15
H index
18
i10 index
1431
Citations
| 15 H index 18 i10 index 1431 Citations RESEARCH PRODUCTION: 18 Articles 28 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jules Hans van Binsbergen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 6 |
Journal of Financial Economics | 4 |
American Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 19 |
Research Papers / Stanford University, Graduate School of Business | 3 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | The Market-Based Probability of Stock Returns. (2023). Olkhov, Victor. In: Papers. RePEc:arx:papers:2302.07935. Full description at Econpapers || Download paper |
2024 | Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models. (2023). Tang, Yuehua ; Lopez-Lira, Alejandro. In: Papers. RePEc:arx:papers:2304.07619. Full description at Econpapers || Download paper |
2024 | Unveiling True Talent: The Soccer Factor Model for Skill Evaluation. (2024). Andorra, Alexandre ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2412.05911. Full description at Econpapers || Download paper |
2025 | N-player and mean field games among fund managers considering excess logarithmic returns. (2025). Guan, Guohui ; Liang, Zongxia ; Hu, Jiaqi. In: Papers. RePEc:arx:papers:2503.02722. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers || Download paper |
2024 | Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Lipson, Marc ; Gilbazo, Javier ; Evans, Richard. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29. Full description at Econpapers || Download paper |
2024 | Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196. Full description at Econpapers || Download paper |
2024 | Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781. Full description at Econpapers || Download paper |
2024 | How Do Mutual Fund Management Fee Changes Impact Mutual Fund Flows. (2024). Mugerman, Yevgeny ; Steinberg, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.12. Full description at Econpapers || Download paper |
2025 | Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011. Full description at Econpapers || Download paper |
2024 | Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547. Full description at Econpapers || Download paper |
2024 | Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Yadav, Vijay ; Covachev, Svetoslav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377. Full description at Econpapers || Download paper |
2024 | Which daily equity returns improve output forecasts?. (2024). Lang, William J ; Jahan-Pavar, Mohammad R. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003811. Full description at Econpapers || Download paper |
2024 | Utility-implied term structures of equity risk premia. (2024). Piccotti, Louis R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004312. Full description at Econpapers || Download paper |
2024 | Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464. Full description at Econpapers || Download paper |
2024 | Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279. Full description at Econpapers || Download paper |
2024 | A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424. Full description at Econpapers || Download paper |
2024 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2024). Nielsen, Ole Linnemann ; Posselt, Anders Merrild. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003533. Full description at Econpapers || Download paper |
2024 | Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307. Full description at Econpapers || Download paper |
2024 | Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375. Full description at Econpapers || Download paper |
2024 | Investor traps: Funds launched during booms. (2024). Qin, Qirui ; Liu, Xinxin ; Xu, Quanyi. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746. Full description at Econpapers || Download paper |
2024 | Mutual fund value creation: Insights from the residual income model. (2024). Chen, Taoqin ; Xu, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002848. Full description at Econpapers || Download paper |
2024 | Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475. Full description at Econpapers || Download paper |
2024 | Belief dispersion in the Chinese stock market and fund flows. (2024). Yao, Zhongwei ; Fang, Yue ; Luo, Deming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001663. Full description at Econpapers || Download paper |
2024 | Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x. Full description at Econpapers || Download paper |
2024 | Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545. Full description at Econpapers || Download paper |
2024 | Conditional risk. (2024). Gormsen, Niels ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001569. Full description at Econpapers || Download paper |
2024 | Broken promises, competition, and capital allocation in the mutual fund industry. (2024). Lines, Anton ; Abis, Simona. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001715. Full description at Econpapers || Download paper |
2024 | Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290. Full description at Econpapers || Download paper |
2024 | Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084. Full description at Econpapers || Download paper |
2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper |
2024 | Overseas exposures, global events, and mutual fund performance. (2024). Zhao, Zhao ; Kong, Dongmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:848-863. Full description at Econpapers || Download paper |
2024 | Gambling preferences and fund company ownership: Evidence from China. (2024). Xu, Fan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004179. Full description at Econpapers || Download paper |
2024 | Predicting consumption-wealth ratio changes and stock market returns. (2024). Wang, Jingya ; Taylor, Alex P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678. Full description at Econpapers || Download paper |
2024 | Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782. Full description at Econpapers || Download paper |
2024 | Actively managed equity mutual funds in emerging markets. (2024). Astaíza-Gómez, José Gabriel ; Pantoja, Javier ; Astaiza-Gomez, Jose Gabriel ; Gonzalez, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003337. Full description at Econpapers || Download paper |
2025 | A Stock Return Decomposition Using Observables. (2022). Vissing-Jorgensen, Annette ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-14. Full description at Econpapers || Download paper |
2024 | Assessing Energy Mutual Funds: Performance, Risks, and Managerial Skills. (2024). Nippani, Srinivas ; Malhotra, Davinder. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:20-:d:1346267. Full description at Econpapers || Download paper |
