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Department

Highlights

MAY 2013:

  • The paper 'Commodity-based Consumption Tracking Portfolios and the Cross-Section of Average Stock Returns' by Marta Szymanowska (co-authored by Kewei Hou) has been accepted for presentation at the 2014 AFA Meeting in Philadelphia, USA.
  • The paper 'Financial Constraints of Private Firms and Bank Lending Behavior' by Lars Norden (co-authored by Patrick Behr and Felix Noth) has been accepted for publication in the Journal of Banking and Finance.

April 2013:

  • The paper 'The Demand for Mortgage Insurance' by Ruben Cox has won the first prize of the Doctoral Student Paper Awards at the 2nd European Retail Investments Conference.
  • The paper 'Liberalization and Risk Taking: Evidence from Government-Controlled Banks' by Lars Norden (co-authored by Manuel Illueca and Greg Udell) has been accepted for publication in the Review of Finance.
  • The paper 'Business Credit Information Sharing and Default Risk of Private Firms' by Lars Norden has been accepted for publication in the Journal of Banking and Finance.
  • The paper 'Better than the Original? The Relative Success of Copycat Funds' by Marno Verbeek (co-authored by Yu Wang) has been accepted for publication in the Journal of Banking and Finance.
  • The RSM student team (mentored by Peter Roosenboom) entered into the finals of the Dutch/Belgium Local Finals of the CFA Institute Research Challenge. The finals were on February 28 in Amsterdam. The RSM team who won the first prize was awarded € 1000 in ING Investment Management Scholarships and will represent the Netherlands and Belgium at the EMEA finals in London.

March 2013:

  • Marno Verbeek, Hao Jiang and Yu Wang have won the top prize in the Standard & Poor Dow Jones Indices' second annual SPIVA Awards programme, for their comprehensive study offering a new perspective in the debate about active management of funds versus passive investing. If you click here you will find the whole press release by the Rotterdam School of Management, Erasmus University.
  • As of August 2013, Anjana Rajamani will join our department. Anjana is currently finalizing her PhD in Finance at the University of Pittsburgh.
  • As of September 2013, Fabrizio Spargoli and Francisco Urzua Infante will join our department. Fabrizio is currently finalizing his PhD in Economics at the University Pompeu Fabra and Francisco is finalizing his PhD in Finance at the Tilburg University.
  • As of October 2013, Sarah Draus will join our department. Sarah is currently working as an academic researcher at the University of Naples Federico II. Her major research interests are market microstructure, information disclosure, industrial organization.

December 2012:

  • The paper 'An Anatomy of Commodity Futures Risk Premia' by Marta Szymanowska, Frans de Roon, Theo Nijman and Rob van den Goorbergh is forthcoming in the Journal of Finance.

October 2012:

August 2012:

  • Mathijs van Dijk has been appointed as Professor of Financial Markets effective July 1, 2012. Mathijs van Dijk holds this chair, endowed by the Erasmus Trust Fund. Please click here to read the whole press release.
  • The paper 'One size does fit all: Selling firms to private equity versus strategic acquirers' by Peter Roosenboom (co-authored by J. Fidrmuc, R. Paap and T. Teunissen) is forthcoming in Journal of Corporate Finance.
  • We are very proud to announce that Dion Bongaerts, Associate Professor of Finance has been awarded with an NWO Veni grant for his proposal 'Effective Regulation of Credit Rating Agencies'.
  • Egemen Genç starts as an Assistant Professor at RSM's Finance Department. Egemen has a Ph.D. from the University of Oregon. His research and teaching interest lie in the areas of Asset Pricing and Mutual Funds. 

June 2012:

  • The paper 'The Impact of Government Intervention in Banks on Corporate Borrowers' Stock Returns' by Lars Norden, Peter Roosenboom and Teng Wang is forthcoming in Journal of Financial and Quantitative Analysis.

May 2012:

  • The paper 'Can skin-in-the-game discipline credit rating agencies' by Dion Bongaerts has been accepted for presentation at the 2012 European Finance Association in Copenhagen.
  • The paper 'Identifying Cross-Liquidity Externalities' by Elvira Sojli (co-authored by Wing Wah Tham and Johannes Skjeltorp) has been accepted for presentation at the 2012 European Finance Association in Copenhagen.
  • The paper 'Do Changes in the Timeliness of Loan Loss Recognition Affect Bank Risk Taking?' by Lars Norden (co-authored by Manuel Illueca and Gregory F. Udell) has been accepted for presentation at the 2013 American Finance Association Meetings in San Diego.
  • The paper 'Dispersion in Beliefs among Active Mutual Funds and the Cross-section of Stock Returns' by Hao Jiang (co-authored by Zheng Sun) has been accepted for presentation at the 2013 American Finance Association Meetings in San DIego.
  • The paper 'When do managers seek private equity backing in public-to-private transactions?' by Peter Roosenboom (co-authored by J. Fidrmuc, A. Palandri and D.J.C. van Dijk) is forthcoming in the Review of Finance.

April 2012:

March 2012:

  • The paper 'Bidder Hubris and Founder Targets' by Marieke van der Poel and Frederik Schlingemann (co-authored by Nandu J. Nagarajan and Mehmet F. Yalin) has been accepted for presentation at the FSU Suntrust Beach Conference (selection 10 out of 170 papers) and 2012 Corporate Governance, Drexel University (selection 5 out of 70 papers). 
  • The paper 'Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns' by Hao Jiang (co-authored by Zheng Sun) has been accepted for presentation at the Napa Conference on Financial Markets at the UC Davis (selection 6 out of 194 papers). 

February 2012:  

  • The 4th (updated and revised) edition of A Guide to Modern Econometrics by Marno Verbeek was published by John Wiley and Sons.
  • The paper ‘Valuing and pricing IPOs’ by  Peter Roosenboom is forthcoming in Journal of Banking & Finance.
  • The paper 'Venture Capital and Patented Innovation: Evidence from Europe' by Peter Roosenboom (co-authored by Alexander Popov) is forthcoming in Economic Policy. 

January 2012:

  • In January 2012 we awarded 15 CFA scholarships (worth approximately $15,000) to our top MsCFI students.
  • In January 2012 the RSM student team (mentored by Peter Roosenboom) entered into the finals of the Dutch/Belgium Local Finals of the CFA Institute Research Challenge. As part of this challenge students need to write and present an analyst report.  The finals were on February 15 in Amsterdam. The RSM team won first place for the best presentation and a prize of 500 euros. In the overall ranking (report and presentation) the RSM team came in second place after Tilburg University.