Jules Hans van Binsbergen : Citation Profile


Are you Jules Hans van Binsbergen?

Stanford University

12

H index

12

i10 index

726

Citations

RESEARCH PRODUCTION:

18

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 51
   Journals where Jules Hans van Binsbergen has often published
   Relations with other researchers
   Recent citing documents: 162.    Total self citations: 8 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva668
   Updated: 2020-10-24    RAS profile: 2019-08-14    
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Relations with other researchers


Works with:

OPP, CHRISTIAN (3)

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 (21)

Lopez, Pierlauro (16)

Weber, Michael (14)

Chernov, Mikhail (12)

Fernandez-Villaverde, Jesus (11)

Schmalz, Martin (9)

Eisenbach, Thomas (9)

Stambaugh, Robert (8)

Boyarchenko, Nina (8)

Van Nieuwerburgh, Stijn (8)

Pedersen, Lasse (8)

Cites to:

Campbell, John (7)

Croce, Mariano (6)

Ludvigson, Sydney (6)

koijen, ralph (6)

Fama, Eugene (5)

Van Nieuwerburgh, Stijn (5)

Ang, Andrew (4)

Clementi, Gian Luca (4)

Lustig, Hanno (4)

Piazzesi, Monika (4)

Bekaert, Geert (4)

Main data


Where Jules Hans van Binsbergen has published?


Journals with more than one article published# docs
Journal of Finance6
Journal of Financial Economics4
American Economic Review2

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business3

Recent works citing Jules Hans van Binsbergen (2020 and 2019)


YearTitle of citing document
2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019Dynamic 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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2019Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method. (2019). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1704.00416.

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2019Maximising with-profit pensions without guarantees. (2019). Kruhner, Paul ; Eisenberg, Julia ; Boado-Penas, Carmen M. In: Papers. RePEc:arx:papers:1912.11858.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

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2020Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan. In: Staff Working Papers. RePEc:bca:bocawp:20-20.

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2019The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11.

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2019Le taux neutre au Canada : mise à jour de 2019. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11fr.

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2020The Corona Virus, the Stock MarketÕs Response, and Growth Expectations. (2020). , Ralph ; Gormsen, Niels J. In: Working Papers. RePEc:bfi:wpaper:2020-22.

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2020Sustainable Investing in Equilibrium. (2020). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: Working Papers. RePEc:bfi:wpaper:2020-24.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

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2019The payback of mutual fund selectivity in European markets. (2019). Doukas, John A ; Dong, Feng. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:160-180.

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2019Can Mutual Fund Investors Distinguish Good from Bad Managers?. (2019). Verbeek, Marno ; Dyakov, Teodor . In: International Review of Finance. RePEc:bla:irvfin:v:19:y:2019:i:3:p:505-540.

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2020What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455.

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2020How Skilled Are Security Analysts?. (2020). Crotty, Kevin ; Crane, Alan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1629-1675.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2019WHAT DRIVES INVESTMENT FLOWS INTO SOCIAL TRADING PORTFOLIOS?. (2019). Walter, Andreas ; Roder, Florian. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:2:p:383-411.

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2020Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:164-190.

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2019The long-run effects of uncertainty shocks. (2019). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0802.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2020Monetary policy and stock market valuation. (2020). Laine, Olli-Matti. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_016.

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2020On the Performance of Cryptocurrency Funds. (2020). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp672.

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2019Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2018). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang. In: Discussion Papers. RePEc:cfm:wpaper:1917.

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2019MoNK: Mortgages in a New-Keynesian Model. (2019). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos ; Carriga, carlos . In: Discussion Papers. RePEc:cfm:wpaper:1920.

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2019When investors call for climate responsibility, how do mutual funds respond?. (2019). Ceccarelli, Marco ; Wagner, Alexander F ; Ramelli, Stefano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13599.

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2019Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13618.

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2019Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslager, Stan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13708.

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2019Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13899.

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2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13922.

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2019Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13950.

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2019The FOMC Risk Shift. (2019). Schrimpf, Andreas ; Kroencke, Tim ; Schmeling, Maik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14037.

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

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2019Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14134.

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2019Sustainable Investing in Equilibrium. (2019). Taylor, Lucian ; Stambaugh, Robert F ; Pastor, Lubo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14171.

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2020Investors Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform. (2020). la Spada, Gabriele ; Cipriani, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14375.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2019Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-8.

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2019Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192279.

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2020Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369.

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2019The performance and fund flows of name-change funds. (2019). Varon, Eva ; Arbaa, Ofer. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:7-13.

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2019Equity fund managements promise and action: A comparative study of Nordic and US fund’s. (2019). Preuss, Bjorn. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:23:y:2019:i:c:p:84-89.

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2020Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301287.

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2019Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry. (2019). Gao, Ran ; Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:8-16.

