Erasmus School of Economics
Erasmus School of Economics

Publications

For corrections and additions please contact be-finance-secr@ese.eur.nl

  • Acharya, R., Banerjee, R., Crosignani, M., Eisert, T., & Spigt, R. (2025). Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels. Journal of Financial Economics, Volume 170, August 2025, 104084. Bias, D., Lochner, B., Obernberger, S., Sevilir M. (2025). Going public and the internal organization of the firm. Journal of Finance, forthcoming.
  • Braun, R. Dorau, N., Jenkinson, T., Urban, D. (2025). Size, returns and value: Do private equity firms allocate capital according to manager skill? Journal of Finance, forthcoming.
  • Francke, M., Korevaar, M. (2025). Baby Booms and Asset Booms: Demographic Change and the Housing Market. Journal of Finance, Volume 80, Issue 5, October 2025, Pages 3021-3056.
  • Garcia-Gomez, P., Maug, E., Obernberger, S. (2025). Private Equity Buyouts and Employee Health. Management Science, forthcoming.
  • Gargano, A., Sotes-Paladino, J., Verwijmeren, P. (2025). Short of capital: Stock market implications of short sellers' losses. Management Science, Volume 71, Issue 10, October 2025, Pages 8097-8993, iv-vi.
  • Golez, B., Koudijs, P. (2025). Equity duration and predictability. Journal of Financial Economics, Volume 172, October 2025, 104114.
  • Goyal, A., Reed, A. V., Smajlbegovic, E., Soebhag, A. (2025). Stealthy Shorts: Informed Liquidity Supply. Journal of Financial Economics, Volume 172, October 2025, 104155.
  • Gryglewicz, S., & Kolb, A. (2024). Strategic Pricing in Volatile Markets. Operations Research, , 73(1):444--460.
  • de Jong, A., Kooijmans, T., Koudijs, P. (2025). Going for Broke: Bank Reputation and the Performance of Opaque Securities. Journal of Finance, Volume 80, Issue 6, December 2025, Pages 3263-3312.
  • Poelhekke, S., Vlahu, R., Volosovych, V. (2025). Corporate Acquisitions and Bank Relationships. Management Science, forthcoming.
  • Renjie, R. W., Verwijmeren, P. (2025). Cross-Extrapolative Beliefs: Evidence from Equity Analysts. Management Science, forthcoming.
  • Renjie, R. W., Verwijmeren, P., Xia, S. (2025).: The corporate investment benefits of mutual fund dual holdings. Journal of Financial and Quantitative Analysis , Volume 60 , Issue 2 , March 2025 , pp. 734 – 770.
  • Goyal, V. K., Urban, D., Zhao, W. (2025).Index creation, information changes, and financing. Journal of Accounting Research,  Volume 63, Issue 5, December 2025, Pages 2181-2228.
  • Dittmann, I., Li, A. Y., Obernberger, S., Zheng, J. (2025). Equity-based compensation and the timing of share repurchases: the role of the corporate calendar. Journal of Accounting and Economics, Volume 80, Issue 1, August 2025, 101798.

  • Bernstein, A., & Koudijs, P. (2024). The mortgage piggy bank: Building wealth through amortization. The Quarterly Journal of Economics, 139(3), 1767–1825.
  • Ceballos, L., Piljak, V., & Swinkels, L. (2024). Is firm-level political risk priced in the corporate bond market? Journal of Empirical Finance, 79, 101562.
  • Grundy, B. D., van Bekkum, S., & Verwijmeren, P. (2024). Complementarity of sovereign and corporate debt issuance: mind the gap. Review of Finance, 28(4), 1187–1213.
  • Gryglewicz, S., Mayer, S., & Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives. The Review of Financial Studies, 37(8), 2403–2460.
  • Huisman, R., & van Nijen, B. T. C. (2024). Does adaptive capacity reduce funding costs of municipalities that are exposed to climate change risk? Economics of Energy & Environmental Policy, 13(1), 93–07.
  • Kárpáti, D., & Renneboog, L. (2024). Corporate Financial Frictions and Employee Mental Health. Journal of Financial and Quantitative Analysis, 59(5), 2256–2298.
  • Lewis, C., Munyan, B., & Verwijmeren, P. (2024). Convertible debt arbitrage crashes revisited. Journal of Financial and Quantitative Analysis, 59(4), 1926–1962.
  • Li, J., Chen, Z.-H., Gao, X., Huisman, R., & Koedijk, K. (2024). Lead-lag relations between the Chinese carbon and energy markets: evidence from extreme climate shocks. Finance Research Letters, 70.van Bekkum, S., Gabarro, M., Irani, R. M., & Peydró, J.-L. (2024). The real effects of borrower-based macroprudential policy. Journal of Monetary Economics, forthcoming.

  • Closset, F., Großman, C., Kaserer, C., & Urban, D. (2023). Corporate restructuring and creditor power: Evidence from European insolvency law reforms. Journal of Banking & Finance, 149, 106756.
  • Core, F., & De Marco, F. (2023). Information Technology and Credit: Evidence from Public Guarantees. Management Science, 70(9), 5627–6482.
  • De Jong, A., Kooijmans, T., & Koudijs, P. (2023). Plantation Mortgage-Backed Securities: Evidence from Surinam in the Eighteenth Century. The Journal of Economic History, 83(3), 874–911.
  • Dittmann, I., Montone, M., & Zhu, Y. (2023). Wage gap and stock returns: Do investors dislike pay inequality? Journal of Corporate Finance, 78, 1–36.
  • Eijffinger, S. C. W., & Pieterse-Bloem, M. (2023). Eurozone government bond spreads: A tale of different ECB policy regimes. Journal of International Money and Finance, 139, 102965.
  • Greppmair, S., Jank, S., & Smajlbegovic, E. (2023). On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. Journal of Banking & Finance, 147, 106652.
  • Gryglewicz, S., & Mayer, S. (2023). Dynamic Contracting with Intermediation: Operational, Governance, and Financial Engineering. Journal of Finance, 78, 2779–2836.
  • Hanauer, M. X., Lesnevski, P., & Smajlbegovic, E. (2023). Surprise in Short Interest. Journal of Financial Markets, 65, 100841.
  • Huisman, R., & Lurvink, K. (2023). Impact investment: How change theory can boost key messages. Investments & Pensions Europe, October.
  • Kalemli-Ozcan, S., Sorensen, B. E., Villegas-Sanchez, C., Volosovych, V., & Yesiltas, S. (2023). How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration. American Economic Journal: Macroeconomics, 16(2), 353–374.
  • Korevaar, M. (2023). Reaching for yield and the housing market: Evidence from 18th-century Amsterdam. Journal of Financial Economics, 148(3), 273–296.
  • Lee, I., Verwijmeren, P., & Wang, R. (2023). How do options add value? Evidence from the convertible bond market. Review of Finance, 27(1), 189–222.
  • Schmid, T., & Urban, D. (2023). Female Directors and Firm Value: New Evidence from Directors’ Deaths. Management Science, 69(4), 1935–2545.

  • Acharya, V V, Bergant, K, Crosignani, M, Eisert, T, McCann, F. (2022), The Anatomy of the Transmission of Macroprudential Policies. J FinanceJ Finance, 77: 2533-2575
  • Acharya, V V, Crosignani, M, Eisert, T, Steffen, S (2022), Zombie Lending:  Theoretical, Historical, and International Perspectives, Annual Review of Financial Economics, 14, 21-38
  • Adams, Kraussl, Navone, Verwijmeren (2021), Gendered prices, Review of Financial Studies 34, 3789-3839
  • Arago, V., Barreda-Tarrazona, I., Breaban, A., Matallín, JC and Salvador, E (2022), Market risk aversion under volatility shifts: An experimental study. International Review of Economics & Finance 80, 552-568.
  • Baltussen, G., Swinkels, L., and Van Vliet, P. (2021), Global Factor Premiums, Journal of Financial Economics 142(3), 1128-1154.
  • Blitz, D., Swinkels, L., and Van Zanten, J. (2021), Does sustainable investing deprive unsustainable firms of fresh capital? Journal of Impact and ESG Investing 1(3), 10-25.
  • Blitz, D., Swinkels, L., Usaite, K., and Van Vliet, P. (2022), Shrinking Beta. Journal of Risk, 24(6), 25-40.
  • Blitz, D. and Swinkels, L. (2021), Who owns tobacco stocks? Journal of Asset Management 22, 311-325.
  • Braggion, F, Manconi, A, Zhu, H. (2022), Household Credit and Regulatory Arbitrage: Evidence from Online Marketplace Lending, Management Science, forthcoming Breaban, A., Deck, C. and Johnson, E. (2022), Emotional Differences between Isomorphic Auctions. Journal of Behavioral Finance, 1-11.
  • De Groot, W., Swinkels, L., and Zhou, W. (2021), China A-shares: Strategic allocation to market and factor premiums. Journal of Portfolio Management 47(7), 131-149.
  • De Jong, M., and Swinkels, L. (2022), The Capital-Protection Capacity of Emerging-Markets Inflation-Linked Bonds, Journal of Portfolio Management, 48 (8),127-138
  • Dutordoir, Vagenas-Nanos, Verwijmeren, Wu (2021), A rundown of merger runups, Financial Management 50, 487-518
  • Gargano, A., Sotes-Paladino, J., & Verwijmeren, P. (2022). Out of Sync: Dispersed Short Selling and the Correction of Mispricing. Journal of Financial and Quantitative Analysis, 1-39.
  • Gryglewicz, S., Kolb, A. (2022) Dynamic signaling with stochastic stakes, Theoretical Economics, 17, 539-559
  • Gryglewicz, S., Mancini, L., Morellec, E., Schroth, E., Valta, P. (2022), Understanding Cash Flow Risk. Review of Financial Studies, 35, 3922-3972.
  • Huisman R. and C. Stet (2022), The Dependence of Quantile Power Prices on Supply from Renewables, Energy Economics, 105.
  • Huisman, R., Kyritsis, and Stet (2022), Fat Tails due to Variable Renewables and Insufficient Flexibility: Evidence from Germany, Energy Journal, 43 (5), 231-247.
  • Koolen, D., R. Huisman, and W. Ketter (2022), Decision Strategies in Sequential Power Markets with Renewable Energy, Energy Policy, 167.
  • Schmid, T, Urban, D (2022), Female directors and firm value: New evidence from directors’ deaths. Management Science, 69(4), 1935-2545
  • Swinkels, L. (2022), Allocating to Green Bonds, Journal of Alternative Investments, 26(2),
  • Veenman and Verwijmeren (2022), The earnings expectations game and the dispersion anomaly, Management Science 68 (4), 2377-3174

