Jules Hans van Binsbergen : Citation Profile


Are you Jules Hans van Binsbergen?

Stanford University

9

H index

7

i10 index

337

Citations

RESEARCH PRODUCTION:

10

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 30
   Journals where Jules Hans van Binsbergen has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 2 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva668
   Updated: 2017-11-18    RAS profile: 2015-09-13    
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Relations with other researchers


Works with:

koijen, ralph (2)

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:

Marfè, Roberto (20)

Lopez, Pierlauro (10)

Weber, Michael (10)

Pedersen, Lasse (8)

Eisenbach, Thomas (7)

Lopez-Salido, David (6)

Borovička, Jaroslav (5)

Pastor, Lubos (5)

Rubio-Ramirez, Juan F (4)

Cenedese, Gino (4)

Cochrane, John (4)

Cites to:

Campbell, John (7)

Van Nieuwerburgh, Stijn (5)

Ludvigson, Sydney (5)

Wachter, Jessica (4)

Piazzesi, Monika (4)

Ang, Andrew (4)

Clementi, Gian Luca (4)

Castro, Rui (4)

Fama, Eugene (4)

Croce, Mariano (4)

Lustig, Hanno (4)

Main data


Where Jules Hans van Binsbergen has published?


Journals with more than one article published# docs
Journal of Finance3

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Jules Hans van Binsbergen (2017 and 2016)


YearTitle of citing document
2016Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums. (2016). Qin, Likuan ; Nie, Yutian ; Linetsky, Vadim . In: Papers. RePEc:arx:papers:1601.06477.

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2017Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1610.07694.

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2016The Asset Liability Management problem of a nuclear operator : a numerical stochastic optimization approach. (2016). Warin, Xavier . In: Papers. RePEc:arx:papers:1611.04877.

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2016Predictability Hidden by Anomalous Observations. (2016). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo . In: Papers. RePEc:arx:papers:1612.05072.

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2017Sharp Target Range Strategy for Multiperiod Portfolio Choice by Decensored Least Squares Monte Carlo. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1704.00416.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: Working Papers. RePEc:bfi:wpaper:2016-26.

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2016Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2016). Song, Dongho. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:915.

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2016Disaster recovery and the term structure of dividend strips?. (2016). Marfè, Roberto ; Hasler, Michael . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:458.

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2016Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marfè, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:459.

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2016Labor Rigidity and the Dynamics of the Value Premium. (2016). Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:460.

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2016Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:461.

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2016The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:463.

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2016Cash Flow Duration and the Term Structure of Equity Returns. (2016). Weber, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6043.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6199.

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2016Beliefs Aggregation and Return Predictability. (2016). Obizhaeva, Anna ; Wang, Yajun ; Kyle, Albert S. In: Working Papers. RePEc:cfr:cefirw:w0231.

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2016Investment-less Growth: An Empirical Investigation. (2016). PHILIPPON, Thomas ; Gutierrez, German . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11673.

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2017The Exchange Rate as an Instrument of Monetary Policy. (2017). Heipertz, Jonas ; Santacreu, Ana Maria ; Mihov, Ilian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12137.

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2016Deviation from target capital structure, cost of equity and speed of adjustment. (2016). faff, robert ; Keng, Kelvin Jui ; Zhou, Qing ; Zhu, Yushu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:99-120.

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2017Do operating leases expand credit capacity? Evidence from borrowing costs and credit ratings. (2017). Mann, Steven ; Mihov, Vassil T ; Lim, Steve C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:100-114.

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2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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2017Debt covenants and the speed of capital structure adjustment. (2017). Devos, Erik ; Tsang, Desmond ; Rahman, Shofiqur . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:1-18.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2016Should interest expenses be tax deductible?. (2016). Karpaviius, Sigitas ; Yu, Fan . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:100-116.

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2016Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry. (2016). Pouliot, William. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:523-534.

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2016Explicit solutions to dynamic portfolio choice problems: A continuous-time detour. (2016). TOGOLA, Djibril ; Legendre, Franois . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:627-641.

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2016Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach. (2016). Kim, Jan R ; Lim, Gieyoung . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:174-181.

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2016Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-Ocarroll, James . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2016Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization. (2016). Lejeune, Miguel ; Shen, Siqian . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:2:p:522-539.

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2016Risk and return of short-duration equity investments. (2016). Cejnek, Georg ; Randl, Otto . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:181-198.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2016The roles of past returns and firm fundamentals in driving US stock price movements. (2016). Wu, Eliza ; Hong, Kihoon . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:62-75.

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2016On the structural estimation of an optimal portfolio rule. (2016). Castaneda, Pablo ; Devoto, Benjamin ; Castaeda, Pablo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:290-300.

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2017Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75.

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2016Can currency-based risk factors help forecast exchange rates?. (2016). Valente, Giorgio ; Ahmed, Shamim ; Liu, Xiaoquan . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:75-97.

