Research Output per year
Personal profile
Research interests
Peter de Goeij is associate professor of finance at Tilburg University. His research interest lies in the field of asset pricing and behavioural finance. He has published on asymmetric effects in multivariate GARCH models, insider trading and analyst recommendations. His current research interest lie in the field of financial product communication. He teaches an introductory finance course for Bachelor and premaster students and Investment Analysis courses at the master level.
Personal Homepage
Career
September 2009 - present Adjunct Associate Professor of Finance, Tilburg University
September 2003 - September 2009 Assistant Professor of Finance, Tilburg University
Current courses
Click here for my courses.
Keywords
- Corporate Finance
- Investment Analysis
- Financial Econometrics
- Behavioral Economics
- Finance
Fingerprint Dive into the research topics where Peter de Goeij is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Industry characteristics
Business & Economics
Firm characteristics
Business & Economics
Insider trading
Business & Economics
Capital structure
Business & Economics
Small firms
Business & Economics
Insider
Business & Economics
Shareholder rights
Business & Economics
Small and medium-sized enterprises
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2003 2018
Improving index mutual fund risk perception: Increase financial literacy or communicate better?
de Goeij, P., Van Campenhout, G. & Subotic, M., Jul 2018, In : Economic Notes. 47, 2-3, p. 519-552Research output: Contribution to journal › Special issue › Scientific › peer-review
Risk perception
Investors
Financial literacy
Mutual funds
Risk disclosure
Is macroeconomic announcement news priced?
de Goeij, P., Hu, J. & Werker, B., 2016, In : Bankers, Markets and Investors. 143, p. 4-17Research output: Contribution to journal › Article › Scientific › peer-review
News
Macroeconomic news announcements
Cross-section of stock returns
Price of risk
Contraction
Linear Factor Models and the Estimation of Expected Returns
Sarisoy, C., de Goeij, P. & Werker, B., Mar 2016, Tilburg: NETSPAR, 48 p. (Netspar Academic Paper; vol. DP 03/2016-020).Research output: Working paper › Discussion paper › Other research output
Open Access
File
Assets
Expected returns
Factors
Risk premium
Generalized method of moments estimator
Analysts earnings forecasts: Coexistence and dynamics of overconfidence and strategic incentives
de Goeij, P., Bosquet, K. & Smedts, K., 2015, In : Accounting and Business Research. 45, 3, p. 307-322Research output: Contribution to journal › Article › Scientific › peer-review
Overconfidence
Analysts' earnings forecasts
Incentives
Private information
Coexistence
Analysts forecast error: A robust prediction model and its short term trading
Boudt, K., de Goeij, P., Thewissen, J. & Van Campenhout, G., Sep 2015, In : Accounting and Finance. 55, 3, p. 683-715Research output: Contribution to journal › Article › Scientific › peer-review
Trading strategies
Profitability
Forecast error
Prediction model
Analysts' forecasts
Projects 2009 2021
Data Science oplossingen om pensioencommunicatie te verbeteren
1/01/18 → 1/01/21
Project: Research project
Macroeconomic fundamentals and asset markets
Hu, J., Werker, B. & de Goeij, P.
1/09/09 → 31/12/11
Project: Research project
Prizes / Recognition
Best paper award at the 25th Securities and Financial Markets (SFM) conference
R. Cox (Recipient) & Peter de Goeij (Recipient), 16 Dec 2017
Prize
Securities market
Investors
Financial markets