| Unknown unknowns: Uncertainty about risk and stock returns G Baltussen, S Van Bekkum, B Van Der Grient Journal of Financial and Quantitative Analysis 53 (4), 1615-1651, 2018 | 124 | 2018 |
| Exploiting option information in the equity market G Baltussen, B van der Grient, W de Groot, E Hennink, W Zhou Financial Analysts Journal 68 (4), 56-72, 2012 | 51* | 2012 |
| Fundamental indexation: Rebalancing assumptions and performance D Blitz, B Van Der Grient, P Van Vliet Journal of Index Investing 1 (2), 82-88, 2010 | 41 | 2010 |
| Unknown unknowns: Vol-of-vol and the cross section of stock returns G Baltussen, S Van Bekkum, B Van der Grient Erasmus University Working Paper, 2012 | 35 | 2012 |
| Is the relation between volatility and expected stock returns positive, flat or negative? P Van Vliet, D Blitz, B Van der Grient Flat or Negative, 2011 | 27 | 2011 |
| Forthcoming. Unknown unknowns: uncertainty about risk and stock returns G Baltussen, S Van Bekkum, B Van Der Grient Journal of Financial and Quantitative Analysis, 0 | 4 | |
| What drives the value premium D Blitz, B van der Grient, M Hanauer White paper). Robeco. Available at https://www. robeco. com/images/20141016 …, 2015 | 2 | 2015 |
| Reversing the Trend of Short-Term Reversal D Blitz, B van der Grient, I Honarvar Available at SSRN, 2023 | 1 | 2023 |
| Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit Ross Levine, Chen Lin, and Wensi Xie Asymmetry in Stock Comovements: An Entropy Approach L Jiang, K Wu, G Zhou, O Kadan, R Michaely, PC Moulton, E de Bodt, ... | | 2018 |
| Holdup by Junior Claimholders: Evidence from the Mortgage Market Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, and Yan Zhang Optimal Consumption and … S Ahn, KJ Choi, BH Lim, S Alnahedh, S Bhagat, I Obreja, MD Amore, ... | | |
| Overnight Returns and Firm-Specific Investor Sentiment David Aboody, Omri Even-Tov, Reuven Lehavy, and Brett Trueman Holdup by Junior Claimholders: Evidence from the Mortgage … S Ahn, KJ Choi, BH Lim, S Alnahedh, S Bhagat, I Obreja, MD Amore, ... | | |
| Overnight Returns and Firm-Specific Investor Sentiment David Aboody, Omri Even-Tov, Reuven Lehavy, and Brett Trueman Optimal Consumption and Investment under Time-Varying … S Alnahedh, S Bhagat, I Obreja, MD Amore, A Minichilli, F Anjos, ... | | |
| Overnight Returns and Firm-Specific Investor Sentiment David Aboody, Omri Even-Tov, Reuven Lehavy, and Brett Trueman Regulatory Sanctions and Reputational Damage in Financial … LE Markets, P Asimakopoulos, S Asimakopoulos, N Kourogenis, ... | | |
| Investment Cash Flow Sensitivity: Fact or Fiction? Senay Agca and Abon Mozumdar Capital Market Efficiency and Arbitrage Efficacy Ferhat Akbas, Will J. Armstrong, Sorin Sorescu … M Anderson, A Antoniades, C Antoniou, GW Harrison, MI Lau, D Read, ... | | |
| Overnight Returns and Firm-Specific Investor Sentiment David Aboody, Omri Even-Tov, Reuven Lehavy, and Brett Trueman Investment Cash Flow Sensitivity: Fact or Fiction? Şenay … M Anderson, A Antoniades, C Antoniou, GW Harrison, MI Lau, D Read, ... | | |
| Investment Cash Flow Sensitivity: Fact or Fiction? Şenay Ağca and Abon Mozumdar What Drives the Commonality between Credit Default Swap Spread Changes? Mike Anderson Liquidity … A Antoniades, C Antoniou, GW Harrison, MI Lau, D Read, GO Aragon, ... | | |
| Investment Cash Flow Sensitivity: Fact or Fiction? Senay Agca and Abon Mozumdar What Drives the Commonality between Credit Default Swap Spread Changes? Mike Anderson Liquidity … A Antoniades, C Antoniou, GW Harrison, MI Lau, D Read, GO Aragon, ... | | |
