Research Output 1986 2019

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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

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

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

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

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

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

Director networks, turnover, and appointments

Renneboog, L. & Zhao, Y., Jan 2019, In : European Financial Management.

Research output: Contribution to journalArticleScientificpeer-review

Turnover
Labour market
Information asymmetry
Performance improvement
Information acquisition

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

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

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
4 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

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

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

THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES

Balter, A. G. & Werker, B. J. M., 31 Oct 2019, In : ASTIN Bulletin.

Research output: Contribution to journalArticleScientificpeer-review

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

Why does public news augment information asymmetries?

Crego, J., Jun 2019, (Accepted/In press) In : Journal of Financial Economics.

Research output: Contribution to journalArticleScientificpeer-review

Information asymmetry
News
Adverse selection
Uncertainty
Prediction
2018

Asymmetric information and imperfect competition in lending markets

Crawford, G. S., Pavanini, N. & Schivardi, F., Jul 2018, In : American Economic Review. 108, 7, p. 1659-1701

Research output: Contribution to journalArticleScientificpeer-review

Asymmetric information
Lending
Imperfect competition
Credit
Adverse selection

Beauty and appearance in corporate director elections

Geiler, P., Renneboog, L. & Zhao, Y., Jul 2018, In : Journal of International Financial Markets, Institutions and Money. 55, p. 1-12

Research output: Contribution to journalArticleScientificpeer-review

Elections
Institutional shareholders
Dissent
Shareholders
Voting
15 Downloads (Pure)

Commitment lotteries promote physical activity among overweight adults: A cluster randomized trial

van der Swaluw, K., Lambooij, M. S., Mathijssen, J. J. P., Schipper, M., Zeelenberg, M., Berkhout, S., Polder, J. J. & Prast, H. M., 2018, In : Annals of Behavioral Medicine. 52, 4, p. 342-351

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Equipment and Supplies

Cross-border auction cycle effects of sovereign bond issuance in the Euro area

Beetsma, R. M. W. J., Giuliodori, M., Hanson, J. & de Jong, F., Oct 2018, In : Journal of Money, Credit and Banking. 50, 7, p. 1401-1440

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Cross-border
Auctions
Sovereign bonds
Euro area
Spillover

Do confident individuals generally work harder?

Pikulina, E. S., Renneboog, L. & Tobler, P. N., Mar 2018, In : Journal of Multinational Financial Management. 44, p. 51-60

Research output: Contribution to journalArticleScientificpeer-review

Confidence
Incentive compatible
Nationality
Financial knowledge
Workers
10 Downloads (Pure)

Emotional responses to behavioral economic incentives for health behavior change

van der Swaluw, K., Lambooij, M. S., Mathijssen, J. J. P., Prast, H. M., Zeelenberg, M. & Polder, J. J., 2018, In : Psychology, Health and Medicine. 23, 8, p. 996-1005

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Health Behavior

Europese belasting op niet-recyclebaar plastic is contraproductief

Gradus, R. H. J. M. & Prast, H., May 2018, In : Me Judice.

Research output: Contribution to journalArticleProfessional

Open Access

Europese belasting op plastic verbranden is contraproductief

Gradus, R. H. J. M. & Prast, H., 2018, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Extrapolation bias and the predictability of stock returns by price-scaled variables

Cassella, S. & Gulen, H., Nov 2018, In : The Review of Financial Studies. 31, 11, p. 4345-4397

Research output: Contribution to journalArticleScientificpeer-review

Extrapolation
Predictability of stock returns
Investors
Survey data
Equity premium

Financial stability in networks of financial institutions and market infrastructures

Berndsen, R., Leon Rincon, C. & Renneboog, L., Apr 2018, In : Journal of Financial Stability. 35, p. 120-135

Research output: Contribution to journalArticleScientificpeer-review

Financial markets
Financial stability
Financial institutions
Functioning
Modularity

Future-time framing: The effect of language on corporate future orientation

Liang, H., Marquis, C., Renneboog, L. & Li Sun, S., Oct 2018, In : Organization Science. 29, 6, p. 1093-1111

