Research Output 1986 2020

2020
Mortality
Forecasting
Projection
Cause of death
Forecast

Director networks, turnover, and appointments

Renneboog, L. & Zhao, Y., Jan 2020, In : European Financial Management. 26, 1, p. 44-76

Research output: Contribution to journalArticleScientificpeer-review

Turnover
Labour market
Information asymmetry
Performance improvement
Information acquisition

Essays in Empirical Asset Pricing and International Finance

Niu, Z., 2020, Tilburg: CentER, Center for Economic Research. 177 p.

Research output: ThesisDoctoral Thesis

International finance
Ticks
Empirical asset pricing
Safety
Benchmark
13 Downloads (Pure)

Essays on international finance and empirical asset pricing

Maletic, M., 2020, Tilburg: CentER, Center for Economic Research. 116 p.

Research output: ThesisDoctoral Thesis

Open Access
File
International finance
Chinese economy
Empirical asset pricing
Term structure of interest rates
Investment decision
2019

(In)Efficient interbank networks

Castiglionesi, F. & Navarro, N., Oct 2019, In : Journal of Money, Credit and Banking.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Finance
Italy
Bank of England
Athens
Financial intermediation
72 Downloads (Pure)

Active investing

Bekjarovski, F., 2019, Tilburg: CentER, Center for Economic Research. 140 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Investing
Anomaly
Equity
Costs and benefits
Asset pricing models

A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Green Investing and Sin Stock Exclusion

Zerbib, O. D., 20 Sep 2019, SSRN, 130 p.

Research output: Working paperDiscussion paperOther research output

Open Access
Investing
Capital asset pricing model
Exclusion
Governance
Investors

Banking sector deregulation, bank-firm relationships and corporate leverage

Braggion, F. & Ongena, S. R. G., Feb 2019, In : The Economic Journal. 129, 618, p. 765-789

Research output: Contribution to journalArticleScientificpeer-review

Deregulation
Leverage
Bank-firm relationships
Banking sector
Trade credit

Can unpredictable risk exposure be priced?

Barahona, R., Driessen, J. & Frehen, R., Dec 2019, (Accepted/In press) In : Journal of Financial Economics.

Research output: Contribution to journalArticleScientificpeer-review

Investors
Risk exposure
Predictability
Book-to-market
Empirical evidence

Changing corporate governance norms: Evidence from dual class shares in the UK

Braggion, F. & Giannetti, M., Jan 2019, In : Journal of Financial Intermediation. 37, p. 15-27

Research output: Contribution to journalArticleScientificpeer-review

Corporate governance
Dual class shares
Vote
Relative valuation
Investors
133 Downloads (Pure)

Colors, Emotions, and the Auction Value of Paintings

Ma, M. X., Noussair, C. & Renneboog, L., 21 Feb 2019, Tilburg: CentER, Center for Economic Research, 72 p. (CentER Discussion Paper; vol. 2019-006).

Research output: Working paperDiscussion paperOther research output

File
Emotion
Auctions
Pleasure
Art
Standard deviation

Consumption and portfolio choice under loss aversion and endogenous updating of the reference level

van Bilsen, S., Laeven, R. J. A. & Nijman, T., May 2019, (Accepted/In press) In : Management Science.

Research output: Contribution to journalArticleScientificpeer-review

Loss aversion
Portfolio choice
Wealth
Endogeneity
Incentives

Creative corporate culture and innovation

Fiordelisi, F., Renneboog, L., Ricci, O. & Lopes, SS., Nov 2019, In : Journal of International Financial Markets, Institutions and Money. 63, UNSP 101137.

Research output: Contribution to journalArticleScientificpeer-review

Organizational culture
Corporate innovation
Patents
Coefficients
Market value

Credit and social unrest: Evidence from 1930s China

Braggion, F., Manconi, A. & Zhu, H., Sep 2019, (Accepted/In press) In : Journal of Financial Economics.

Research output: Contribution to journalArticleScientificpeer-review

Contraction
China
Communist Party
Penetration
Labor

Cumulative prospect theory, option returns and the variance premium

Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M. & Spalt, O., Sep 2019, In : The Review of Financial Studies. 32, 9, p. 3667-3723

Research output: Contribution to journalArticleScientificpeer-review

Cumulative prospect theory
Premium
Probability weighting
Index options
Equity returns
14 Downloads (Pure)

De Bepaling van de Marktwaarde van Bestaande Aanspraken in een Uitkeringsovereenkomst

Nijman, T., Bovenberg, L., Werker, B., Lever, M., Kocken, T., van Hoogdalem, S., Bouwman, K., Bonenkamp, J., Balter, A. & Boeijen, D., 2019, Tilburg: NETSPAR. 34 p. (Netspar Occasional Paper; vol. 2019, no. 03)

Research output: Book/ReportReportProfessional

Open Access
File

Decision making when things are only a matter of time

Ebert, S., 2019, (Accepted/In press) In : Operations Research.

