Dr Joop Huij

Associate Professor in Finance

Department of Finance

Rotterdam School of Management (RSM)

Erasmus University Rotterdam

Connected with

Erasmus Finance Group

Profile

Joop Huij is Associate Profesor of Finance at Rotterdam School of Management.

His research interests include stock selection strategies, mutual funds and hedge funds, emerging markets, real estate, and fixed-income securities.

His research has been published in journals like Financial Management, Journal of Banking and Finance, Journal of Empirical Finance, Financial Analyst Journal, European Financial Management, and Emerging Markets Review.

Professional experience

Associate Professor

Erasmus University Rotterdam
RSM - Rotterdam School of Management
Department of Finance

Associate Professor

Erasmus University Rotterdam
RSM - Rotterdam School of Management
Department of Finance

Publications

Key Publications (6)

D. Blitz, J.J. Huij, S.D. Lansdorp & M.J.C.M. Verbeek (2013). Short-Term Residual Reversal. Journal of Financial Markets, 16 (3), 477-504. doi: 10.1016/j.finmar.2012.10.005
J.J. Huij & W.A. de Groot (2012). Another Look at Trading Costs and Short-Term Reversal Profits. Journal of Banking and Finance, 36 (2), 371-382. doi: 10.1016/j.jbankfin.2011.07.015
D. Blitz, J.J. Huij & M.P.E. Martens (2011). Residual Momentum. Journal of Empirical Finance, 18 (3), 506-521. doi: 10.1016/j.jempfin.2011.01.003
J.J. Huij & M.J.C.M. Verbeek (2009). On the Use of Multifactor Models to Evaluate Mutual Fund Performance. Financial Management - FM, 38 (1), 75-102. doi: 10.1111/j.1755-053X.2009.01029.x
J.J. Huij (2008). Hot Hands in Bond Funds. Journal of Banking and Finance, 32 (4), 559-572. doi: 10.1016/j.jbankfin.2007.04.023
J.J. Huij & M.J.C.M. Verbeek (2007). Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance. Journal of Banking and Finance, 31 (3), 973-997. doi: 10.1016/j.jbankfin.2006.08.002

Scholarly Publications (16)

J.J. Huij, G.S. Kyosev, M. Hanauer & S.D. Lansdorp (2020). Does Earnings Growth Drive the Quality Premium? Journal of Banking and Finance, 114:105785. doi: 10.1016/j.jbankfin.2020.105785
E. van Gelderen, J.J. Huij & G.S. Kyosev (2019). Factor Investing from Concept to Implementation. The Journal of Portfolio Management, 45 (3), 125-140. doi: 10.3905/jpm.2019.45.3.125 [go to publisher's site]
J.J. Huij & W.A. de Groot (2018). Are the Fama-French Factors really Compensation for Distress Risk? Journal of International Money and Finance, 86 (september), 50-69. doi: 10.1016/j.jimonfin.2018.03.002
J.J. Huij & E. van Gelderen (2014). Academic Knowledge Disemmination in the Mutual Fund Industry. The Journal of Portfolio Management, 40 (4), 157-167. doi: 10.3905/jpm.2014.40.4.157
D. Blitz, J.J. Huij, S.D. Lansdorp & M.J.C.M. Verbeek (2013). Short-Term Residual Reversal. Journal of Financial Markets, 16 (3), 477-504. doi: 10.1016/j.finmar.2012.10.005
J.J. Huij & W.A. de Groot (2012). Another Look at Trading Costs and Short-Term Reversal Profits. Journal of Banking and Finance, 36 (2), 371-382. doi: 10.1016/j.jbankfin.2011.07.015
J.J. Huij, S.D. Lansdorp & M.J.C.M. Verbeek (2012). Managerial Turnover and the Behavior of Mutual Fund Investors. (Preprints). : http://ssrn.com/abstract=2166826
J.J. Huij & D. Blitz (2012). Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds. Emerging Markets Review, 13 (2), 149-158. doi: 10.1016/j.ememar.2012.01.004 [go to publisher's site]
D. Blitz, J.J. Huij & L.A.P. Swinkels (2012). The Performance of European Index Funds and Exchange-Traded Funds. European Financial Management, 18 (4), 649-662. doi: 10.1111/j.1468-036X.2010.00550.x
D. Blitz, J.J. Huij & M.P.E. Martens (2011). Residual Momentum. Journal of Empirical Finance, 18 (3), 506-521. doi: 10.1016/j.jempfin.2011.01.003
J.J. Huij & J.M.M. Derwall (2011). Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management. Journal of Banking and Finance, 35 (1), 155-165. doi: 10.1016/j.jbankfin.2010.07.032
J.J. Huij & G.T. Post (2011). On the Performance of Emerging Market Equity Mutual Funds. Emerging Markets Review, 12 (3), 238-249. doi: 10.1016/j.ememar.2011.03.001 [go to publisher's site]
J.J. Huij & M.J.C.M. Verbeek (2009). On the Use of Multifactor Models to Evaluate Mutual Fund Performance. Financial Management - FM, 38 (1), 75-102. doi: 10.1111/j.1755-053X.2009.01029.x
J.M.M. Derwall, J.J. Huij, D. Brounen & W.A. Marquering (2009). REIT Momentum and the Performance of Real Estate Mutual Funds. Financial Analysts Journal, 65 (5), 24-34. doi: 10.2469/faj.v65.n5.4 [go to publisher's site]
J.J. Huij (2008). Hot Hands in Bond Funds. Journal of Banking and Finance, 32 (4), 559-572. doi: 10.1016/j.jbankfin.2007.04.023
J.J. Huij & M.J.C.M. Verbeek (2007). Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance. Journal of Banking and Finance, 31 (3), 973-997. doi: 10.1016/j.jbankfin.2006.08.002