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2020The devil in the style: Mutual fund style drift, performance and common risk factors. (2020). Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:264-273.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2020Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

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2020Threshold effect of scale and skill in active mutual fund management. (2020). CHONG, Terence Tai Leung ; Sio, Chan-Ip ; Lee, Na Young. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305618.

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2020Do actively managed mutual funds exploit stock market mispricing?. (2020). Lee, Changjun ; Kang, Jangkoo ; Jeon, Hyunglae . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300863.

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2020Do mutual fund managers earn their fees? New measures for performance appraisal. (2020). Tan, Kian ; Galagedera, Don ; Watson, John ; Fukuyama, Hirofumi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:653-667.

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2019On the failure of mutual fund industry regulation. (2019). Wiener, Zvi ; Hecht, Yoel ; Mugerman, Yevgeny. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:51-72.

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2019Liability driven investment with alternative assets: Evidence from Brazil. (2019). Campani, Carlos Heitor ; Bernardo, Marcio R. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119300597.

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2019Portfolio concentration and mutual fund performance. (2019). Riley, Timothy B ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:1-16.

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2020Mutual fund selection for realistically short samples. (2020). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:218-240.

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2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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2020Regime switching in the present value models: A backward-solving method. (2020). Chung, Keunsuk ; Kim, Jan R. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830881x.

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2019What is mutual fund flow?. (2019). Johan, Sofia ; Zhang, Yelin ; Cumming, Douglas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:222-251.

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2019The short-selling skill of institutions and individuals. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91.

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2020Pension fund equity performance: Patience, activity or both?. (2020). Luivjanska, Katarina ; van Lelyveld, Iman ; Gonzalez, Tanja Artiga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300790.

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2020Beta uncertainty. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301011.

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2020Up- and downside variance risk premia in global equity markets. (2020). Thimme, Julian ; Omachel, Marcel ; Kapraun, Julia ; Held, Matthias . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301412.

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2019Correlated noise: Why passive investment might improve market efficiency. (2019). Weissensteiner, Alex. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:158-172.

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2020Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. (2020). Schindler, Nilufer ; Hens, Thorsten. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:161-179.

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2019Capital immobility and the reach for yield. (2019). Moreira, Alan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:907-951.

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2019Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. (2019). Leippold, Markus ; Gourier, Elise ; Bardgett, Chris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:593-618.

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2019What a difference a (birth) month makes: The relative age effect and fund manager performance. (2019). Solomon, David H ; Mullally, Kevin A ; Ma, Linlin ; Bai, John. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:200-221.

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2019The present value relation over six centuries: The case of the Bazacle company. (2019). Pouget, Sebastien ; Goetzmann, William N ; le Bris, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265.

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2019An anatomy of the market return. (2019). Schneider, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:325-350.

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2019Should investors learn about the timing of equity risk?. (2019). Khapko, Mariana ; Hasler, Michael ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:182-204.

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2019A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:110-140.

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2020Is the active fund management industry concentrated enough?. (2020). Xu, Jingrui ; Saxena, Konark ; Feldman, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:23-43.

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2020Private money creation with safe assets and term premia. (2020). Infante, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:828-856.

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2020What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549.

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2020Why do discount rates vary?. (2020). Santosh, Shrihari ; Kozak, Serhiy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:740-751.

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2020The conditional expected market return. (2020). Loudis, Johnathan ; Chabi-Yo, Fousseni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:752-786.

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2019Monetary policy communication, policy slope, and the stock market. (2019). Weber, Michael ; Neuhierl, Andreas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:140-155.

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2020Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein. (2020). van der Wel, M. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:124748.

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2019Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-09.

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2020Asset Prices and Unemployment Fluctuations. (2020). Lopez, Pierlauro ; Kehoe, Patrick J ; Midrigan, Virgiliu ; Pastorino, Elena. In: Working Papers. RePEc:fip:fedcwq:87582.

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2019Precautionary Pricing: The Disinflationary Effects of ELB Risk. (2019). Leduc, Sylvain ; Carter, Thomas ; Amano, Robert. In: Working Paper Series. RePEc:fip:fedfwp:2019-26.

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2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

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2019Likelihood Evaluation of Models with Occasionally Binding Constraints. (2019). Guerrieri, Luca ; Cuba-Borda, Pablo ; Zhong, Molin ; Iacoviello, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-28.

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2020Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations. (2020). Stefanescu, Irina ; Sialm, Clemens ; Pool, Veronika K ; Kronlund, Mathias. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-78.

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2019The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas. In: Working Papers. RePEc:fip:fedlwp:2017-028.

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2020Asset Prices and Unemployment Fluctuations. (2020). Midrigan, Virgiliu ; Kehoe, Patrick J ; Lopez, Pierlauro ; Pastorino, Elena. In: Staff Report. RePEc:fip:fedmsr:87571.