  • Aleksanyan, M., Hao,Z., Vagenas-Nanos, E., Verwijmeren, P. (2021), Do state visits affect cross-border mergers and acquisitions? Journal of Corporate Finance, 66, 101800
  • Baltussen, G., Da, Z., Lammers, S., Martens, M., Hedging demand and market intraday momentum, Journal of Financial Economics, forthcoming.
  • Baltussen, G., Martens, M., Penninga, O. Predicting Bond Returns: 70 Years of International Evidence, Financial Analyst Journal, forthcoming.
  • Baltussen, G., Swinkels, L., van Vliet, P. Global Factor Premiums, Journal of Financial Economics, forthcoming.
  • Barahona, R., Driessen, J., Frehen, R. (2021), Can unpredictable risk exposure be priced? Journal of Financial Economics, 139(2), 522-544
  • Blitz, D. and L.A.P. Swinkels (2021), Does sustainable investing deprive unsustainable firms of fresh capital? Journal of Impact and ESG Investing, forthcoming.
  • Blitz, D. and L.A.P. Swinkels (2021), Who owns tobacco stocks? Journal of Asset Management, forthcoming.
  • Bollerslev, T., Li, J., Medeiros, M.C., Patton, A.J., Quaedvlieg, R., From Zero to Hero: Realized Partial (Co)Variances, Journal of Econometrics, forthcoming.
  • Bollerslev, T., Li, J., Patton, A.J., Quaedvlieg, R., Realized Semibetas: Disentangling "good" and "bad" downside risks, Journal of Financial Economics, forthcoming.
  • Braggion, F., Dwarkasing, M., Ongena, S., (2021), Household Inequality, Entrepreneurial Dynamism, and Corporate Financing, Review of Financial Studies, 34 (5), 2448-2507.
  • Dai, Y., Gryglewicz, S., Smit, H.J (2021), Less popular but more effective toeholds in corporate takeovers, Journal of Financial and Quantitative Analysis 56, 283-312.
  • Dutordoir, M, Vagenas-Nanos, E, Verwijmeren, P, Wu, B. (2021), A rundown of merger target run-ups. Financial Management, 50, 487– 518.
  • Eichholtz, P., Korevaar, P. Lindenthal, T., Tallec, R., The Total Return and Risk to Residential Real Estate, The Review of Financial Studies, forthcoming.
  • Fons-Rosen, C., Kalemli-Ozcan, S., Sorensen B.E., Villegas-Sanchez, C., Volosovych, V. (2021), Quantifying productivity gains from foreign investment, Journal of International Economics, 131, 103456
  • Huisman, R., D. Koolen, and C. Stet (2021), Pricing Forward Contracts in Power Markets with Variable Renewable Energy Sources, Renewable Energy, 180, 1260-1265.
  • Huisman, R., N. van der Sar, R. Zwinkels (2021), Volatility expectations and disagreement, Journal of Economic Behavior and Organization, 188, 379-393.
  • Francke, M., and M. Korevaar (2021), Housing markets in a pandemic: Evidence from historical outbreaks, Journal of Urban Economics, 123, 103333
  • Groot, W., Swinkels, L.A.P., Zhou, W. (2021), China A-shares: Strategic allocation to market and factor premiums. The Journal of Portfolio Management, forthcoming.
  • Gryglewicz, S., Mayer, S.,  Morellec, E. (2021), Optimal financing with tokens, Journal of Financial Economics, 142, 1038-1067.
  • Jank, S., Roling, C., and Smajlbegovic, E. (2021), Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices, Journal of Financial Economics, 139(1), 209-233.
  • Koudijs, P., Salisbury, L., & Sran, G. (2021). For richer, for poorer: bankers' liability and bank risk in New England, 1867 to 1880. The Journal of Finance, 76(3), 1541-1599.
  • Li, J., Liao, Z., Quaedvlieg, R., Conditional Superior Predictive Ability, Review of Economic Studies, forthcoming.
  • Quaedvlieg, R. (2021), Multi-Horizon Forecast Comparison, Journal of Business & Economic Statistics, 39(1), 40-53.
  • van der Sar, N., and R. Zwinkels, Volatility Expectations and Disagreement, the Journal of Economic Behavior and Organization, forthcoming.
  • Schotman, P., Quaedvlieg, R., Hedging Long-Term Liabilities, Journal of Financial Econometrics, forthcoming.
  • Veenman, D. and P. Verwijmeren, The Earnings Expectations Game and the Dispersion Anomaly, Management Science, forthcoming.

  • Adams, R., Kraussl, R., Navone, M., Verwijmeren, P. (2020), Is Gender in the Eye of the Beholder? Identifying Cultural Attitudes with Art Auction Prices, Review of Financial Studies, forthcoming.
  • Braggion, F, Manconi, A, Zhu, H. (2020), Credit and social unrest: Evidence from 1930s China. Journal of Financial Economics, 138(2), 295-315.
  • Blitz, D., Baltussen, G. , van Vliet, P. (2020), When Equity Factors Drop Their Shorts, Financial Analysts Journal, 76(4), 73-99.
  • Blitz, D. and L.A.P. Swinkels (2020). Do tobacco share owners finance the tobacco business? Journal of Impact and ESG Investing, 1(2), 53-67.
  • Blitz, D. and L.A.P. Swinkels (2020), Is exclusion effective? The Journal of Portfolio Management, 46(3), 42-48.
  • Blitz, D., Huisman, R., Swinkels, L.A.P.  van Vliet, W.N. (2020), Media attention and the volatility effect. Finance Research Letters, 36, 101317.
  • Breaban, A., Noussair, C.N. and Popescu, A. (2020) Contests with money and time: Experimental evidence on overbidding in all-pay auctions, Journal of Economic Behavior and Organization, 171, 391-405.
  • Bollerslev, T., Li, J., Patton, A.J., Quaedvlieg, R., (2020), Realized Semicovariances, Econometrica, 88, 1515-1551.
  • Doeswijk, R.Q., Lam, T.W., Swinkels, L.A.P.  (2020), Historical returns of the market portfolio. The Review of Asset Pricing Studies, 10(3), 521-567.
  • Gryglewicz, S., Hartman-Glaser, B. (2020), Investment timing and incentive costs, Review of Financial Studies 33, 309-357.
  • Gryglewicz, S., Hartman-Glaser, B., Zheng, G. (2020), Growth options, incentives, and pay-for-performance: theory and evidence, Management Science 66, 1248-1277.
  • Gryglewicz, S., Mayer, S., Morellec, E. (2020), Agency conflicts and short- versus long-termism in corporate policies, Journal of Financial Economics 163, 718-742.
  • Grundy P., and  P. Verwijmeren (2020), The external financing of investment, Journal of Corporate Finance, 65, 101745
  • Hoffmann, F.,  Pfeil, S. (2020), Dynamic Multitasking and Managerial Investment Incentives, Journal of Financial Economics, forthcoming.
  • Koudijs, P., & Salisbury, L. (2020). Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850. Journal of Financial Economics, 138(1), 1-26.
  • Verwijmeren, P. and A. Yang (2020), The fluctuating maturities of convertible bonds, Journal of Corporate Finance, 62, 101576.

  • Acharya, V. V., Eisert, T., Eufinger, C., and C. Hirsch (2019), Whatever it takes: The Real Effects of Unconventional Monetary Policy, The Review of Financial Studies, 32 (9) 3366–3411.
  • Alserda, G., Dellaert, B., Swinkels, L., and Van der Lecq, S. (2019). Individual pension risk preference elicitation and collective asset allocation with heterogeneity. Journal of Banking and Finance 101, 206-225.
  • Baltzer, M., Jank, S., Smajlbegovic, E. (2019), Who Trades on Momentum?, Journal of Financial Markets, 42, 56-74.
  • Bekkum, van, S., Baltussen, G., Da, Z. (2019). Indexing and Stock Market Serial Dependence Around the World, Journal of Financial Economics, 132(1), 26-48
  • Braggion, F., Manconi, A., and H. Zhu (2019), Credit and Social Unrest: Evidence from 1930s China, Journal of Financial Economics, forthcoming.
  • Buis, B., Pieterse-Bloem, M.A., Verschoor, W.F.C. and Zwinkels, R.C.J. (2019), Expected issuance fees and market liquidity, Journal of Financial Markets, forthcoming.
  • Closset, F. and D. Urban (2019), The balance of power between creditors and the firm: Evidence from German Insolvency Law, Journal of Corporate Finance, 58, 454-477.
  • Cox, R., Kouwenberg, R., Kamolsareeratana, A. (2019)  Compulsive Gambling in the Financial Markets: Evidence from Two Investor Surveys, Journal of Banking and Finance, forthcoming
  • Cox, R. and P. De Goeij (2019) Regulatory Certification, Risk Factor Disclosure, and Investor Behavior, Review of Finance, forthcoming
  • Eisert, T. and C. Eufinger (2019), Interbank Networks and Backdoor Bailouts: Benefiting from other Banks’ Government Guarantees, Management Science, 65 (8), 3673-3693.
  • Hoffmann, F., Inderst, R., and M. Ottaviani (2019), Persuasion through Selective Disclosure: Implications for Marketing, Campaigning, and Privacy Regulation, Management Science, forthcoming.
  • Smajlbegovic, E. (2019), Regional Economic Activity and Stock Returns, Journal of Financial and Quantitative Analysis, 54(3), 1051-1082.
  • Swinkels, L. (2019). Treasury Bond Return Data Starting in 1962. Data 4(3), 91.
  • Urban, D. (2019), The effects of culture on CEO power: International evidence from executive turnover, Journal of Banking & Finance, 104, 50-69.

