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
Seeger, N., Kaeck, A., and Johannes, M. (2019). Option pricing of earnings announcement risks. Review of Financial Studies, 32(2):646–687.
Westbrock, B. and Muehlfeld, K. and Weitzel, U. (2019). Selecting Legal Advisors in M&As: Organizational Learning and the Role of Multiplicity of Mental Models Journal of Management, 45(5):2193--2224.
Boot, A. and Vladimirov, V. (2019). (Non-)Precautionary Cash Hoarding and the Evolution of Growth Firms Management Science, 65(11):5290--5307.
Rigtering, J.P.C.(Coen) and Weitzel, G.U.(Utz) and Muehlfeld, K.(Katrin) (2019). Increasing quantity without compromising quality: How managerial framing affects intrapreneurship Journal of Business Venturing, 34(2):224--241.
Antoni, M. and Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, Accepted:.
Discussion Papers
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
19-029/IV - Constructing and using double-adjusted alphas to analyze mutual fund performance
Date: April 17, 2019
19-013/IV - Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings
Date: February 19, 2019
Upcoming events
Seminar
| Rotterdam | 12:00 - 13:00
Title to ben Announced
Gregor Jarosch (Princeton University, United States)
- Research on Monday
Seminar
| Rotterdam | 12:00 - 13:00
Title to be Announced
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
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
To be announced
Alberto Manconi (Bocconi University, Italy)
- TI Finance Research Seminars