Research output: Contribution to journalArticleScientificpeer-review

Decision making
Derivatives
Economics
Uncertainty
Investment opportunities

Does interest rate exposure explain the low-volatility anomaly?

Driessen, J., Kuiper, I., Nazliben, K. K. & Beilo, R., Jun 2019, In : Journal of Banking and Finance. 103, p. 51-61

Research output: Contribution to journalArticleScientificpeer-review

Anomaly
Interest rates
Premium
Bond market
Stock volatility

Eerder indexeren is mogelijk maar misschien niet wenselijk

Nijman, T. & Bovenberg, L., 2019, In : Economisch Statistische Berichten. 104, 4777, p. 434-438

Research output: Contribution to journalArticleProfessional

Open Access
60 Downloads (Pure)

Essays in corporate finance, political economy, and competition

Neretina, E., 2019, Tilburg: CentER, Center for Economic Research. 160 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Political competition
Lobbies
Competitors
Underwriters
Corporate finance
38 Downloads (Pure)

Essays in econometric theory

Sadikoglu, S., 2019, Tilburg: CentER, Center for Economic Research. 162 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Econometrics
Regression model
Derivatives
Threshold regression
Coefficients
38 Downloads (Pure)

Essays on alternative investments

Ma, X., 2019, Tilburg: CentER, Center for Economic Research. 254 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Art
Pricing
Alternative investments
Textual analysis
Auctions
42 Downloads (Pure)

Essays on banking, financial intermediation and financial markets

Sarmiento Paipilla, M., 2019, tilburg: CentER, Center for Economic Research. 233 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Financial markets
Financial intermediation
Banking
Liquidity shocks
Liquidity
18 Downloads (Pure)

Essays on banking and international trade

Schmitz, E., 2019, Tilburg: CentER, Center for Economic Research. 142 p.

Research output: ThesisDoctoral Thesis

Open Access
File
International trade
Brazil
Banking
Uncertainty
Credit markets
22 Downloads (Pure)

Essays on behavioral finance

Neszveda, G., 2019, Tilburg: CentER, Center for Economic Research. 186 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Behavioral finance
Conceptual framework
Stock returns
Expected utility theory
Discounting
10 Downloads (Pure)

Essays on corporate finance and corporate taxation

Brok, P., 2019, Tilburg: CentER, Center for Economic Research. 153 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Tax planning
Corporate finance
Corporate taxation
Labour costs
Corporate groups
31 Downloads (Pure)

Essays on corporate ownership and human capital

Hébert, C., 2019, Tilburg: CentER, Center for Economic Research. 232 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Investors
Business groups
Corporate ownership
Human capital
Industry
52 Downloads (Pure)

Essays on mixed hitting time models

Yu, Y., 2019, Tilburg: CentER, Center for Economic Research. 132 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Stochastic processes
Synchronization
Competing risks model
Mean-reverting
Empirical analysis

Failure and success in mergers and acquisitions

Renneboog, L. & Vansteenkiste, C., Oct 2019, In : Journal of Corporate Finance. 58, p. 650-699

Research output: Contribution to journalArticleScientificpeer-review

Mergers and acquisitions
Short-run
Sample size
Chief executive officer
Long-run performance
236 Downloads (Pure)

Failure and Success in Mergers and Acquisitions

Renneboog, L. & Vansteenkiste, C., 8 Aug 2019, Tilburg: CentER, Center for Economic Research, 74 p. (CentER Discussion Paper; vol. 2019-026).

Research output: Working paperDiscussion paperOther research output

File
Mergers and acquisitions
Short-run
Sample size
Chief executive officer
Long-run performance

Financial integration and liquidity crises

Castiglionesi, F., Feriozzi, F. & Lorenzoni, G., Mar 2019, In : Management Science. 65, 3, p. 955-975

Research output: Contribution to journalArticleScientificpeer-review

Liquidity crisis
Financial integration
Liquidity
Interest rates
Banking system

Flights to safety

Baele, L., Bekaert, G. R. J., Inghelbrecht, K. & Wei, M., Jun 2019, In : The Review of Financial Studies.

Research output: Contribution to journalArticleScientificpeer-review

Safety
Flight to quality
Bond market
Hedge funds
Equity returns

Identifying credit supply shocks with bank-firm data: Methods and applications

Degryse, H., De Jonghe, O., Jakovljevic, S., Mulier, K. & Schepens, G., Oct 2019, In : Journal of Financial Intermediation. 40, 100813.

Research output: Contribution to journalArticleScientificpeer-review

Insider trading and networked directors

Goergen, M., Renneboog, L. & Zhao, Y., Jun 2019, In : Journal of Corporate Finance. 56, p. 152-175

Research output: Contribution to journalArticleScientificpeer-review

Insider trading
Industry
Trading behavior
Peers
Non-executive directors

My kingdom for a horse (or a classic car)

Laurs, D. & Renneboog, L., Jan 2019, In : Journal of International Financial Markets, Institutions and Money. 58, p. 184-207

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Car
Equity
Hedonic pricing
Transaction costs
Emotion
50 Downloads (Pure)

On communicating about taboo social issues in least developed countries: The case of Ethiopia

Gebreselassie, A. W., 2019, Tilburg: CentER, Center for Economic Research. 172 p.

