Research Output

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Working paper
2019

Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

Gertsman, G., Frehen, R. & Werker, B., Nov 2019, (In preparation) SSRN, 49 p. (SSRN Journal).

Research output: Working paperOther research output

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10 Downloads (Pure)
2018

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Beber, A., Driessen, J., Neuberger, A. & Tuijp, P., Jan 2018, SSRN, 99 p.

Research output: Working paperOther research output

Open Access
2017

Are Stock and Corporate Bond Markets Integrated?

van Zundert, J. & Driessen, J., Nov 2017, SSRN, 60 p.

Research output: Working paperOther research output

Open Access

Asymmetric information in a capital

Kort, P., Feichtinger, G., Hartl, R. F., Seidl, A. & Wrzaczek, S., 2017, (In preparation).

Research output: Working paperOther research output

Beta: The Good, the Bad, and the Ugly

Driessen, J. & van Zundert, J., Nov 2017, SSRN, 64 p.

Research output: Working paperOther research output

Open Access

Cumulative Prospect Theory, Option Returns, and the Variance Premium

Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M. & Spalt, O., May 2017, SSRN, 74 p.

Research output: Working paperOther research output

Open Access

Does Interest rate Exposure explain the Low-Volatility Anomaly?

Driessen, J., Kuiper, I. & Beilo, R., Jan 2017, SSRN, 43 p.

Research output: Working paperOther research output

Open Access

Myopic or Dynamic Liquidity Management? A Study of Hedge Funds around the 2008 Financial Crisis

Driessen, J. & Xing, R., 2017, Tilburg: NETSPAR, 40 p. (Netspar Discussion Paper; vol. 08/2017-012).

Research output: Working paperOther research output

Open Access

Rebalancing for Long-Term Investors

Driessen, J. & Kuiper, I. T. J., 2017, Tilburg: NETSPAR, 42 p. (Netspar Discussion Paper; vol. 05/2017-013).

Research output: Working paperOther research output

The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets

Driessen, J., Nijman, T. & Simon, Z., 2017, SSRN, 52 p. (SAFE Working Paper; vol. 183).

Research output: Working paperOther research output

Open Access

To Stay or Go? Consumer Bank Switching Behaviour After Government Interventions

Diepstraten, M. & van der Cruijsen, C., 17 Mar 2017, Amsterdam: DNB, p. 40, (DNB Working Paper; no. 550).

Research output: Working paperOther research output

Open Access
2016

Explaining the Stock Market's Reaction to Unemployment News Over the Business Cycle

Driessen, J. & Kuiper, I. T. J., Sep 2016, SSRN, 25 p.

Research output: Working paperOther research output

Open Access

Who Is Afraid of Liquidity Risk? Dynamic Portfolio Choice with Stochastic Illiquidity

Driessen, J. & Xing, R., Jan 2016, Tilburg: NETSPAR, 53 p. (Netspar Discussion Paper; vol. 12/2015-049).

Research output: Working paperOther research output

Open Access
2015

Banking products: You can take them with you so why don't you?

van der Cruijsen, C. & Diepstraten, M., 17 Dec 2015, DNB, p. 38, (DNB Working Paper; no. 490).

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Seven Ways to Knit Your Portfolio: Is Investor Communication Neutral?

Boggio, C., Fornero, E., Prast, H. M. & Sanders, J., Oct 2015, Tilburg: NETSPAR, 33 p. (NETSPAR Academic Series; vol. 10/2015-030).

Research output: Working paperOther research output

Open Access
File
147 Downloads (Pure)

Seven Ways to Knit Your Portfolio: Is Investor Communication Neutral?

Boggio, C., Fornero, E., Prast, H. M. & Sanders, J., Oct 2015, Turin: CeRP - Center for Research on Pensions and Welfare Policies, 33 p. (CeRP Working Paper; vol. 140/14).

Research output: Working paperOther research output

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40 Downloads (Pure)

The Dividend Term Structure

Kragt, J., de Jong, F. & Driessen, J., Apr 2015, Tilburg: NETSPAR, 54 p. (Netspar Discussion Paper; vol. 11/2014-055).

Research output: Working paperOther research output

Open Access

The Option Value in Timing Derivative Trades

Drost, F., van der Heijden, T. G. E. & Werker, B., May 2015, Tilburg: SSRN, 52 p.

Research output: Working paperOther research output

2014

De Toegevoegde Waarde van Risicodeling met Toekomstige Generaties

Boelaars, I., Bovenberg, A. L., de Haan, J., van Hoogdalem, S., Kocken, T., Lever, M. H. C., Mehlkopf, R. J., Nijman, T. E. & Ponds, E. H. M., Oct 2014, Tilburg: NETSPAR, 3 p.

Research output: Working paperOther research output

Modern Monetary Policy and Central Bank Governance: A Story of Two Tales

Eijffinger, S. C. W. & Masciandaro, D., Aug 2014, Milan: BAFFI Center on International Markets, Money and Regulation, 10 p. (BAFFI Center Research Paper; vol. 2014-157).

Research output: Working paperOther research output

Open Access
File
215 Downloads (Pure)
2012

Is Information Overrated? Evidence from the Pension Domain

Prast, H. M., Teppa, F. & Smits, A., 2012, Amsterdam: De Nederlandsche Bank N.V., 42 p. (DNB Working Paper; vol. 360).

Research output: Working paperOther research output

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9 Downloads (Pure)