Finance
The Finance field at Tinbergen Institute (TI) spans many of the core fields in finance: asset pricing, corporate finance, behavioral finance, financial econometrics, market microstructure, and financial institutions.
Researchers in this field
Fellows
Fellows
PhD Students
PhD Students
Key Publications
Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687.
Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.
Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2019). Bubbles and Financial Professionals Review of Financial Studies, :.
Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, Accepted:.
Discussion Papers
20-010/IV - Multiple buffer CoCos and their impact on financial stability
Date: February 09, 2020
20-006/IV - How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union
Date: February 04, 2020
19-060/IV - Funding Shocks and Credit Quality
Date: August 20, 2019
19-051/IV - Time-varying tail behavior for realized kernels
Date: July 31, 2019
19-052/IV - Observation-driven Models for Realized Variances and Overnight Returns
Date: July 31, 2019
Upcoming events
Seminar
| Amsterdam | 12:45 - 14:00
SEMINAR CANCELLED
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
- TI Finance Research Seminars
Seminar
| Rotterdam | 12:00 - 13:00
Title to be Announced
Stephan Heblich (University of Toronto, Canada)
- Research on Monday
Seminar
| Amsterdam | 12:45 - 14:00
SEMINAR CANCELLED
Alberto Manconi (Bocconi University, Italy)
- TI Finance Research Seminars
Seminar
| Rotterdam | 15:30 - 16:45
SEMINAR CANCELLED
Likas Schmid (Duke University, United States)
- Erasmus Finance Seminars
Seminar
| Rotterdam | 12:00 - 15:00
Title to be Announced
Michael Weber (The University of Chicago, United States)
- Research on Monday