Research output: ThesisDoctoral Thesis

Open Access
File
Taboo
Ethiopia
Social issues
Developed countries
Less developed countries
37 Downloads (Pure)
Open Access
File
Covenant
Wealth effect
Debt
Pricing
Shareholder wealth
5 Downloads (Pure)

Pensioenperceptie: De non-neutraliteit van kwantitatieve communicatie

Prast, H. & Teppa, F., Jun 2019, In : Tijdschrift voor pensioenvraagstukken. 2019, 21, p. 21-24

Research output: Contribution to journalArticleProfessional

Open Access
File

Persoonlijkere pensioenen in vermogen, premie en bestuur

Nijman, T. & Bovenberg, L., Apr 2019, In : Economisch Statistische Berichten. 104, 4772, p. 173-176

Research output: Contribution to journalArticleProfessional

Open Access

Pricing liquidity risk with heterogeneous investment horizons

Beber, A., Driessen, J., Neuberger, A. & Tuijp, P., Dec 2019, (Accepted/In press) In : Journal of Financial and Quantitative Analysis.

Research output: Contribution to journalArticleScientificpeer-review

Investment horizon
Liquidity risk
Investors
Pricing
Assets
24 Downloads (Pure)

Regulatory arbitrage and cross-border syndicated loans

Demirguc-Kunt, A., Horvath, B. L. & Huizinga, H., 9 Oct 2019, Tilburg: CentER, Center for Economic Research, 53 p. (CentER Discussion Paper; vol. 2019-028).

Research output: Working paperDiscussion paperOther research output

File
Loans
Cross-border
Regulatory arbitrage
Syndicated loans
Foreign subsidiaries

Spanning tests for assets with option-like > payoffs: the case of hedge funds

Karehnke, P. & de Roon, F., Jun 2019, (Accepted/In press) In : Management Science.

Research output: Contribution to journalArticleScientificpeer-review

Assets
Hedge funds
Skewness
Investors
Mutual funds
15 Downloads (Pure)

Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings

Huizinga, H., Todtenhaupt, M., Voget, J. & Wagner, W. B., 28 Oct 2019, Tilburg: CentER, Center for Economic Research, 53 p. (CentER Discussion Paper; vol. 2019-029).

Research output: Working paperDiscussion paperOther research output

File
Equity
Capital income taxation
Investors
Wealth
Taxation

The dividend term structure

Kragt, J., de Jong, F. & Driessen, J., May 2019, In : Journal of Financial and Quantitative Analysis.

Research output: Contribution to journalArticleScientificpeer-review

Dividends
Term structure
Business cycles
Economic variables
Investors

The effect of pro-environmental preferences on bond prices: Evidence from green bonds

Zerbib, O. D., Jan 2019, In : Journal of Banking and Finance. 98, p. 39-60

Research output: Contribution to journalArticleScientificpeer-review

Environmental preferences
Bond prices
Premium
Investors
Bond market
9 Downloads (Pure)

The Procyclicality of Banking: Evidence from the Euro Area

Huizinga, H. & Laeven, L., 29 Apr 2019, Tilburg: European Banking Center, p. 49, (European Banking Center; vol. 2019-001).

Research output: Working paperDiscussion paperOther research output

File
Procyclicality
Banking
Euro area
Loan loss provisions
Provisioning
32 Downloads (Pure)

The Procyclicality of Banking: Evidence from the Euro Area

Huizinga, H. & Laeven, L., 29 Apr 2019, Tilburg: CentER, Center for Economic Research, p. 49, (CentER Discussion Paper; vol. 201-010).

Research output: Working paperDiscussion paperOther research output

File
Procyclicality
Banking
Euro area
Loan loss provisions
Provisioning

The procyclicality of banking: Evidence from the Euro area

Huizinga, H. & Laeven, L., Sep 2019, In : IMF Economic Review. p. 496-527

Research output: Contribution to journalArticleScientificpeer-review

Procyclicality
Banking
Euro area
Loan loss provisions
Provisioning

Time-varying inflation risk and stock returns

Boons, M., Duarte, F., de Roon, F. & Szymanowska, M., Sep 2019, In : Journal of Financial Economics.

Research output: Contribution to journalArticleScientificpeer-review

Time-varying
Risk-return
Stock returns
Inflation risk
Inflation

Trust and foreign ownership: Evidence from intra‐European foreign direct investments

Da Rin, M., Di Giacomo, M. & Sembenelli, A., Feb 2019, In : Review of International Economics. 27, 1, p. 313-346

Research output: Contribution to journalArticleScientificpeer-review

foreign direct investment
direct investment
foreign investment
investor
ownership