Phalippou, L. (2007). Can Recent Risk-Based Explanations Explain the Value Premium? REVIEW OF FINANCE, 11, (2), 143-166. (lead article).
2006
Boot, A.W.A., Milbourn, T. & Schmeits, A. (2006). Credit Ratings as Coordination Mechanisms. REVIEW OF FINANCIAL STUDIES, vol. 19 (1), p. 81-118.
Boot, A.W.A., Gopalan, R. & Thakor, A.V. (2006). The entrepreneur's choice between private and public ownership, JOURNAL OF FINANCE vol. 61 (2), April, p. 803-836
Englund, P. (2006). Revisiting the Past and Settling the Score: Revision in Repeat Sales and Hedonic Indexes of House Prices (with E. Clapham, J. Quigley, and C. Redfearn), REAL ESTATE ECONOMICS, Summer 2006, Vol. 34 Issue 2, 275-302
Giambona, E. (2006). The Conditional Performance of REIT Stock Repurchases (with Giaccotto and Golec), JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 32 (2) - 2006
Lopez de Silanes F. (2006). What Works in Securities Laws?, JOURNAL OF FINANCE, Spring 2006, (with R. La Porta and A. Shleifer).
Schwienbacher, A., D. Cumming and G. Fleming (2006), Legality and Venture Capital Exits, JOURNAL OF CORPORATE FINANCE 12, pp. 214-245.
Schwienbacher, A., and Y.E. Riyanto (2006) The Strategic Use of Corporate Venture Financing for Securing Demand, JOURNAL OF BANKING AND FINANCE, 30 (10), pp. 2809-2833.
Andonov, A., & Rauh, J. (2018). The Return Expectations of Institutional Investors, Research Paper. Presented at: Miami Behavioral Finance Conference (2019)
Andonov, A., Kräussl, R. & Rauh, J. (2018). The Subsidy to Infrastructure as an Asset Class, NBER Working Paper. Presented at: NBER Economics of Infrastructure Meeting (2019)
Boot, A.W.A. & Vladimirov, V. (2018). Collusion with Public and Private Ownership and Innovation. Presented at: SFS Cavalcade (2018), EFA (2018)
Caskurlu, T. (2019). An IPO Pitfall: Patent Lawsuits. Presented at: 4th SDU Finance Workshop (2019), Munich Summer Institute Conference (2019)
Cronqvist, H, Ladika, T. & Sautner, Z (2019). Limited Attention to Detail in Financial Markets: Presented at: AFA (2019)
Daniel, K., Klos, A., & Rottke, S. R. (2019). Overconfidence, Information Diffusion, and Mispricing Persistence. Presented at: 10th Behavioral Finance Conference (2019)
Daniel, K., Mota, L., Rottke, S. R., and Santos, T. (2019). The Cross-Section of Risk and Return. Presented at: New Methods for the Cross Section of Returns Conference (2018), EFA (2018), EEA (2018), AFA (2018)
Döttling, R, Ladika, T. & Perotti, E. (2018). The (Self-)Funding of Intangibles. Presented at: Mitsui Finance Symposium (2017), FIRS (2017)
Eiling, E, F. de Jong, R. Laeven & Sperna Weiland, R. (2019). Labor Income Risk and Stock Returns: The Role of Horizon Effects. Presented at: 2nd Asset Pricing Conference (2019), NFA Meetings (2019), IAAE Meetings (2019)
Eiling, E., Giambona, E., Lopez Aliouchkin, R. & Tuijp, P. (2018). Homeowners’ Risk Premia: Evidence from Zip Code Housing Returns. Presented at: 11th Real Estate Markets and Capital Markets (2019), AREUEA-ASSA meetings (2019), 6th Empirical Finance Workshop (2019)
Eiling, E., Kan R. & Sharifkhani, A. (2018). Sectoral Labor Reallocation and Return Predictability. Presented at: UBC Winter Finance conference (2017), Empirical Legal Studies Workshop UvA (2017), Australasian Finance and Banking Conference (2016); NFA meetings (2016); Financial Econometrics and Empirical Asset Pricing conference (2016)
Giambona, E. & Perez Ribas, R. (2018) Unveiling the Price of Obscenity: Evidence from Closing Prostitution Windows in the Netherlands. Presented at: UChicago-LSE Conference (2019), AREUEA-ASSA (2018). Winner of the Best Applied Microeconomics Paper Award, 39th Meeting of the Brazilian
González-Uribe, J. & Wang, S. (2019). Dissecting the Effect of Financial Constraints on Small Firms. Presented at: 5th Young Finance Scholars' Conference (2018), 6th AIEA-NBER Conference (2018)
Jochem, T., Ormazabal, G., & Rajamani, A. (2020). Why have CEO Levels become less diverse? Presented at: SFS Cavalcade (2021); AFA (2022)
Jochem, T., Rajamani, A., & Denis, D. (2020). Shareholder Governance and CEO Compensation: The Peer Effects of Say on Pay: Presented at: EFA 2018; Drexel Governance Conference 2017, Frontiers in Finance conference 2017, Smokey Mountains Finance conference 2017.
Jochem, T. & Peters, F. (2019). Bias Propagation in Economically Linked Firms. Presented at: AFA (2018), Miami Behavioral Finance conference (2017), EFA (2016)
Jochem, T., Ladika, T., & Sautner, Z. (2018). The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting. Presented at EFA (2016); WFA (2015); Michigan State FCU conference (2016); University of Kentucky Finance conference (2016)
Jochem, T., Rajamani, A., Denis, D. Shareholder compensation and CEO compensation: The peer effects of say on pay. Presented at EFA 2018, Drexel Governance conference 2017, Frontiers in Finance conference 2017, Smokey Mountains Finance conference 2017
Kučinskas, S & Peters, F. (2019). Measuring Biases in Expectation Formation. Presented at: EMES (2019), AEA (2020)
Ladika, T. & Sautner, Z. (2019) Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting. Presented at: EFA (2018), SFS Cavalcade (2018), MIT Asia Accounting conference, best paper (2014)
Terovitis, S. (2018). Motivating Information Acquisition Under Delegation. Presented at: EEA (2018)
Vladimir, V. (2019). Financing Skilled Labor. Presented at: WFA (2019), Cambridge Corporate Finance Theory Symposium (2018), EEA (2018)
Vladimir, V. (2019). Contract Horizon, Severance Pay, and Turnover. Presented at: AFA (2018), EEA (2016)
Wang, S. (2019). Manager Turnover and Product Market Competition: Evidence from UK Family Firms. Presented at: Vilfredo Pareto Doctorate in Economics Collegio Carlo Alberto (2017), FMA Europe PhD student session (2017)
Wang, Y., Francke, M.K. &Dröes, M.I. (2019). The Impact of the Time to Close on Residential Transaction Prices. Presented at: Weimer School (2019)