News

News

August 2018

  • Mathijs van Dijk got his paper 'Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns' (co-authored by Kewei Hou) accepted for publication in the Review of Financial Studies.
  • The paper 'Insurers as Asset Managers and Systemic Risk' by Wolf Wagner (co-authored by Andrew Ellul, Chotibhak Jotikasthira, Anastasia Kartasheva and Christian Lundblad) has been accepted for presentation at the European Finance Association Conference (EFA).
  • The paper ‘Time-Varying Inflation Risk and the Cross-Section of Stock Returns’ by Marta Szymanoska (co-authored by Martijn Boons, Fernando Duarte and Frans de Roon) has been accepted for presentation at the European Finance Association Conference (EFA).

May 2018

  • Egemen Genc got his paper 'Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution' (co-authored by Ferhat Akbas) accepted for publication in the Journal of Financial and Quantitative Analysis.

April 2018

  • Francisco Urzua Infate got his paper 'The Effects of Losing Business Group Affiliation' (co-authored by Borja Larrain and Giorgo Sertios) accepted for publication in the Review of Financial Studies.

October 2017

  • Mathijs van Dijk got his paper 'Do Firms Issue more Equity when Markets become More Liquid' (co-authored by Rogier Hanselaar) accepted for publication in the Journal of Financial Economics.

September 2017

  • Mancy Luo starts as an Assistant Professor at RSM's Finance Department. Mancy has a Ph.D. from Tilburg University. Her research and teaching interests lie in the areas of International Asset Management, Financial Media and Political Economy.

August 2017

  • Li He starts as an Assistant Professor at RSM's Finance Department. Li has a Ph.D. from Vienna Graduate School of Finance. Her research and teaching interests lie in the areas of Corporate Finance: Labor and Finance, Executive Compensation, Capital Structure.
  • Peter Roosenboom got his paper ‘Drivers of Institutional Change around the World: The Case of IFRS’ (co-authored by Miriam Koning and Gerard Mertens) accepted for publication in the Journal of International Business Studies.

July 2017

  • Thomas Lambert got his paper ‘Lobbying on Regulatory Enforcement Actions: Evidence from U.S. Commercial and Savings Banks’ accepted for publication in Management Science.

June 2017

  • Egemen Genc and Marno Verbeek got their paper 'Going for Gold: An Analysis of Morningstar Analyst Ratings' (co-authored by Will Armstrong) accepted for publication in Management Science.

May 2017

  • Wolf Wagner got his paper 'Capital Gains Taxation and the Costs of Capital: Evidence from Unanticipated Cross-border Transfers of Tax Bases' accepted for publication in the Journal of Financial Economics.

April 2017

  • Egemen Genc got his paper 'Playing Favorites: Conflicts of Interest in Mutual Fund Management' (co-authored by Diane Del Guercio and Hai Tran) accepted for publication in the Journal of Financial Economics.

January 2017

  • Yigitcan Karabulut got his paper 'Is Proprietary Trading Detrimental to Retail Investors' (co-authored by Falko Fecht and Andreas Hackethal) accepted for publication in the Journal of Finance.
  • Wolf Wagner is ranked #3 at the Economentop 40, 2016 which was published in the Economische Statistische Berichten, Jaargang 101, December 22, 2016.

October 2016

  • Wolf Wagner got his paper 'The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk' accepted for publication in the Review of Finance.

September 2016

  • Dion Bongaerts got his paper 'An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets' (co-authored by Joost Driessen and Frank de Jong) accepted for publication in the Review of Financial Studies.
  • Claus Schmitt starts as an Assistant Professor at RSM's Finance Department. Claus has a Ph.D. from Karlsruhe Institute of Technology. His research and teaching interests lie in the areas of Asset Pricing, Credit Risk and Derivatives.
  • Hoyong Choi got his paper 'Bond Variance Risk Premiums' (co-authored by Philippe Mueller and Andrea Vedolin) accepted for publication in the Review of Finance.

August 2016

  • Frederik Schlingemann got his paper 'Portable Country Governance and Cross-Border Acquisitions' (co-authored by Jesse Ellis, Sara Moeller and René Stulz) accepted for publication in the Journal of International Business Studies.
  • Hoyong Choi starts as an Assistant Professor at RSM's Finance Department. Hoyong has a Ph.D. from London School of Economics and Political Science. His research and teaching interests lie in the areas of Asset Pricing, Fixed Income and Financial Econometrics.

June 2016

  • Mathijs van Dijk got his paper 'The Dynamics of Market Efficiency' (co-authored by Dominik Roesch and Avanidhar Subramanyam) accepted for publication in the Review of Financial Studies.
  • The paper 'Lobbying on Regulatory Enforcement Actions: Evidence from Banking' by Thomas Lambert has been accepted for presentation at the European Finance Association in Norway. 
  • The paper 'The Success and Failure of Nascent Markets' by Jose Albuquerque de Sousa, Mathijs van Dijk (co-authored by Thorsten Beck and Peter Bergeijk) has been accepted for presentation at the European Finance Association in Norway.
  • The paper 'The Disciplining Effect of Credit Ratings: Evidence from Corporate Asset Sales' by Dion Bongaerts, Frederik Schlingemann has been accepted for presentation at the American Finance Association 2017 in Chicago, USA.