  • Acharya, V. V., T. Eisert, C. Eufinger, and C. Hirsch (2018), Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans  The Review of Financial Studies, 31 (8),  2855–2896.
  • Adams, B.R., Akyol, A.C., Verwijmeren, P. (2018), Director skill sets, Journal of Financial Economics, 130(3), 641-662.
  • Antoni, M., Maug, E., Obernberger, S. (2018), Private Equity and Human Capital Risk, Journal of Financial Economics, 133 (3), 634-657.
  • Andonov, A., Hochberg, Y., Rauh, J. (2018), Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds, Journal of Finance, 73, 2041-2086.
  • Bekkum, van, S., Gabarro, M., Irani, R.M. (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Bank Risk-Taking. Review of Financial Studies, 31(3), 943-979.
  • Bekkum, van, S., Baltussen, G., Grient, van der, B. (2018). Unknown Unknowns: Uncertainty About Risk and Stock Returns. Journal of Financial & Quantitative Analysis, 53(4), 1615-1651.
  • Blitz, D., Hallerbach, W., Swinkels, L., and Van Vliet, P. (2018). Equity Solvency Capital Requirements. The Geneva Papers on Risk and Insurance. Issues and Practice, 43(4), 633–652.
  • Bockweg, C., Ponds, E., Steenbeek, O.W. Vonken, J. (2018). Framing and the Annuitization Decision: Experimental Evidence from a Dutch Pension Fund, Journal of Pension Economics & Finance, 17(3), 385-41.
  • Bollerslev, T, Patton, A.J., Quaedvlieg, R. (2018), Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions, Journal of Econometrics, 207(1), 71-91.
  • Grundy, B.D. and P. Verwijmeren (2018). The buyers’ perspective on security design: Hedge funds and convertible bond call provisions, Journal of Financial Economics, 127(1), 77-93.
  • Swinkels, L., (2018). Simulating historical inflation-linked bond returns. Journal of Empirical Finance, 48, 374-389.
  • Verwijmeren, P. and D. Veenman (2018). Do investors fully unravel persistent pessimism in analysts' earnings forecasts? The Accounting Review, 93(3), 349-377.
  • Veld, C., Verwijmeren, P., Zabolotnyuk, Y. (2018), Wealth effects of seasoned equity offerings: A meta-analysis, International Review of Finance, forthcoming.

  • Andonov, A., Bauer, R., Cremers, M. (2017), Pension Fund Asset Allocation and Liability Discount Rates, Review of Financial Studies, 30(8), 2555–2595.
  • Akyol, A.C., Raff, K., Verwijmeren, P. (2017). The elimination of broker voting in director elections, Finance Research Letters, 21, 34-39
  • Berkman, H., McKenzie, M.D., Verwijmeren, P. (2017). Hole in the wall: Informed short selling ahead of private placements, Review of Finance, 21, 1047-1091.
  • Boudt, K., Laurent, S., Lunde, A., Quaedvlieg, R., Sauri, O. (2017). Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity, Journal of Econometrics, 196(2), 347-367.
  • Busch, P. and S. Obernberger (2017). Actual share repurchases, price efficiency, and the information content of stock prices, Review of Financial Studies, 30(1), 324-362.
  • Decamps, J.-P., Gryglewicz, S., Morellec, E., Villeneuve, S. (2017), Corporate Policies with Permanent and Transitory Shocks, Review of Financial Studies, 30 (1), 162-210.
  • Dittmann, I., Yu, K., Zhang, D. (2017), How Important Are Risk-Taking Incentives in Executive Compensation? Review of Finance, 21 (5), 1805-1846.
  • Lecq, van der, F., Rivera-Rozo, J., Steenbeek, O.W. (2018). National culture and the configuration of public pensions, Journal of Comparative Economics, 46(2), 457-479.
  • Li, S., Zhan, X. (2017), Product market threats and stock crash risk, Management Science, forthcoming.
  • Li, Y., Spigt, R., Swinkels, L. (2017). The impact of FinTech start-ups on incumbent retail banks' share prices. Financial Innovation, 3(26), 1-16.
  • Marle, van, M., Verwijmeren, P. (2017). The long and the short of convertible arbitrage: An empirical examination of arbitrageurs’ holding periods, Journal of Empirical Finance, 44, 237-249.
  • Piljak, V., Swinkels, L.A.P. (2017). Frontier and Emerging Government Bond Markets. Emerging Markets Review 30, 232-255.
  • Piljak, V., Swinkels, L.A.P. (2017). Fundamental indexation for developed, emerging, and frontier government bond markets. Journal of Asset Management 18 (5), 405-420.
  • Shi, L., Swinkels L., Lecq, van der, S. (2017). Board diversity and self-regulation in Dutch pension funds. Equality, Diversity and Inclusion, 28(5), 939-963.
  • Siganos, A., Vagenas-Nanos, E., Verwijmeren, P. (2017). Divergence of sentiment and stock market trading, Journal of Banking and Finance, 78, 130-141.
  • Smit H.T.J. and L. Trigeorgis (2017). Strategic NPV: Real options and strategic games under different information structures, Strategic Management Journal, 38, 2555-2578.
  • Swinkels, L. and Xu, Y. (2017). Is the Equity Market Representative of the Real Economy? Economics, Management, and Financial Markets, 12(2), 51-66

  • Bekkum, van, S. (2016). Ireland's 2010 EU/IMF Intervention: Costs and Benefits. Journal of Banking and Finance, 72, 175-183.
  • Bekkum, van, S., Baltussen, G., Grient, B. van der (2016). Unknown Unknowns: Uncertainty About Risk and Stock Returns. Journal of Financial and Quantitative Analysis, forthcoming.
  • Berkman, H., McKenzie, M.D., Verwijmeren, P. (2016). Hole in the wall: Informed short selling ahead of private placements, Review of Finance, forthcoming.
  • Bohnet,I. Van Geen, A., Bazerman, M. (2016). When Performance Trumps Gender Bias: Joint Versus Separate Evaluation. Management Science 62, 1225-1234.
  • Cox, R.H.G.M. and R.C.J. Zwinkels (2016). Mortgage Insurance Adoption in the Netherlands. Real Estate Economics, forthcoming.
  • Duyvesteyn, J.G., Martens, M., Verwijmeren, P. (2016). Political risk and expected government bond returns, Journal of Empirical Finance, 38(A), 498-512.
  • Dutordoir, M., Li, H., Liu, F.H., Verwijmeren, P. (2016). Convertible bond announcement effects: Why is Japan different? Journal of Corporate Finance 37, 76-92.
  • Hillert, A., Maug, E., Obernberger, S. (2016). Stock repurchases and liquidity, Journal of Financial Economics 119, 186-209.
  • Gong, X., Lin, C., Zwinkels, R.C.J. (2016). Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns, Journal of Financial Econometrics 15 (1), 36-61.
  • Grundy, B.D. and P. Verwijmeren (2016), Disappearing call delay and dividend-protected convertible bonds, Journal of Finance 71, 195-223.
  • Korteweg, A., Kraussl, R., Verwijmeren P. (2016). Does it pay to invest in art? A selection-corrected returns perspective, Review of Financial Studies 29, 1007-1038.
  • Mao, Q. and J. Wei (2016). Cash Flow News and the Investment Effect in the Cross-Section of Stock Returns, Management Science 62(9), 2504-2519
  • Pieterse-Bloem, M., Qian, Z., Zwinkels, R.C.J., Verschoor, W.F.C. (2016). Time-varying importance of country and industry factors in European corporate bonds. Journal of Empirical Finance 38, 429–448.

  • Andonov, A., Eichholtz, P., Kok, N. (2015). Intermediated Investment Management in Private Markets: Evidence From Pension Fund Investments in Real Estate, Journal of Financial Markets 22, 73-103.
  • Bekkum, S. van (2015). Inside Debt and Bank Risk. Journal of Financial and Quantitative Analysis 51, 359-385.
  • Boudt, K., Laurent, S., Lunde, A., Quaedvlieg, R., Sauri, O. (2016). Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity, Journal of Econometrics, forthcoming.
  • Cox, R.H.G.M., Brounen, D. & Neuteboom, P. (2015). Financial Literacy, Risk Aversion and Choice of Mortgage-type by Households. The Journal of Real Estate Finance and Economics, 50 (1), 74-112.
  • Doskov, N., Swinkels, L.A.P. (2015). Empirical evidence on the currency carry trade, 1900-2012. Journal of International Money and Finance 51, 370-389.
  • Duyvesteyn, J. and M. Martens, (2015), Forecasting sovereign default risk with Merton’s model, Journal of Fixed Income, 25(2), 58-71.
  • Duyvesteyn, J. and G. de Zwart, (2015), Riding the swaption curve, Journal of Banking and Finance, 59, 57-75.
  • Egbers, T., Swinkels, L.A.P. (2015). Can implied volatility predict returns on the currency carry trade? Journal of Banking and Finance 59, 14-26.