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2016The quality-assuring role of mutual fund advisory fees. (2016). Habib, Michel A ; Johnsen, Bruce D. In: International Review of Law and Economics. RePEc:eee:irlaec:v:46:y:2016:i:c:p:1-19.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2017Dividends, earnings, and predictability. (2017). Moller, Stig V ; Sander, Magnus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:153-163.

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2017Out-of-sample equity premium predictability and sample split–invariant inference. (2017). Karapandza, Rasa ; Kolev, Gueorgui I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:188-201.

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2016The wealth effects of dividend announcements on bondholders: New evidence from the over-the-counter market. (2016). Chen, Fan. In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:52-75.

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2016The expected cost of default. (2016). Glover, Brent . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:284-299.

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2016Anxiety in the face of risk. (2016). Eisenbach, Thomas ; Schmalz, Martin C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:414-426.

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2016Disaster recovery and the term structure of dividend strips. (2016). Marfè, Roberto ; Marfe, Roberto ; Hasler, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:116-134.

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2017The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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2017Customer–supplier relationships and corporate tax avoidance. (2017). Maydew, Edward L ; Cen, Ling ; Zuo, Luo ; Zhang, Liandong . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:377-394.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

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2016What moves international stock and bond markets?. (2016). Mallucci, Enrico ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:94-113.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1641.

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2016Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-527.

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2016Evaluation of long-dated assets: The role of parameter uncertainty. (2016). Gollier, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:66-83.

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2017The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno . In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69.

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2016Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model. (2016). Rounaghi, Mohammad Mahdi ; Zadeh, Farzaneh Nassir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:10-21.

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2016Gamma discounters are short-termist. (2016). Gollier, Christian. In: Journal of Public Economics. RePEc:eee:pubeco:v:142:y:2016:i:c:p:83-90.

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2016Portfolio choice with stochastic interest rates and learning about stock return predictability. (2016). Escobar Anel, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:347-370.

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2016The Equilibrium Term Structure of Equity and Interest Rates. (2016). Doh, Taeyoung ; Wu, Shu. In: Research Working Paper. RePEc:fip:fedkrw:rwp16-11.

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2017Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne. In: Staff Reports. RePEc:fip:fednsr:703.

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2016Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David. In: Staff Reports. RePEc:fip:fednsr:774.

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2016Impact of Pension System Structure on International Financial Capital Allocation. (2016). Staveley, James . In: Working Papers. RePEc:hcx:wpaper:1601.

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2016Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model. (2016). Okuda, Tatsushi ; Asano, Takashi ; Adachi, Tetsuya . In: IMES Discussion Paper Series. RePEc:ime:imedps:16-e-09.

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2016Hybrid Perturbation-Projection Method for Solving DSGE Asset Pricing Models. (2016). Chen, Yuanyuan ; Fowler, Stuart . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:4:d:10.1007_s10614-015-9529-0.

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2017Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem. (2017). Oosterlee, Cornelis W ; Cong, Fei . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9569-0.

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2017Predicting stock returns in the presence of uncertain structural changes and sample noise. (2017). Mantilla-Garcia, Daniel ; Vaidyanathan, Vijay . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0290-3.

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2016Personal taxation of capital income and the financial leverage of firms. (2016). Fossen, Frank ; Simmler, Martin . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:23:y:2016:i:1:d:10.1007_s10797-015-9349-0.

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2016The Staggers Act and Firm Performance: Long-Run Evidence. (2016). Pinkowitz, Lee ; Williamson, Rohan . In: Review of Industrial Organization. RePEc:kap:revind:v:49:y:2016:i:2:d:10.1007_s11151-016-9522-3.

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2017On the value and determinants of the interest tax shields. (2017). Menichini, Amilcar A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:3:d:10.1007_s11156-016-0566-0.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364.

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2016Cash Flow Duration and the Term Structure of Equity Returns. (2016). Weber, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:22520.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: NBER Working Papers. RePEc:nbr:nberwo:22831.

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2016Macro Risks and the Term Structure of Interest Rates. (2016). Bekaert, Geert ; Engstrom, Eric ; Ermolov, Andrey . In: NBER Working Papers. RePEc:nbr:nberwo:22839.

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2016Investment-less Growth: An Empirical Investigation. (2016). PHILIPPON, Thomas ; Gutierrez, German . In: NBER Working Papers. RePEc:nbr:nberwo:22897.

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2017Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence. (2017). Mitchell, Olivia ; Rogalla, Ralph ; Schimetschek, Tatjana ; Maurer, Raimond . In: NBER Working Papers. RePEc:nbr:nberwo:23073.

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2017Investment-Horizon Spillovers. (2017). Chinco, Alexander M ; Ye, Mao . In: NBER Working Papers. RePEc:nbr:nberwo:23650.

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2017Macro-Finance. (2017). Cochrane, John. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985..

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2017Federal Reserve Credibility and the Term Structure of Interest Rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: MPRA Paper. RePEc:pra:mprapa:78253.