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2020Shotgun Wedding: Fiscal and Monetary Policy. (2020). Sargent, Thomas ; Bassetto, Marco. In: Staff Report. RePEc:fip:fedmsr:87731.

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2019Deconstructing the yield curve. (2019). Gospodinov, Nikolay ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:884.

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2020The Equity Curve and Its Relation to Future Stock Returns. (2020). Stotz, Olaf. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:19-:d:311689.

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2020Volatility in International Stock Markets: An Empirical Study during COVID-19. (2020). Gupta, Hemendra ; Bakhshi, Priti ; Chaudhary, Rashmi. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:208-:d:412561.

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2019Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method. (2019). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langrene, Nicolas ; Zhang, Rongju. In: Post-Print. RePEc:hal:journl:hal-02909342.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

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2019International Welfare Spillovers of National Pension Schemes. (2019). Staveley-O'Carroll, James. In: Working Papers. RePEc:hcx:wpaper:1903.

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2020Real Term Structure and New Keynesian Models. (2020). Kısacıkoğlu, Burçin ; Kisacikolu, Burin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:2:a:3.

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2019Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Yu, Yang ; Mandelman, Federico ; Fernandez-Villaverde, Jesus. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-18.

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2019When Anomalies Are Publicized Broadly, Do Institutions Trade Accordingly?. (2019). Topaloglu, Selim ; Moneta, Fabio ; Calluzzo, Paul. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:10:p:4555-4574.

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2019Liquidity Risk and Mutual Fund Performance. (2019). Sadka, Ronnie ; Feng, Shu ; Dong, XI. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:3:p:1020-1041.

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2019Going for Gold: An Analysis of Morningstar Analyst Ratings. (2019). Verbeek, Marno ; Genc, Egemen ; Armstrong, Will J. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:5:p:2310-2327.

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More than 100 citations found, this list is not complete...

Works by Jules Hans van Binsbergen:


YearTitleTypeCited
2012On the Timing and Pricing of Dividends In: American Economic Review.
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article105
2011On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 105
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2010On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 105
paper
2016On the Timing and Pricing of Dividends: Reply In: American Economic Review.
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article4
2011An Empirical Model of Optimal Capital Structure In: Journal of Applied Corporate Finance.
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article2
2008Optimal Decentralized Investment Management In: Journal of Finance.
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article30
2006Optimal Decentralized Investment Management.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2010Predictive Regressions: A Present‐Value Approach In: Journal of Finance.
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article126
2010Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 126
paper
2010The Cost of Debt In: Journal of Finance.
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article33
2010The Cost of Debt.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2016Good-Specific Habit Formation and the Cross-Section of Expected Returns In: Journal of Finance.
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article0
2017Matching Capital and Labor In: Journal of Finance.
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article5
2014Matching Capital and Labor.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2019Real Anomalies In: Journal of Finance.
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article8
2017Real Anomalies.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2015The Term Structure of Returns: Facts and Theory In: CEPR Discussion Papers.
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paper28
2017The term structure of returns: Facts and theory.(2017) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 28
article
2015The Term Structure of Returns: Facts and Theory.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 28
paper
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers.
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paper116
2012The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 116
article
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 116
paper
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 116
paper
2014Collective pension schemes and individual choice In: Journal of Pension Economics and Finance.
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article7
2015Assessing Asset Pricing Models Using Revealed Preference In: Research Papers.
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paper36
2016Assessing asset pricing models using revealed preference.(2016) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 36
article
2014Assessing Asset Pricing Models Using Revealed Preference.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 36
paper
2014Measuring Skill in the Mutual Fund Industry In: Research Papers.
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paper86
2015Measuring skill in the mutual fund industry.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 86
article
2017Regulation of Charlatans in High-Skill Professions In: Research Papers.
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paper1
2017Regulation of Charlatans in High-Skill Professions.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Equity yields In: Journal of Financial Economics.
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article74
2011Equity Yields.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 74
paper
2007Exploring Relations Between Decision Analysis and Game Theory In: Decision Analysis.
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article13
2007Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? In: Computational Economics.
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article18
2014Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities In: NBER Chapters.
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chapter1
2014Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities.(2014) In: Tax Policy and the Economy.
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This paper has another version. Agregated cites: 1
article
2007Optimal Asset Allocation in Asset Liability Management In: NBER Working Papers.
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paper9
2012Measuring Managerial Skill in the Mutual Fund Industry In: NBER Working Papers.
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paper12
2019Risk-Free Interest Rates In: NBER Working Papers.
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paper9
2020Duration-Based Stock Valuation In: NBER Working Papers.
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paper0
2020The Effectiveness of Life-Preserving Investments in Times of COVID-19 In: NBER Working Papers.
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paper0
2020Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases In: NBER Working Papers.
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paper0
2008Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers.
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paper3
2011A Term Structure of Growth In: 2011 Meeting Papers.
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paper0

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