  • Alfaro, L, Kalemli-Ozcan, S., Sorensen, B., Volosovych, V. (2014). Sovereigns, Upstream Capital Flows and Global Imbalances, Journal of European Economic Association 12, 1240-1284.
  • Dittmann, I., Kübler, D., Maug, E., Mechtenberg, L. (2014): Why votes have a value?, Games and Economic Behavior 84, 17-38.
  • Doeswijk, R.Q., Lam, T., Swinkels, L. (2014). The Global Multi-Asset Market Portfolio 1959-2012: Author Response, Financial Analysts Journal 70, 9-11.
  • Doeswijk, R.Q., Lam, T., Swinkels, L. (2014). Strategic Asset Allocation: The Global Multi-Asset Market Portfolio 1959-2012, Financial Analysts Journal 70, 26-41.
  • Grundy, B., Veld, C., Verwijmeren, P., Zabolotnyuk, Y. (2014). Why are conversion-forcing call announcements associated with negative wealth effects? Journal of Corporate Finance 24, 149-157
  • Kalemli-Ozcan, S., Sorensen, B., Volosovych, V. (2014). Deep Financial Integration and Volatility, Journal of European Economic Association, 12, 1558-1585.
  • Lemmon, M., Liu, L.X., Mao, M.Q., Nini, G. (2014). Securitization and capital structure in nonfinancial firms: An empirical investigation, Journal of Finance 69, 1787–1825,
  • Lewis, C. and P. Verwijmeren (2014). Cash-settled convertible bonds and the value relevance of their accounting treatment. Journal of Corporate Finance 24, 101-111.
  • Lin, C., Massa, M., Zhang, H. (2014). Mutual Funds and Information Diffusion: The Role of Country-Level Governance. The Review of Financial Studies 27, 3343-3387.
  • Siganos, A., Vagenas-Nanos, E., Verwijmeren, P. (2014). Facebook’s daily sentiment and international stock markets. Journal of Economic Behavior and Organization 107, 730-743

  • Akyol, A.C. and P. Verwijmeren (2013). Human capital costs, firm leverage, and unemployment rates, Journal of Financial Intermediation 22, 464-481.
  • Andreu, L., Swinkels, L., and Tjong-A-Tjoe, L. (2013). Can exchange traded funds be used to exploit country and industry momentum?, Financial Markets and Portfolio Management 27(3), 127-148.
  • Dai, Gryglewicz, Smit, and De Maeseneire (2013). Similar Bidders in Takeover Contests, Games and Economic Behavior 82: 544-561.
  • De Grauwe P. and A. Markiewicz (2013). Learning to Forecast the Exchange Rate: Two Competing Approaches, Journal of International Money and Finance 32.
  • Dittmann, I., E. Maug, and O. Spalt (2013): Indexing executive compensation contracts, Review of Financial Studies 26, 3182-3224.
  • Goldbaum and Zwinkels (2013). An Empirical Investigation of Heterogeneity and Switching in the Foreign Exchange Market, Journal of Economic Behavior and Organization, forthcoming.
  • Frijns, Gilbet, and Zwinkels (2013). Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach, Quantitative Finance, forthcoming.
  • Ter Ellen, Verschoor, and Zwinkels (2013). Dynamic Expectation Formation in the Foreign Exchange Market, Journal of International Money and Finance 37: 75-97.
  • Lewis, C.M. and P. Verwijmeren (2013), Closing loopholes in the accounting of convertible debt and the impact of call features, Journal of Corporate Finance, forthcoming
  • Spronk, Verschoor, and Zwinkels (2013). Carry Trade and Foreign Exchange Rate Puzzles, European Economic Review 60: 17 - 31.
  • Verschoor W., and R. Zwinkels (2013). Do Foreign Exchange Fund Managers Behave Like Heterogeneous Agents?, Quantitative Finance 13, 1125-1134.
  • Volosovych, V. (2013), Learning About Financial Market Integration from Principal Components Analysis, CESifo Economic Studies 59, 360-391.
  • Volosovych, V. (2013), Risk Sharing from International Factor Income: Explaining Cross-Country Differences, Applied Economics 45, 1435-1459.

  • Baltussen, G., Post, G.T., Assem, M.J. van den & Wakker, P.P. (2012). Random Incentive Systems in a Dynamic Choice Experiment. Experimental Economics 15, 418-443.
  • Assem, M.J. van den & Dolder, D. van (2012). Coöperatie in spelshows. In V.I. Buskens & W.A.F. Maas (Eds.), Samenwerking in sociale dilemma's; Voorbeelden van Nederlands onderzoek (pp. 209-234). Amsterdam: Amsterdam University Press
  • Assem, M.J. van den, Dolder, D. van & Thaler, R.H. (2012). Split or Steal? Cooperative Behavior When the Stakes Are Large. Management Science 58, 2-20.
  • Broek, C. M. van den, Kemp, R., Vries, A. de, & Verschoor W.F.C. (2012) Reputational Penalties to Firms in Antitrust Investigations, Journal of Competition Law and Economics, forthcoming
  • Dell Seta, M., Gryglewicz, S. & Kort, P.M. (2012). Optimal Investment in Learning-Curve Technologies. Journal of Economic Dynamics and Control, 36(10), 1462-1476.
  • Huisman, R., Van der Sar, N., & Zwinkels, R.C.J. (2012) A New Measurement Method of Investor Overconfidence, Economics Letters, 114, 69-71.
  • Jongen, R., Verschoor, W.F.C., Wolff, C.C.P., & Zwinkels, R.C.J. (2012) Explaining Dispersion in the Foreign Exchange Market: A Heterogeneous Agent Approach, Journal of Economic Dynamics and Control, forthcoming.
  • Markiewicz A., 2012 Model Uncertainty and Exchange Rate Volatility, International Economic Review 53.
  • Schauten, M.B.J. & D.J. van Dijk (2012), 'Corporate governance interactions and the cost of debt of large European firms', MET, 18(4), 20-29
  • Steenbeek, O.W. & M.B.J. Schauten (2012), 'Do share repurchase programs create shareholder value?', Valuation Strategies, January/February, 15(3), 14-19.
  • Baltussen,G.,Grient, B. van der, W. de Groot, E. Hennink and W. Zhou (2012) “Exploiting Option Information in the Equity Market” , Financial Analyst Journal 68(4), p. 56–72, July/August 2012.
  • Swinkels, L.A.P. & Vliet, W.N. van (2012). An anatomy of calendar effects. Journal of Asset Management, 13(4), 271-286.
  • Swinkels, L.A.P., Groot, W. & Pang, J. (2012). The cross-section of stock returns in frontier emerging markets. Journal of Empirical Finance, 19(5), 796-818.
  • Swinkels, L.A.P. & Ziesemer, V. (2012). Diversity of Dutch Pension Fund Boards. Pensions, 17(3), 137-143.
  • Swinkels, L.A.P. (2012). Emerging markets inflation-linked bonds. Financial Analysts Journal, 68(5), 38-56.
  • Andreu, L. & Swinkels, L.A.P. (2012). Performance Evaluation of Balanced Pension Plans. Quantitative Finance, 12(5), 819-830.
  • "Blitz, D., Huij, J.J. & Swinkels, L.A.P. (2012). The Performance of European Index Funds and Exchange-Traded Funds. European Financial Management, 18(4), 649-662."
  • Brown, Grundy, Lewis, and Verwijmeren (2012), Convertibles and hedge funds as distributors of equity exposure, Review of Financial Studies 25, 3077-3112
  • Grundy, Lim, and Verwijmeren (2012), Do option markets undo restrictions on short sales: Evidence from the 2008 short sale ban, Journal of Financial Economics 106, 331-348
  • Akyol, Ali, Wei Fen Lim, and Patrick Verwijmeren (2012). Shareholders in the boardroom: Wealth effects of the SEC’s rule to facilitate director nominations, Journal of Financial and Quantitative Analysis 47: 1029-1057.

  • Baltussen, G., Post, G.T., Van den Assem, M.J., & Wakker, P.P., (2011) Random Incentive Systems in a Dynamic Choice Experiment, Experimental Economics, forthcoming.
  • Blitz, D., Huij, J., & Swinkels, L.A.P. (2011), On the Performance of European Index Funds and ETFs. European Financial Management, forthcoming.
  • Blitz, D., Huij, J., & Martins, M. (2011), Residual momentum, Journal of Empirical Finance 18, 506-521
  • Crezee, D.P., and Swinkels, L. (2011), Create Better Diversified High-Conviction Equity Portfolios Using the Portfolio Diversification Index, Journal of Risk, Vol. 13(2), 57-70.
  • Dittmann, I., E. Maug, and D. Zhang (2011). Restricting CEO pay, Journal of Corporate Finance 17, 1200-1220.
  • J. Duyvesteyn, M. Martens, & Safavi, S.N., (2011) Forecasting bond returns using jumps in intraday prices, Journal of Fixed Income 20, 80-90
  • Frijns, B., Lehnert, T, & Zwinkels, R.C.J. (2011). Modeling Structural Changes in the Volatility Process, Journal of Empirical Finance, forthcoming.
  • Gryglewicz, S. (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns. Journal of Financial Economics, Vol. 99(2), 365-384.
  • Jongen, R., Verschoor, W.F.C., & Wolff, C.C.P. (2011) Time-Variation in Term Premia: International Survey-Based Evidence, Journal of International Money and Finance, forthcoming.
  • Jongen, R., Muller, A. and Verschoor, W.F.C., Using Survey Data to Resolve the Exchange Risk Exposure Puzzle: Evidence from U.S. Multinational Firms, Journal of International Money and Finance, 2011, forthcoming.
  • Lecq, S.G. (Fieke) van der, & Van der Wurff, .A.W.I.M., (2011), The price of pension risks, Journal of Risk, 13(3), 83-92.
  • Mehrotra, V., Van Schaik, D., Spronk, J., & Steenbeek, O. (2011). Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan, Journal of Financial and Quantitative Analysis, forthcoming.
  • Schauten, M.B.J., Van Dijk, D., Van der Waal, J-P (2011), Corporate governance and the value of excess cash holdings of large European firms, European Financial Management, forthcoming.
  • Soppe, A., Schauten, M.B.J., Soppe, J., Kaymak, U. (2011), "Corporate Social Responsibility Reputation (CSRR): Do Companies Comply with their Raised CSR Expectations?", Corporate Reputation Review, forthcoming.
  • Van Bekkum, S., Smit, J. T. J. & Pennings, H. P. G. (2011). Buy Smart Time Smart. Financial Management, 40 (4),911-940.
  • Volosovych, V. (2011), Financial Market Integration Over the Long Run: Is there a U-shape? Journal of International Money and Finance 30, 1535-1561