Research output: Contribution to journalArticleScientificpeer-review

Industry
Future orientation
Language
R&D investment
Support theory

Greater mutual aggravation

Ebert, S., Nocetti, D. & Schlesinger, H., Jun 2018, In : Management Science. 64, 6, p. 2809-2811

Research output: Contribution to journalArticleScientificpeer-review

Risk preferences
Managerial behavior

Higher-order effects in asset-pricing models with long-run risks

Pohl, W., Schmedders, K. & Wilms, O., Jun 2018, In : Journal of Finance. 73, 3, p. 1061-1111

Research output: Contribution to journalArticleScientificpeer-review

Asset pricing models
Order effects
Nonlinearity
Equity returns
Equity premium

Household wealth inequality, entrepreneurs' financial constraints, and the great recession: Evidence from the Kauffman Firm Survey

Braggion, F., Dwarkasing, M. & Ongena, S., Mar 2018, In : Small Business Economics: An International Journal. 50, 3, p. 533-543

Research output: Contribution to journalArticleScientificpeer-review

Open Access

Huidig systeem ontmoedigt donorregistratie en daarmee het redden van levens

Prast, H., 16 Jan 2018, In : Me Judice.

Research output: Contribution to journalArticleProfessional

Labor representation in governance as an insurance mechanism

Kim, E. H., Maug, E. & Schneider, C., Jul 2018, In : Review of Finance. 22, 4, p. 1251-1289

Research output: Contribution to journalArticleScientificpeer-review

Governance
Employees
Insurance
Labor
Risk sharing

Le cancer du rein sporadique du sujet jeune : étude des particularités cliniques et anatomopathologiques d’une cohorte bicentrique

Translated title of the contribution: Sporadic kidney cancer of young subjects: Study of the clinical and pathological features of a bicentric cohortCohen, J., Timsit, M-O., Zerbib, O. D., Rouprêt, M., Verkarre, V., Compérat, E. M., Méjéan, A. & Bitker, M. O., Feb 2018, In : Progrès en Urologie. 28, 2, p. 94-106

Research output: Contribution to journalArticleScientificpeer-review

Kidney Neoplasms
Kidney
Neoplasms
Incidence

Liquidity flows in interbank networks

Castiglionesi, F. & Eboli, M., Jul 2018, In : Review of Finance. 22, 4, p. 1291-1334

Research output: Contribution to journalArticleScientificpeer-review

Liquidity
Deposits
Network structure
Liquidity risk
Rationale

Permanent shocks, signal extraction, and portfolio selection

Nazliben, K. K. & Rodriguez, J. C., Jul 2018, In : Journal of Economic Dynamics and Control. 92, p. 47-68

Research output: Contribution to journalArticleScientificpeer-review

Signal Extraction
Portfolio Selection
Stock Prices
Incomplete Information
Shock

Vrouwen in de economie: Een levenslange ontmoediging

Prast, H., Nov 2018, In : Economisch Statistische Berichten. 103, 4767S, p. 52-58

Research output: Contribution to journalArticleProfessional

Open Access

Women in economics: A lifelong discouragement

Prast, H., Nov 2018, In : Economisch Statistische Berichten. 103, 4767S, p. 52-57

Research output: Contribution to journalArticleProfessional

Open Access
career
gender
science
school
economics
2017

Acquisitions as lotteries? The selection of target-firm risk and its impact on merger outcomes

Schneider, C. A. R. & Spalt, O., 2017, In : Critical Finance Review. 6, 1, p. 77-132

Research output: Contribution to journalArticleScientificpeer-review

Lottery
Firm risk
Mergers
Chief executive officer
Idiosyncratic volatility

An asset pricing approach to liquidity effects in corporate bond markets

Bongaerts, D., de Jong, F. & Driessen, J., Apr 2017, In : The Review of Financial Studies. 30, 4, p. 1229-1269

Research output: Contribution to journalArticleScientificpeer-review

Corporate bonds
Asset pricing
Liquidity
Liquidity effect
Bond market

Anatomia das Parcerias Público Privadas: A sua criação, financiamento e renegociações

Miranda Sarmento, J. J. & Renneboog, L., Oct 2017, In : Julgar. p. 1-61

Research output: Contribution to journalArticleProfessional