19992020

Research output per year

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Research Output

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Working paper
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

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
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

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