  • Baltussen, G. (2010). Irrational diversification; an examination of portfolio choice. Journal of Financial and Quantitative Analysis, forthcoming.
  • Berkelaar, B., and Kouwenberg, R., (2010), A Liability-Relative Drawdown Approach to Pension Asset Liability Management, Journal of Asset Management, vol. 11, p. 194-217.
  • Blitz, D., Houweling, P., Huij, J. J., Rejeb, S. & Swinkels, L. A. P. (2010). Can theoretical risk premiums be captured by investing in passive funds? VBA Journaal, vol. 26(4), 12-15.
  • Bloys van Treslong, A. & Huisman, R., (2010), A Comment on: Storage and the Electricity Forward Premium, Energy Economics, 32 (2), 321-324.
  • Chulia-Soler, H., Martens, M.P.E. & Dijk, D.J.C. van (2010). Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations. Journal of Banking and Finance, 34, 834-839
  • De Jong, E., Verschoor, W.F.C., & Zwinkels, R.C.J. (2010), "Heterogeneity of Agents and Exchange Rate Dynamics: Evidence from the EMS, Journal of International Money and Finance, Vol. 29(8), 1652-1669.
  • Dimmock, S., and Kouwenberg, R., (2010), Loss-Aversion and Household Portfolio Choice, Journal of Empirical Finance, vol. 17(3), 441-459.
  • Dittmann, I., (2010). Discussion of "Are CEOs compensated for value destroying growth in earnings?", Review of Accounting Studies, 15, 578-583.
  • Dittmann, I., Maug, E. & Schneider, C., (2010). Bankers on the boards of German firms: What they do, what they are worth, and why they are (still) there, Review of Finance, 14, p.35-71.
  • Dittmann, I., Maug, E. & Spalt, O. (2010), Sticks or carrots? Optimal CEO compensation when managers are loss-averse, Journal of Finance, vol. 65 (6), 2015-2050.
  • Frijns, B., Lehnert, T. and , Zwinkels, R., (2010). Behavioral Heterogeneity in Option Prices, Journal of Economic Dynamics and Control, Vol. 34 (11), 2273 - 2287.
  • Gryglewicz, S. (2010). A theory of corporate financial decisions with liquidity and solvency concerns, Journal of Financial Economics, forthcoming.
  • Henker, H. & Martens, M.P.E. (2010). Spread decomposition with common spread components". International Journal of Managerial Finance 6, 88-115
  • Martens, M.P.E. & Budiono, D. (2010) Mutual funds selection based on fund characteristics" Journal of Financial Research, forthcoming
  • Schauten, M.B.J. (2010). Shareholder Value Misunderstood. Valuation Strategies (pp. 34-35).
  • Schauten, M.B.J., Stegink, R. & De Graaff, R. (2010). The Discount Rate for Discounted Cash Flow Valuations of Intangible Assets, Managerial Finance, 36 (9).
  • Schauten, M.B.J., Soppe, J, & Soppe, A, (2010). Maatschappelijk verantwoord ondernemen (MVO) en reputatie, de introductie van een maatstaf voor MVO-Reputatie, Maandblad voor Accountancy en Bedrijfseconomie, July/August, 395-404.
  • Smit, H.T.J., & Moraitis, T. (2010). Playing at Serial Acquistions, California Management Review, 53(1), 56-89.
  • Smit, H.T.J. & Moraitis, T. (2010). Strategic Options in Serial Acquisitions, Long Range Planning, 43, 85 – 103.
  • Smit, J.T.J. & Trigeorgis, L. (2010). Flexibility and Games in Strategic Investment. Multinational Finance Journal, forthcoming.
  • Swinkels, L.A.P., & Van Ommeren, S. (2010), Hoe waarderen we ons pensioen?, Maandblad voor Accountancy en Bedrijfseconomie, Issue 5, 245-253.
  • Verschoor, W.F.C., van den Broek, S. Kemp, R. & de Vries, A-C. (2010). Reputatieschade als handhavingsinstrument, Economisch Statistische Berichten, 19 February 2010.
  • Zwinkels, R.C.J. & Beugelsdijk, S. (2010). Gravity equations; workhorse or Trojan horse in explaining trade and FDI patterns across time and space? International Business Review, 19(1), 102-115
  • Zwinkels, R.C.J. & ter Ellen, S. (2010). Oil Price Dynamics: A Behavioral Finance Approach with Heterogeneous Agents, Energy Economics, Vol. 32 (6) 1427 - 1434.

  • Berkelaar, A. & Kouwenberg, R.R.P. (2009). From boom 'til bust: how loss aversion affects asset prices. Journal of Banking and Finance, 33(6), 1005-1013.
  • Huisman, R., Mahieu, R. and Schlichter, F. (2009). Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations, Energy Economics, 31, 169-174.
  • Lewis, V., and Markiewicz, A., (2009). Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle, The B.E. Journal of Macroeconomics, 9(1), Article 13.
  • Maeseneire, W. De (2009). How do Investments Banks Value Initial Public Offerings (IPOs)? Journal of Business Finance and Accounting, 36(1&2), 130-160.
  • Markwat, T.D., De Zwart, G.J., Swinkels, L.A.P., & Van Dijk, D.J.C., (2009). The economic value of fundamental and technical information in emerging currency markets. Journal of International Money and Finance, 28(4), 581-604.
  • Martens, M., Bannouh, K., and Van Dijk, D.J.C., (2009). Range-based covariance estimation using high-frequency data: The realized co-range, Journal of Financial Econometrics, 7, 341-372.
  • Martens, M., Van Dijk, D.J.C., De Pooter, M., (2009). Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements, International Journal of Forecasting, 25, 282-303.
  • Rzezniczak, P. & Swinkels, L.A.P. (2009). Performance evaluation of Polish mutual fund managers. International Journal of Emerging markets, 4(1), 26-42.
  • Schauten, M.B.J. & J. Spronk (2009), 'Optimal Capital Structure Decision in a Multi-Criteria Framework, Solutions for an M&A Case as Proposed by Practicing Financial Experts', Journal of Financial Decision Making 5(1), 73-102.
  • Smit, J.T.J. & Trigeorgis, L. (2009). Valuing Infrastructure Investment: An Option Games Approach. California Management Review, 51(2), 21-39.
  • Swinkels, L.A.P., (2009). De echte gevolgen van de ontwikkelingen in de regelgeving voor pensioenfondsen [in Dutch; The real implications of regulatory developments for pension funds] VBA Journaal, 25(4), 16-20.
  • Van Bekkum, S., Pennings, H.P.G. & Smit, J.T.J. (2009). A Real Options Perspective on R&D Portfolio Diversification. Research Policy, 38(7), 1150-1158.
  • Verschoor, W.F.C., Jong, E. de & Zwinkels, R. (2009). A heterogeneous route to the EMS crisis. Applied Economics Letters, 16, 929-932.
  • Verschoor, W.F.C., & Muller, A., (2009). The Effect of Exchange Rate Variability on U.S. Shareholder Wealth. Journal of Banking and Finance, 33, 1963-1972.
  • Verschoor, W.F.C., Zwinkels, R.C.J. & De Jong, E. (2009). Behavioral Heterogeneity and Shift-Contagion: Evidence from the Asian Crisis. Journal of Economic Dynamics and Control, 33, 1929-1944.

  • Blitz, D. & Swinkels, L.A.P. (2008). Fundamental indexation: an active value strategy in disguise. Journal of Asset Management, 9(4), 264-269.
  • Dittmann, I., Maug, E.G. & Schneider, C. (2008). How Preussag became TUI: A clinical study of institutional blockholders and restructuring in Europe. Financial Management, 37(3), 571-598.
  • Dittmann, I. & Ulbricht, N. (2008). Timing and wealth effects of German dual class stock unifications. European Financial Management, 14(1), 163-196.
  • Gryglewicz, S., Huisman, K.J.M. & Kort, P.M. (2008). Finite Project Life and Uncertainty Effects on Investments, Journal of Economic Dynamics and Control, 32, 2191-2213.
  • Henker, T. & Martens, M.P.E. (2008). Price discovery and liquidity in basket securities. The Financial Review, 43(2), 219-239.
  • Huisman, R. (2008). The influence of temperature on spike probability in day-ahead power prices, Energy economics, 30, 2697-2704.
  • Martens, M.P.E. , De Pooter, M & Van Dijk, D.J.C.,(2008). Predicting the daily covariance matrix of S&P100 stocks using intraday data - but which frequency to use?" Econometric Reviews 27, 199-229.
  • Post, G.T. (2008). On the Dual Test for SSD Efficiency: With an Application to Momentum Investment Strategies. European Journal of Operational Research, 185(3), 1564-1573.
  • Post, G.T., Van den Assem, M.J., Baltussen, G. & Thaler, R. (2008). Deal or No Deal? Decision making under risk in a large-payoff game show, American Economic Review, 98(1), 38-71.
  • Post, G.T., Vliet, W.N. van & Levy, H. (2008). Risk aversion and skewness preference. Journal of Banking and Finance, 32(7), 1178-1187.
  • Schauten, M.B.J. & Blom, J.J.A. (2008). Corporate Governance and the Cost of Debt, in: Soares, J.O., Pina, J. and M. Catalao-Lopes, New Developments in Financial Modelling, Cambridge Scholars Publishing, 116-145.
  • Schauten, M.B.J., Swieringa, J. (2008). The Choice of Payment Method in Dutch Mergers and Acquisitions, The Icfai University Journal of Mergers & Acquisitions, 5(2), 26-59.
  • Groot, W. & Swinkels, L.A.P. (2008). Incorporating uncertainty about alternative assets in strategic pension fund asset allocation. Pensions, 13, 71-77.
  • Kleimeier, S., Lehnert, H. & Verschoor, W.F.C. (2008). Measuring financial contagion using time-aligned data: The importance of the speed of transmission of shocks. Oxford Bulletin of Economics and Statistics, 70, 493-508.
  • Nijman, E. & Swinkels, L.A.P. (2008). Stratetic and tactical allocation to commodities for retirment savings schemes. In F. Fabozzi, R. Fuss & D.G. Kaiser (Eds.), Handbook of Commodity Investing (pp. 522-546). New Jersey: Wiley.
  • Verschoor, W.F.C. & Jongen, R. (2008). Further evidence on the rationality of interest rate expectations. Journal of International Financial Markets, Institutions and Money, 18, 438-448.
  • Verschoor, W.F.C. & Muller, A. (2008). The Latin-American Exchange Exposure of U.S. Multinationals. Journal of Multinational Financial Management, 2008(18), 112-130.
  • Verschoor, W.F.C., Jongen, R. & Wolff, C.C.P. (2008). Foreign Exchange Rate Expectations: Survey and Synthesis. Journal of Economic Surveys, 22(1), 140-165.
  • Verschoor, W.F.C., Straetmans, S. & C.C.P. Wolff (2008). Extreme US Stock Market Fluctuations in the Wake of 9/11, Journal of Applied Econometrics, 2008, 23, 17-42.
  • Zwinkels, R., Beugelsdijk, S., Smeets, R., (2008) The impact of horizontal and vertical FDI on host's country economic growth, International Business Review, 17(4): 452-472.