Doctoral Thesis

J.J. Huij (2007, maart 8). New Insights into Mutual Funds - Performance and Family Strategies. Erasmus University Rotterdam (193 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 099)) Prom./coprom.: prof.dr. M.J.C.M. Verbeek.

Recognition

Side positions

Robeco

Executive Director

Media

Media items

Minder risico en toch meer rendement? Dat kan!

In an interview with RSM alumnus Joop Huij, he explains how one can achieve a higher yield with lower risk after research conducted by Robeco indicated this possibility.
Financial Investigator Friday, 1 July 2016
Quality Investing – Industry Versus Academic Definitions

In this study the researchers provide an overview of common quality definitions that are currently used in the industry and those used in academic studies, and they outline the differences between these definitions.
Value Walk Wednesday, 15 June 2016

Discovery item

Lucky bets and hot hands -Is your fund manager really performing?

Courses

Advanced Financial Modelling

Study year: 2020/2021, 2019/2020, 2018/2019, 2017/2018
Code: BMME036
ECTS: 6 Level: Master, Master, Master, Master

Past courses

Quant and Factor Investing

Study year: 2018/2019, 2017/2018, 2016/2017
Code: BM09FI-A
ECTS: 6 Level: Master

Finance & Investments honours course

Study year: 2015/2016
Code: BMHONFI
ECTS: 10 Level: Master

Professional asset management

Study year: 2015/2016
Code: BMME032
ECTS: 6 Level: Master

Finance & Investments honours programme

Study year: 2014/2015, 2013/2014
Code: RSMHONFI
ECTS: 10 Level: Master

Professional asset management

Study year: 2014/2015, 2013/2014
Code: RSMME031
ECTS: 6 Level: Master

Professional asset management

Study year: 2013/2014
Code: BKMME093
ECTS: 10

Honours programme MSc Finance & Investments

Study year: 2012/2013, 2011/2012
Code: BKMME144
ECTS: 10 Level: Master

Professional asset management

Study year: 2012/2013, 2011/2012
Code: BKMME93
ECTS: 10 Level: Master

+31 10 4081276

jhuij@rsm.nl

Visiting address

Office: Mandeville Building T08-53
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Find this faculty member's ancillary activities.

Dr Joop Huij

Profile

Professional experience

Associate Professor

Associate Professor

Publications

Key Publications (6)

Scholarly Publications (16)

Doctoral Thesis

Recognition

Side positions

Media

Media items

Discovery item

Courses

Advanced Financial Modelling

Past courses

Quant and Factor Investing

Finance & Investments honours course

Professional asset management

Finance & Investments honours programme

Professional asset management

Professional asset management

Honours programme MSc Finance & Investments

Professional asset management

Award

Lucky bets and hot hands -Is your fund manager really performing?