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
| Rotterdam | 12:00 - 13:00
Values in Finance
Renee Adams (University of Oxford, United Kingdom)
- Micro Seminars
Seminar
| Rotterdam | 12:00 - 13:00
Granular Search, Market Structure, and Wages
Gregor Jarosch (Princeton University, United States)
- Research on Monday
Seminar
| Rotterdam | 12:00 - 13:00
Tax Administration Quality and Optimal Corporate Tax Policy
Thomas Gresik (University of Notre Dame, United States)
- Macro Seminars
Seminar
| Rotterdam | 12:00 - 13:00
Oligopoly, Macroeconomic Performance, and Competition Policy
José Azar (IESE Business School, Spain)
- Research on Monday
Seminar
| Amsterdam | 12:45 - 14:00
Title to be announced
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
- TI Finance Research Seminars