  • Dittmann, I. & Maug, E.G. (2007). Lower salaries and no options? On the optimal structure of executive pay. The Journal of Finance, 62(1), 303-343.
  • H.T. Haanappel and Smit H.T.J., 2007,"Return Characteristics of Strategic Options", Annals of Operations Research. 151 (1), April 2007 pp. 57-80.
  • Huisman, R., Mahieu, R., and Huurman, C. (2007). Hourly electricity prices in day-ahead markets, Energy economics, 29, 240-248.
  • Huisman, R., and Huurman, C. (2007). Being in Balance: More Efficiency Through Liberalization, ICFAI Journal of Environmental Economics, 5 (1), 28-43.
  • Hyung, N. & Vries, C.G. de (2007). Portfolio selection with heavy tails. Journal of Empirical Finance, 14(2007), 383-400.
  • Kouwenberg, R., and Ziemba, B., (2007), Incentives and Risk Taking in Hedge Funds, Journal of Banking & Finance, vol. 31, 3291-3310.
  • Livingston, M.B., Naranjo, A. & Zhou, L. (2007). Asset Opaqueness and Split Bond Ratings. Financial Management, 36(3), 49-49.
  • Livingston, M.B. & Williams, G (2007). Drexel Burnham Lambert's Bankruptcy and the subsequent decline in underwriter fees. Journal of Financial Economics, 84(2), 472-501.
  • Martens, M.P.E., & Van Dijk, D.J.C.,(2008). Measuring volatility with the realized range" Journal of Econometrics 138, 181-207
  • Post, G.T. (2007). A Nonparametric Efficiency Estimation in Stochastic Environments II: noise-to-signal estimation, finite sample performance and hypothesis testing. Journal of Banking and Finance, 31(7), 2065-2080.
  • Post, G.T. & Versijp, P.J.P.M. (2007). Multivariate Test for Stochastic Dominance efficiency of a Given Portfolio. Journal of Financial and Quantitative Analysis, 42(02), 489-515.
  • Smit, J.T.J. & Trigeorgis, L. (2007). Strategic Options and Games in Analyzing Dynamic Technology Investments. Long Range Planning, 40(1), 84-114.
  • Smit H.T.J., and L. Trigeorgis, 2007, "Flexibility, Strategic Options and Dynamic Competition in Technology Industries", Long Range Planning 40, 84-114.
  • Swinkels, L.A.P. & Tjong-A-Tjoe, L (2007). Can mutual funds time investment styles? Journal of Asset Management, 8(2007), 123-132.
  • Trigeorgis, L., Brosch, R and Smit, H.T.J., 2007, “The Journal Report: Business Insight - Strategy: Stay Loose”, The Wall Street Journal, September 15, 2007, p. R4.

  • Dittmann, I. (2006). The optimal use of fines and imprisonment if governments don't maximize welfare. Journal of Public Economic Theory, (ISSN 1097-3923), 8(4), 677-695.
  • Giorgi, U De, & Post, G.T. (2006). Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM. Journal of Financial and Quantitative Analysis, (ISSN 0022-1090), accepted.
  • Hallerbach, W.G.P.M. (2006). The information Ratio as a Performance Metric. Medium for Econometric Applications, 14(1), 8-11.
  • Cumperayot, P., Keijzer, T., & Kouwenberg, R.R.P. (2006). Linkages between extreme stock market and currency returns. Journal of International Money and Finance, (ISSN 0261-5606), 25(3), 528-550.
  • Post, G.T. (2006). A Nonparametric Efficiency Estimation in Stochastic Environments II: noise-to-signal estimation, finite sample performance and hypothesis testing. Journal of Banking and Finance, (ISSN 0378-4266), accepted.
  • Post, G.T., & Vliet, W.N. van (2006). Downside Risk and Asset Pricing. Journal of Banking and Finance, (ISSN 0378-4266), 30(3), 823-849.
  • Post, G.T., & Versijp, P.J.P.M. (2006). Multivariate test for stochastic dominance efficiency of a given portfolio. Journal of Financial and Quantitative Analysis, (ISSN 0022-1090), accepted.
  • Post, G.T. (2006). On the Dual Test for SSD Efficiency: With an Application to Momentum Investment Strategies. European Journal of Operational Research, (ISSN 0377-2217), accepted.
  • Post, G.T., Vliet, W.N. van, & Levy, J.H. (2006). Risk Aversion and Skewness Preference. Journal of Banking and Finance, (ISSN 0378-4266), accepted.
  • Pouchkarev, I., Spronk, J., & Trinidad Segovia, J.E. (2006). Empirical Insight on the Heterogeneity of the Spanish Stock Market. Estudios de Economia Aplicada, (ISSN ???037470), 24-3(2006), 1089-1106.
  • Schauten, M.B.J., & Tans, B. (2006). Cost of Capital of Government's Claims and the Present Value of Tax Shields. Financieel Forum / Bank- en financiewezen, 2006(2), 86-89.
  • Stegink, R., Schauten, M.B.J., & Graaff, G de (2006). De disconteringsvoet ten behoeve van DCF waarderingen van immateriele activa. MAB, (ISSN 0924-6304), 7/8, 372-381.
  • Smit, J.T.J., & Trigeorgis, L.T. (2006). Real options and games: Competition, alliances and other applications of valuation and strategy. Review of Financial Economics, (ISSN 1058-3300), 15(2), 95-112.
  • Smit, J.T.J., & Haanappel, H.T. (2006). Return Distributions of Stategic Growth Options. Annals of Operations Research, (ISSN 0254-5330).
  • Smit, J.T.J., & Trigeorgis, L.T. (2006). Strategic Panning: Valuing and Managing Portfolios of Real Options. R and D Management, (ISSN 0033-6807), 36(4), 403-420.
  • Kuipers, B., Sch? S., & Steenbeek, O.W. (2006). Lage inkomens en jongeren profiteren van hypotheekrenteaftrek. Economisch-Statistische Berichten, (ISSN 0013-0583), 91(4491).
  • Lecq, S.G. van der, & Steenbeek, O.W. (2006). Solidariteit in Euro's. PM. Pensioen Magazine, (ISSN 1385-4445), december(12), 14-18.
  • Swinkels, L.A.P., & Sluis, P.J. van der (2006). Return-based style analysis with time-varying exposures. The European Journal of Finance, (ISSN 1351-847X), 12(6/7), 529-552.
  • Swinkels, L.A.P. (2006). Zijn pensioenregelingen gewijzigd als gevolg van de introductie van IFRS? MAB, (ISSN 0924-6304), 562-570.
  • Swinkels, L.A.P. (2006). De opmars van beleggen in sectoren gestuit? Technische en Kwantitatieve Analyse, 12, 39-41.
  • Swinkels, L.A.P., & Vliet, W.N. van (2006). Risk budgeting under shortfall constraints. Investment & Pensions Europe, (ISSN 1369-3727), August(2006), 7.

  • Assem, M.J. van den & G.T. Post (2005). Miljoenenjacht: voer voor economen. Economisch-Statistische Berichten, 90(4476), 538-539.
  • Berkelaar, A., Gromicho, J., Kouwenberg, R.R.P., & Zhang, S. (2005). A Primal-Dual Decomposition Algorithm for Stochastic Convex Programming. Mathematical Programming, 104, 153-177.
  • Hallerbach, W.G.P.M. (2005). An Alternative Decomposition of the Fisher Index. Economics Letters, 86/2, 147-152.
  • Hallerbach, W.G.P.M. (2005). Holding Period Return-Risk Modeling: The Importance of Dividends. Estudios de EconomiaAplicada, 23/1, 45-65.
  • Hallerbach, W.G.P.M., Spronk, J, Hundack, C.J.E., & Pouchkarev, I. (2005). Market Dynamics From The Portfolio Opportunity Perspective: The DAX Case. Zeitschrift fur Betriebswirtschaft, 75(7/8), 739-764.
  • Hallerbach, W.G.P.M., & Pouchkarev, I. (2005). A Relative View on Tracking Error. ERS-2005. (Int. rep. 063-F&A). ERIM.
  • Kouwenberg, R.R.P., & Mentink, A.A. (2005). Links between West, Central and East European Security Markets. In A. Batten Jonathan & Kearney Colm (Eds.), Emerging European Financial Markets: Independence and Integration Post-Enlargement. International Finance Review, volume 6 (pp. 353-381-14). Elsevier Publishers. Boekdeel.
  • Maeseneire, W. De, Smit, J.T.J., & Berg, W.A. van den (2005). De markt voor Private Equity. Finance & Control, april 2005(4), 15-17.
  • Post, G.T., & Levy, H. (2005). Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs. The Review of Financial Studies, 18(Fall 2005), 925-953.
  • Swinkels, L.A.P. (2005). Dutch insifhts for the Swedish traffic light system. Nordic Region Pension News, autumn(2005), 42-43.
  • Vries, C.G. de, Einmahl, J.H.J., Foppen, W.N., & Laseroms, O.W (2005). "VaR stress test for highly non-linear portfolios". The Journal of Risk, 6, 382-387.
  • Vries, C.G. de, & Hyung, N. (2005). Portfolio Diversification Effects of Downside Risk. Journal of Financial Econometrics, 3(1), 107-125.
  • Watkins, K., Spronk, J. , & Felix, L. (2005). Propagacie de crisis en las empresas: la experience mexicana. Economia Mexicana, XIV(1), 119-135.