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2016Non Linear Speed of Adjustment to Lead Leverage Levels and the Timing Element in Equity Issues: Empirical Evidence from the UK. (2016). Iqbal Hussain, Hafezali ; Noor, Jabarullah ; Farid, Shamsudin Mohd . In: MPRA Paper. RePEc:pra:mprapa:79261.

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2016Government Debt and the Returns to Innovation. (2016). Schmid, Lukas ; Nguyen, Thien ; Raymond, Steve ; Croce, Mariano . In: 2016 Meeting Papers. RePEc:red:sed016:1443.

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2016Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?. (2016). Lopez, Pierlauro. In: 2016 Meeting Papers. RePEc:red:sed016:742.

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2016Generalized Recovery. (2016). Pedersen, Lasse ; Lando, David ; Jensen, Christian Skov . In: 2016 Meeting Papers. RePEc:red:sed016:935.

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2017Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter . In: 2017 Meeting Papers. RePEc:red:sed017:149.

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2017Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Bretscher, Lorenzo ; Tamoni, Andrea ; Hsu, Alex . In: 2017 Meeting Papers. RePEc:red:sed017:258.

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2017Monetary Policy and the Stock Market: Time Series Evidence. (2017). Weber, Michael ; Neuhierl, Andreas . In: 2017 Meeting Papers. RePEc:red:sed017:304.

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2017Labor Rigidity and the Dynamics of the Value Premium. (2017). Marfè, Roberto ; Marfe, Roberto . In: 2017 Meeting Papers. RePEc:red:sed017:466.

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2017Term Structure of Risk on Macrofinance Models. (2017). Zviadadze, Irina . In: 2017 Meeting Papers. RePEc:red:sed017:965.

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2016Volatility and Growth with Recursive Preferences. (2016). Pelloni, Alessandra ; Annicchiarico, Barbara. In: Working Paper Series. RePEc:rim:rimwps:16-05.

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2016Equity Premium Prediction: The Role of Economic and Statistical Constraints. (2016). Tsiakas, Ilias ; Li, Jiahan . In: Working Paper Series. RePEc:rim:rimwps:16-25.

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2016Significant aspects regarding the analysis of bankruptcy risk. (2016). Anghelache, Constantin ; Popovici, Marius ; Manole, Alexandru . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:64:y:2016:i:9:p:81-87.

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2016Volatility and Growth with Recursive Preferences. (2016). Pelloni, Alessandra ; Annicchiarico, Barbara. In: CEIS Research Paper. RePEc:rtv:ceisrp:387.

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2017Numerical solutions to dynamic portfolio problems with upper bounds. (2017). Broadie, Mark ; Shen, Weiwei . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-016-0270-5.

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2016Corporate taxation and financial strategies under asymmetric information. (2016). Panteghini, Paolo ; Fedele, Alessandro ; Cohen, Francesco . In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:33:y:2016:i:1:d:10.1007_s40888-016-0025-3.

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2016Intergenerational risk trading and the innovative role of equity-wage swaps. (2016). Ponds, Eduard ; Jiajia, C. In: Other publications TiSEM. RePEc:tiu:tiutis:ee4d0187-c566-4a78-99bb-4503d8bfcd2c.

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2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company. (2017). Goetzmann, Will ; Pouget, Sebastien ; le Bris, David . In: TSE Working Papers. RePEc:tse:wpaper:31621.

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2016.

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2017A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events. (2017). Epper, Thomas ; Fehr-Duda, Helga . In: Economics Working Paper Series. RePEc:usg:econwp:2017:05.

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2017(Un)expected monetary policy shocks and term premia. (2017). Kliem, Martin ; Meyer-Gohde, Alexander . In: Discussion Papers. RePEc:zbw:bubdps:302017.

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2017Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: CFR Working Papers. RePEc:zbw:cfrwps:1508.

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2016Personal Taxation of Capital Income and the Financial Leverage of Firms. (2016). Fossen, Frank ; Simmler, Martin . In: EconStor Open Access Articles. RePEc:zbw:espost:157758.

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2017Optimal social security claiming behavior under lump sum incentives: Theory and evidence. (2017). Mitchell, Olivia ; Schimetschek, Tatjana ; Rogalla, Ralph ; Maurer, Raimond . In: SAFE Working Paper Series. RePEc:zbw:safewp:164.

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2016Predicting the equity premium via its components. (2016). Menkhoff, Lukas ; Batje, Fabian . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145789.

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Works by Jules Hans van Binsbergen:


YearTitleTypeCited
2012On the Timing and Pricing of Dividends In: American Economic Review.
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article56
On the Timing and Pricing of Dividends.() In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 56
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2010On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2011An Empirical Model of Optimal Capital Structure In: Journal of Applied Corporate Finance.
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article1
2008Optimal Decentralized Investment Management In: Journal of Finance.
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article18
2006Optimal Decentralized Investment Management.(2006) In: NBER Working Papers.
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