May 2016

  • Elvira Sojli got her paper 'Identifying Cross-Sided Liquidity Externalities' (co-authored by Wing Wah Tham and Johannes Skjeltorp) accepted for publication in Management Science.
  • Yan Wang got her paper 'The Product Market Impact of Minority Stake Acquisitions (co-authored by Amrita Nain) accepted for publication in Management Science.
  • Yigitcan Karabulut got his paper 'Incompatible European Partners? Cultural Predispositions and Household Financial Behavior (co-authored by Michael Haliassos and Thomas Jansson) accepted for publication in Management Science.

March 2016

  • Yigitcan Karabulut got his paper 'Incompatible European Partners? Cultural Predispositions and Household Financial Behavior' (co-authored by Michael Haliassos and Thomas Jansson) accepted for publication in Management Science.

January 2016

November 2015

  • Dirk Schoenmaker starts as a Full Professor at RSM's Finance Department. His research and teaching interests lie in the areas of central banking and financial stability, financial system architecture, European financial integration, and circular economy.

October 2015

  • The paper 'Estimating Security Betas Using Prior Information Based on Firm Fundamentals' by Mathijs Cosemans (co-authored by Rik Frehen, Peter Schotman and Rob Bauer) has been accepted for publication in the Review of Financial Studies.
  • The paper 'The International Diversification of Banks and the Value of their Cross-border M&A Advice' by Anjana Rajamani and Abe de Jong (co-authored by Steven Ongena and Marieke van der Poel) has been accepted for publication in Management Science.

September 2015

  • Wolf Wagner starts as a Full Professor at RSM's Finance Department. His research and teaching interests lie in the areas of Financial Innovation, Financial Regulation, Banking and Asset Pricing.

August 2015

  • Thomas Lambert starts as an Assistant Professor at RSM's Finance Department. Thomas has a Ph.D. from University Catholique de Louvain and University Lille 2. His research and teaching interests lie in the areas of Corporate Finance, Corporate Governance, Political Economy of Finance and Entrepreneurial Finance.

July 2015

  • Dion Bongaerts and Mark Van Achter received the 2015 Josseph de la Vega Prize (awarded by the Federation of European Stock Exchanges) for their paper 'High-Frequency Trading and Market Stability'.
  • The paper 'Why banks want to be complex' by Lars Norden and Fabrizio Spargoli (co-authored by Frank Hong Liu) has been accepted for presentation at the American Finance Association Meeting 2016 and at the American Economics Association Meeting 2016 in San Francisco, USA.
  • The paper 'Trading Speed Competition: Can the arms race go too far?' by Lingtian Kong, Mark Van Achter and Dion Bongaerts has been accepted for presentation at the European Finance Association in Vienna.
  • The paper 'Bank Deregulation, Competition and Economic Growth: The US Free Banking Experience' by Fabrizio Spargoli has been accepted for presentation at the NBER Summer Institute Conference.
  • The paper 'Playing Favorites: Conflicts of Interest in Mutual Fund Management' by Egemen Genc (co-authored by Diane Del Guercio and Hai Tran) has been accepted for presentation at the American Finance Association Meeting 2016 in San Francisco, USA.
  • The paper 'High-Frequency Trading and Market Stability' by Mark Van Achter and Dion Bongaerts has been accepted for presentation at the American Finance Association Meeting 2016 in San Francisco, USA.

March 2015

  • The paper 'Informational Synergies in Consumer Credit' by Lars Norden (co-authored by Martin Hibbeln, Piet Usselmann and Marc Guertler) will receive the Best Paper Award in Financial Institutions at the Midwest Finance Conference in Chicago on March 6th.

February 2015

  • Mathijs van Dijk has been awarded a prestigious fellowship by the Netherlands Institute for Advanced Study in the Humanities and Social Sciences (NIAS).
  • Yan Wang starts as an Assistant Professor at RSM's Finance Department. Yan has a Ph.D. from the McGill University. Her research and teaching interests lie in the areas of Financial Institutions and Empirical Corporate Finance.

September 2014

  • Yigitcan Karabulut starts as an Assistant Professor at RSM's Finance Department.Yigitcan has a Ph.D. from Goethe University Frankfurt. His research and teaching interests lie in the areas Household Finance and Behavioral Finance.
  • The paper 'The Benefits of Relationship Lending in a Cross-country context: A meta-analysis' by Vlado Kysucky and Lars Norden has been accepted for publication in Management Science.

April 2014:

  • The paper 'Options-Implied Variance and Future Stock Returns' by Buhui Qiu (co-authored by Hui Guo) has been accepted for publication in the Journal of Banking and Finance.

March 2014:

  • Elvira Sojli has won the 2014 Crowell Second Prize which was awarded by the Quantitative Research Group at PanAgora Asset Management for her paper 'Market Illiquidity, Funding Liquidity, and Bond Risk Premia' (co-authored with Kees Bouwman and Wing Wah Tham). The jury found their paper and presentation truly outstanding and deserving this recognition.

January 2014:

  • The paper 'Flashes of Trading Intent at the NASDAQ' by Elvira Sojli (co-authored by Wing Wah Tham and Johannes Alte Skjeltorp) has been accepted for publication in the Journal of Financial and Quantitative Analysis.
  • The paper 'Do Target CEOs Trade Premiums for Personal Benefits?' by Buhui Qiu (co-authored by Svetoslav Trapkov and Fadi Yakoub) has been accepted for publication in the Journal of Banking and Finance.