  • Assem, M.J. van den, Sar, N.L. van der, Logtestijn, G.J.A.M., Haanen, R.A.J., & Krol, R.E. (2004). De totstandkoming van de introductieprijs bij IPO's. Bestuurders over hun beursgang in Nederland. MAB. Maandblad voor Accountancy en Bedrijfseconomie, mei(5), 223-232.
  • Berkelaar, A., Post, G.T., & Kouwenberg, R.R.P. (2004). Optimal portfolio choice under loss aversion.Review of Economics and Statistics, 86(4), 973-987.
  • Hallerbach, W.G.P.M., & Menkveld, A.J. (2004).Analysing perceived downside risk: the component value-at-risk framework. European Financial Management, 10(4), 567-591.
  • Hallerbach, W.G.P.M., Ning, H., Soppe, A.B.M., & Spronk, J. (2004).A framework for managing a portfolio of socially responsible investments. European Journal of Operational Research, 153(2), 517-529.
  • Houweling, P., Mentink, A.A., & Vorst, A.C.F. (2004). Valuing Euro rating-triggered step-up telecom bonds. Journal of Derivatives, 11(3), 63-80.
  • Jong, F. de, Driessen, J., & Pelsser, A.A.J. (2004).On the information in the interest rate term structure and option prices. Review of Derivatives Research, 7, 99-127.
  • Kuosmanen, T., & Post, G.T. (2004). Shadow price approach to productivity measurement: a modified malmquist Index. Journal of Productivity Analysis, 22(1), 95-121.
  • Martens, M.P.E., & Zein, J. (2004). Predicting financial volatility: high-frequency time-series forecasts vis-à-vis implied volatility. Journal of Futures Markets, 24(11), 1005-1028.
  • Molyneux, P., Girardone, C., & Gardener, E.P.M. (2004). Analysing the determinants of bank efficiency - The case of Italian banks.Applied Economics, 36(3), 215-227.
  • Molyneux, P., Casu, B., & Girardone, C. (2004).Productivity in European banking - A comparison of parametric and non-parametric approaches. Journal of Banking & Finance, 28(10), 2521-2540.
  • Molyneux, P., Wilson, J.O.S., & Goddard, J. (2004). The profitability of European banks - A cross-sectional and dynamic panel analysis. Manchester School, 72(3), 363-381.
  • Pietersz, R., & Pelsser, A.A.J. (2004).Risk-managing Bermudan swaptions in a LIBOR model. Journal of Derivatives, 11(3), 51-62.
  • Post, G.T., & Levy, H. (2004). Does risk seeking drive asset prices? A stochastic dominance analysis of aggregate investor preferences. Review of Financial Studies, 18, 925-953.
  • Sar, N.L. van der (2004). Behavioral finance: How matters stand. Journal of Economic Psychology, 25(3), 425-444.
  • Smit, J.T.J. (2004). Waarde en ontwikkeling van buyouts. MAB. Maandblad voor Accountancy en Bedrijfseconomie, 1/2, 32-41.
  • Spronk, J., & Wijst, N. van der (2005). Financial modelling and the quality of corporate reports. European Journal of Operational Research, 161(2), 295-297.
  • Vries, C.G. de, Hartmann, P., & Straetmans, S. (2004). Asset market linkages in crisis periods.Review of Economics and Statistics, 81, 313-326.

  • Bergh, W.M. van den, Berg, J. van den, & Kaymak, U. (2003). Financial markets analysis by using a probabilistic fuzzy modelling approach. International Journal of Approximate Reasoning, 35, 291-305.
  • Campbell, R. and Huisman, R., (2003) Measuring Credit Spread Risk, The Journal of Portfolio Management, 29, 4, 121-127.
  • Cherchye, L., & Post, G.T. (2003). Methodological advances in DEA: A survey and an application for the Dutch electricity sector. Statistica Neerlandica, 57(4), 410-438.
  • Gondzio, J., Kouwenberg, R.R.P., & Vorst, A.C.F. (2003). Hedging options under transaction costs and stochastic volatility.Journal of Economic Dynamics & Control, 27(6), 1045-1068.
  • Hallerbach, W.G.P.M. (2003). Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration. Applied Financial Economics, 4(13), 287-294.
  • Huisman, R., and Mahieu, R., (2003) Regime jumps in electricity prices, Energy economics, 25, 425-434.
  • Huisman, R., and De Jong, C. (2003) Option Pricing for Power Prices with Spikes, Energy + Power Risk Management, February, 12-16.
  • Kouwenberg, R.R.P., (2003), Do Hedge Funds Add Value to a Passive Portfolio: Correcting for Non-Normal Returns and Disappearing Funds, Journal of Asset Management, vol. 3/4, 361-382.
  • Kouwenberg, R.R.P., & Berkelaar, A. (2003). Retirement saving with contribution payments and labor income as a benchmark for investments. Journal of Economic Dynamics & Control, 27(6), 1069-1097.
  • Kuosmanen, T., & Post, G.T. (2003). Note on: Measuring economic efficiency with incomplete price information. European Journal of Operational Research, 144(2), 454-457.
  • Merkoulova, J.W., & Roon, F.A. de (2003).Hedging long-term commodity risk. Journal of Futures Markets, 23(2), 109-133.
  • Merkoulova, J.W. (2003). Price limits in futures markets: effects on the price discovery process and volatility. International Review of Financial Analysis, 12(3), 311-328.
  • Molyneux, P., & Casu, B. (2003).A comparative study of efficiency in European banking. Applied Economics, 35(17), 1865-1876.
  • Post, G.T., Cherchye, L., & Kuosmanen, T. (2003). Nonparametric effiency estimation in stochastic environments. Operations Research, 50(4), 645-655.
  • Post, G.T. (2003). Empirical tests for stochastic dominance efficiency. Journal of Finance, 58(5), 1905-1931.
  • Sar, N.L. van der (2003). Calendar effects on the Amsterdam stock exchange.De Economist, 151(3), 271-292.
  • Schauten, M.B.J., & Blom, J.J.A. (2003). De kwaliteit van corporate governance en de kosten van vreemd vermogen. MAB. Maandblad voor Accountancy en Bedrijfseconomie, 11, 530-538.
  • Smit, J.T.J. (2003). Infrastructure investment as a real options game: the case of European airport expansion. Financial Management, 32(4), 27-57.
  • Spronk, J., & Vermeulen, E.M. (2003). Comparative performance evaluation under uncertainty.European Journal of Operational Research, 150(3), 482-495.

  • Altunbas, Y., Otabek, F., & Molyneux, P. (2002). Evidence on the bank lending channel in Europe.Journal of Banking & Finance, 26(11), 2093-2110.
  • Cherchye, L., Kuosmanen, T., & Post, G.T. (2002). Non-parametric production analysis in non-competitive environments. International Journal of Production Economics, 80(3), 279-294.
  • Kouwenberg, R.R.P., Berkelaar, A., & Cumperayot, P. (2002). The effect of VaR based risk management on asset prices and the volatility smile. European Financial Management, 8, 139-164.
  • Kuosmanen, T., & Post, G.T. (2002).Quadratic data envelopment analysis. Journal of the Operational Research Society, 53(11), 1204-1214.
  • Martens, M.P.E., Chang, Y.C., & Taylor, S.J. (2002). A comparison of seasonal adjustment methods when forecasting intraday volatility. Journal of Financial Research, 25(2), 283-299.
  • Martens, M.P.E. (2002). Measuring and forecasting S&P 500 index-futures volatility using high-frequency data. Journal of Futures Markets, 22, 497-518.
  • Molyneux, P., & Ibanez, P. (2002).Financial restructuring in European banking and foreign expansion. Latin American Research Review, 3(4), 19-57.
  • Pelsser, A.A.J., & Kerkhof, J.C.M.T. (2002).Observational equivalence of discrete string models and market models. Journal of Derivatives, 10(1), 55-61.
  • Post, G.T., & Kuosmanen, T. (2002). Nonparametric efficiency analysis under price uncertainty: a first-order stochastic dominance approach. Journal of Productivity Analysis, 17(3), 183-200.
  • Post, G.T., & Kuosmanen, T. (2002). Shadow price approach to total factor productivity measurement: with an application to Finnish Grass-Silage production. Journal of Productivity Analysis, 22(1), 95-121.
  • Post, G.T., Cherchye, L., & Kuosmanen, T. (2002). Nonparametric production analysis in non-competitive environments. International Journal of Production Economics, 80(3), 279-294.

  • Campbell, R., Huisman, R., and Koedijk, C.G., (2001) Optimal Portfolio Selection in a Value at Risk Framework, Journal of Banking and Finance, 25, 1789–1804.
  • Cherchye, L., Kuosmanen, T., & Post, G.T. (2000). Alternative treatments of Congestion in DEA.European Journal of Operational Research, 132(1), 75-80.
  • Cherchye, L., Kuosmanen, T., & Post, G.T. (2001). FDH Directional distance functions with an application to European Commercial banks. Journal of Productivity Analysis, 15, 201-215.
  • Dekker, D.J., & Post, G.T. (2001). A quasi-convace DEA model with an application for bank branch performance evaluation.European Journal of Operational Research, 132(2), 54-68.
  • Houweling, P., Hoek, J., & Kleibergen, F.R. (2001). The joint estimation of term structures and credit spreads. Journal of Empirical Finance, 8, 297-323.
  • Huisman, R., Koedijk, C.G., Kool, C., and Palm, F., (2001) Tail Index Estimation in Small Samples, Journal of Business and Economic Statistics, 19, 208-216.
  • Huisman, R., and Mahieu, R., (2001) Regime Jumps in Power Prices, Energy + Power Risk Management, September, 32-35.
  • Kouwenberg, R.R.P., & Gondzio, J. (2001).High performance computing for asset liability management. Operations Research, 49, 879-891.
  • Kouwenberg, R.R.P. (2001). Scenario generation and stochastic programming models for asset liability management. European Journal of Operational Research, 134(2), 279-292.
  • Kuosmanen, T., & Post, G.T. (2001). Measuring economic efficiency with incomplete price information: with special application to European commercial banks. European Journal of Operational Research, 134(1), 44-58.
  • Martens, M.P.E., & Poon, S-H.(2001). Returns synchronization and daily correlation dynamics between international stock markets. Journal of Banking & Finance, 25, 1805-1827.
  • Martens, M.P.E. (2001).Forecasting daily exchange rate volatility using intraday returns. Journal of International Money and Finance, 20, 1-23.
  • Molyneux, P., Altunbas, Y., & Gardener, E.P.M. (2001). Efficiency in European Banking.European Economic Review, 45(10), 1931-1955.
  • Molyneux, P., Evans, L., & Altunbas, Y. (2001).Bank ownership and efficiency. Journal of Money, Credit, & Banking, 33(4), 926-954.
  • Post, G.T. (2001). Estimating non-convex production sets using transconcave DEA. European Journal of Operational Research, 131(1), 132-142.
  • Post, G.T. (2001).Performance evaluation in stochastic environment using mean-variance data envelopment analysis. Operations Research, 49(2), 281-292.
  • Post, G.T. (2001).Transconcave data envelopment analysis. European Journal of Operational Research, 132(2), 131-146.
  • Spronk, J., & Wijst, N. van der (Eds.). (2001). European Journal of Operational Research, 134(2).
  • Spronk, J., & Wijst, N. van der (2001). Financial modelling in the new millennium.European Journal of Operational Research, 134(2), 229-231.
  • Steenbeek, O.W., & Grimmelt, B. (2001). Venture capital deal structurering in Nederland. MAB. Maandblad voor Accountancy en Bedrijfseconomie, 75(7/8), 321-335.
  • Vliet, W.N. van, & Broekman, P. (2001). Winstbelasting en kapitaalstromen in de EU. OpenbareUitgaven, 33(2), 46-53.

