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- 1 Similar Profiles
Collaborations and top research areas from the last five years
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Persistent and transitory components of firm characteristics: Implications for asset pricing
Yara, F. B., Boons, M. & Tamoni, A., Apr 2024, In: Journal of Financial Economics. 154, p. 103808Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Do credit markets respond to macroeconomic shocks? The case for reverse causality
Boons, M., Ottonello, G. & Valkanov, R., Oct 2023, In: Journal of Finance. 78, 5, p. 2901-2943Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Dynamic asset (mis)pricing: Build-up vs. resolution anomalies
van Binsbergen, J., Boons, M., Opp, C. & Tamoni, A., Feb 2023, In: Journal of Financial Economics. 147, 2, p. 406-431Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Time-varying state variable risk premia in the ICAPM
Barroso, P., Boons, M. & Karehnke, P., Feb 2021, In: Journal of Financial Economics. 139, 2, p. 428-451 24 p.Research output: Contribution to journal › Article › Scientific › peer-review
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Value return predictability across asset classes and commonalities in risk premia
Yara, F. B., Boons, M. & Tamoni, A., Mar 2021, In: Review of Finance. 25, 2, p. 449-484Research output: Contribution to journal › Article › Scientific › peer-review
Projects
- 1 Finished
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The stock market price of commodity, inflation and state variable risk
Boons, M. (Researcher) & de Roon, F. (Tutor)
1/10/09 → 1/09/13
Project: Research project
Datasets
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Persistent and Transitory Components of Firm Characteristics
Boons, M. (Creator), Yara, F. B. (Creator) & Tamoni, A. (Creator), Mendeley Data, 12 Feb 2024
DOI: 10.17632/sj93bbhdcw.2, https://data.mendeley.com/datasets/sj93bbhdcw/2
Dataset
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Replication code for "Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies"
Opp, C. (Contributor), van Binsbergen, J. (Contributor), Boons, M. (Contributor) & Tamoni, A. (Contributor), Mendeley Data, 9 Nov 2022
DOI: 10.17632/y9gg9zy3cg.1, https://data.mendeley.com/datasets/y9gg9zy3cg
Dataset