2024 | Investigating ESG Funds in China: Management Fees and Investment Performance. (2024). Li, Wei. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:38-:d:1382769. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Equilibrium Data Mining and Data Abundance. (2024). Dugast, Jrme ; Foucault, Thierry. In: Post-Print. RePEc:hal:journl:hal-04941346. Full description at Econpapers || Download paper |
2024 | Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein–Zin Preferences. (2024). Wijnbergen, Sweder ; Olijslagers, Stan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00832-z. Full description at Econpapers || Download paper |
2025 | Risk attitudes towards on-demand insurance: an experimental study. (2025). Schmeiser, Hato ; Chang, Hsiaoyin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:1:d:10.1057_s41288-024-00335-y. Full description at Econpapers || Download paper |
2025 | Regulatory actions and reputation spillovers: investor reactions to Foreign Corrupt Practices Act violations. (2025). Yu, Jisun ; Kim, Jinsil ; Lee, Seung-Hyun. In: Journal of International Business Studies. RePEc:pal:jintbs:v:56:y:2025:i:1:d:10.1057_s41267-024-00738-y. Full description at Econpapers || Download paper |
2024 | Changing preferences as a source of stock return variation. (2024). Winkler, Julian. In: MPRA Paper. RePEc:pra:mprapa:122802. Full description at Econpapers || Download paper |
2024 | Liquidity shocks and pension fund performance: Evidence from early access. (2024). Brugler, James ; Kim, Minsoo ; Zhong, Zhuo. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:170-191. Full description at Econpapers || Download paper |
2025 | Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924. Full description at Econpapers || Download paper |
2025 | The Effects of Misperceived Managerial Skills: Evidence from Chinese Mutual Funds. (2025). Cai, Yue. In: Working Papers. RePEc:wap:wpaper:2412. Full description at Econpapers || Download paper |
2024 | Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database. (2024). Wallmeier, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:854-875. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2012 | On the Timing and Pricing of Dividends In: American Economic Review. [Full Text][Citation analysis] | article | 193 |
2011 | On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2010 | On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2016 | On the Timing and Pricing of Dividends: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
2011 | An Empirical Model of Optimal Capital Structure In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 4 |
2008 | Optimal Decentralized Investment Management In: Journal of Finance. [Full Text][Citation analysis] | article | 44 |
2006 | Optimal Decentralized Investment Management.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2010 | Predictive Regressions: A Present‐Value Approach In: Journal of Finance. [Full Text][Citation analysis] | article | 189 |
2010 | Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 189 | paper | |
2010 | The Cost of Debt In: Journal of Finance. [Full Text][Citation analysis] | article | 75 |
2010 | The Cost of Debt.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2016 | Good-Specific Habit Formation and the Cross-Section of Expected Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2017 | Matching Capital and Labor In: Journal of Finance. [Full Text][Citation analysis] | article | 27 |
2014 | Matching Capital and Labor.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2019 | Real Anomalies In: Journal of Finance. [Full Text][Citation analysis] | article | 8 |
2017 | Real Anomalies.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2015 | The Term Structure of Returns: Facts and Theory In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 91 |
2017 | The term structure of returns: Facts and theory.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
2015 | The Term Structure of Returns: Facts and Theory.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 202 |
2012 | The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 202 | article | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 202 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 202 | paper | |
2014 | Collective pension schemes and individual choice* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2015 | Assessing Asset Pricing Models Using Revealed Preference In: Research Papers. [Full Text][Citation analysis] | paper | 110 |
2016 | Assessing asset pricing models using revealed preference.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | article | |
2014 | Assessing Asset Pricing Models Using Revealed Preference.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
2014 | Measuring Skill in the Mutual Fund Industry In: Research Papers. [Full Text][Citation analysis] | paper | 242 |
2015 | Measuring skill in the mutual fund industry.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | article | |
2017 | Regulation of Charlatans in High-Skill Professions In: Research Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Regulation of Charlatans in High-Skill Professions.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2013 | Equity yields In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 84 |
2011 | Equity Yields.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2007 | Exploring Relations Between Decision Analysis and Game Theory In: Decision Analysis. [Full Text][Citation analysis] | article | 15 |
2007 | Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? In: Computational Economics. [Full Text][Citation analysis] | article | 22 |
2014 | Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
2014 | Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities.(2014) In: Tax Policy and the Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2007 | Optimal Asset Allocation in Asset Liability Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | Measuring Managerial Skill in the Mutual Fund Industry In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
2019 | Risk-Free Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2020 | Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | The Effectiveness of Life-Preserving Investments in Times of COVID-19 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2024 | (Almost) 200 Years of News-Based Economic Sentiment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2024 | Monetary Policy Wedges and the Long-term Liabilities of Households and Firms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 29 |
2011 | A Term Structure of Growth In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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