  • Menkveld, A.J., & Vorst, A.C.F. (2000). A pricing model for American options with Gaussian interest rates. Annals of Operations Research, 100, 211-226.
  • Mercurio, F., & Moraleda, J. (2000).An analytically tractable interest rate model with humped volatility. European Journal of Operational Research, 120(1), 205-214.
  • Molyneux, P., Altunbas, Y., Seth, R., & Liu, H.C. (2000). Efficiency and risk in Japanese banking. Journal of Banking & Finance, 24(10), 1605-1628.
  • Oldenkamp, K.P.B., & Dert, C.L. (2000). Optimal guaranteed return portfolios and the casino effect. Operations Research, 48(5), 1-10.
  • Pelsser, A.A.J., & Moraleda, J. (2000).Forward versus spot interest-rate models of the term structure: an empirical comparison. Journal of Derivatives, 7(3), 9-21.
  • Post, G.T., Cherchye, L., & Kuosmanen, T. (2000). What is the economic meaning of FDH?. Journal of Productivity Analysis, 13(3), 259-263.
  • Sar, N.L. van der, & Dröge, T. (2000). Seizoensanomalieën wereldwijd. MAB. Maandblad voor Accountancy en Bedrijfseconomie, 73, 179-191.
  • Schauten, M.B.J., Steenbeek, O.W., & Ewalds, S.G. (2000). De informatieve waarde van kwartaalcijfers. MAB. Maandblad voor Accountancy en Bedrijfseconomie, 7(8), 333-341.
  • Steenbeek, O.W., & Martens, M.P.E. (2000). Handelssystemen en concurrentie tussen effectenbeurzen. Bank- en Effectenbedrijf, november, 24-28.
  • Steenbeek, O.W., & Vliet, M.A. van (2000). Waarde en prijs van Nederlandse beursgenoteerde ondernemingen. MAB. Maandblad voor Accountancy en Bedrijfseconomie, 74(11), 509-518.
  • Steenbeek, O.W. (2000). Asia pacific financial deregulation [Review of G. de Brouwer & W. Pupphavesa, Asia pacific financial deregulation]. Economic Journal, October.
  • Vorst, A.C.F., Donders, M.W.M., & Kouwenberg, R.R.P. (2000). Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity. European Financial Management, 6(2), 149-171.

  • Flood, M.D., Huisman, R., Koedijk, C.G., and Mahieu, R., (1999). Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets, Review of Financial Studies, 12, 37-59.
  • Hallerbach, W.G.P.M., & Grootveld, H. (1999). Variance versus downside risk: is there really that much difference?.European Journal of Operational Research, 114(2), 304-319.
  • Huisman, R., Koedijk, C.G., and Pownall, R., (1999). Dealing with Market Extremes, Derivatives Week, June 28.
  • Huisman, R., and Schweitzer, M., (1999). Dutch Corporate Bonds in a Mixed Asset Portfolio, VBA Journaal.
  • Molyneux, P., Altunbas, Y., & Goddard, J. (1999). Technical change in banking. Economics Letters, 64, 215-221.
  • Spronk, J. (Ed.). (1999). European Journal of Operational Research, 114(2).
  • Spronk, J., Post, G.T., & Post, G.T. (1999). Performance benchmarking using interactive data envelopment analysis. European Journal of Operational Research, 115, 472-487.
  • Spronk, J. (1999). Financial modelling as a bridging feature. European Journal of Operational Research, 114, 217-218

  • Verschoor, W.F.C., Kleimeier, S. & Lehnert, T. (2010) Contagion or Interdependence: Does the Speed of the Transmission of Shocks Matter? in: R.W. Kolb (ed.), Financial Contagion: The Viral Threat to the Wealth of Nations, forthcoming, John Wiley & Sons, New York,
  • Schauten, M.B.J. & Spronk, J. (2010). Optimal Capital Structure. In Zopounidis, C. & Pardalos, P.M. (Eds.), Handbook of Multicriteria Analysis. Springer, Heidelberg, 405-424.
  • Swinkels, L.A.P., & W. de Groot, (2010). Pension Fund Asset Allocation under Uncertainty, in: Pension Fund Risk Management: Financial and Actuarial Modeling (edited by Gregoriou, Masala, and Miccoci).
  • Huisman, R., (2009). An Introduction to Models for the Energy Market: The Thinking behind Econometric Techniques and Their Application, RISKbooks, ISBN 978-1906348229.
  • Huisman, R., (2009). “Energy Trading, Emission Certificates and Risk Management”, in: A. Bausch and B. Schwenker, Handbook Utility Management, Springer Verlag, ISBN 9783540793489, 349-360.
  • Lecq, S.G. van der, (2009). 'Enforcing Competition in the Dutch Banking Sector', in: C. Baudenbacher (ed.), 2009, Current Developments in European and International Competition Law, International Competition Law Forum, volume 10, Basel: Helbing Lichtenhahn, pp. 293-302.
  • S.G. van der Lecq & O.W. Steenbeek, (2008). Pensioenwoordenboek / Pension Dictionary, 2nd revised edition, Deventer: Kluwer.
  • Maeseneire, W. De, Manigart, S., Wright, M., Pruthi, S., Lockett, A., Bruining, H., Hommel, U. & Landstrom, H. (2007). How international are European Venture Capital Firms? In L. Dana & M. Han (Eds.), A theory of Internationalisation for European Entrepreneurship (pp. 201-224). Cheltenham United Kingdom: Edward Elgar.
  • Lecq, S.G. van der & Steenbeek, O.W. (2007). Costs and Benefits of Collective Pension Systems. Heidelberg: Springer Verlag.
  • Kam, C.A. de, Lecq, S.G. van der, Sleijpen, O.C.H.M. & Steenbeek, O.W. (2007). Sociale zekerheid: de AOW ziet Abraham. In Jaarboek Overheidsfinancien 2007 (Jaarboeken Overheidsfinancien) (pp. 63-85). Den Haag: SDU.
  • Huisman, R., Koedijk K., and Pownall, R., (2007) “VaR-X: Fat Tails in Financial Risk Management”, In: J. Danielsson (editor), 2007, The Value-at-Risk Reference: Key Issues in the Implementation of Market Risk, Riskbooks.
  • Lecq, S.G. van der, & Steenbeek, O.W. (2006). Kosten en Baten van Collectieve Pensioenregelingen. Deventer: Kluwer (ISBN 90-13-3755-0).
  • Maeseneire, W. de (2006). The Real Options Approach to Strategic Capital Budgeting and Company Valuation (Financial Cahiers Financiers). Gent: Larcier (ISBN 2-8044-2318-2).
  • Kouwenberg, R.R.P., & Zenios, S.A. (2006). Stochastic Programming Models. In S.A. Zenios & W.T. Ziemba (Eds.), Handbook of Asset and Liability Management, Volume 1 (pp. 253-303). Amsterdam: Elsevier (ISBN 0-44-50875-9).
  • Kouwenberg, R.R.P., & Mentink, A.A. (2006). The Links Between Central, East European and Western Security Markets. In J.A. Batten & C. Kearney (Eds.), Emerging European Financial Markets: Independence and Integration Post-Enlargement (pp. 353-381). Amsterdam: Elsevier (ISBN 0-7623- 1264-5).
  • Steenbeek, O.W. (2006). Wet- en regelgeving. In C Dr Petersen (Ed.), Risicomanagement door Pensioenfondsen (pp. 25-44-2). Epse: Petersen Consult BV (ISBN 90-809537-9-2).
  • Levy, H. and Th. Post, Investments, 2005, ISBN 0 273 65164 1, Prentice Hall, pp. 914.
  • Han T.J. Smit en Lenos Trigeorgis, Strategic investment: real options and games, 2004, ISBN 0 691 01039 0, Princeton University Press, pp. 472.
  • Van der Lecq, S.G. (Fieke),2003, Calculated Choices: Who Profits?, Chapter 7 in: Johan J. Graafland en Arie P. Ros (eds.), 2003, Economic Assessment of Election Programmes, Kluwer Academic Publishers, Boston, pp. 83-95.
  • N.L. van der Sar, Aandelenrendementen: ratio en psychologie, 2002, ISBN 90 200 2522 8, Kluwer Deventer, pp. 151.
  • Eichholtz, P., and Huisman, R., (2001). “The Cross-Section of Global Property Shares Returns”, in: S. Brown and C. Liu, A Global Perspective on Real Estate Cycles (The New York University Salomon Center Series on Financial Markets and Institutions), 89–102.
  • Van der Lecq, S.G. (Fieke), (2000). Money, Coordination and Prices, Cheltenham: Edward Elgar.

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