フォロー
Bart van der Grient
Bart van der Grient
Robeco Quantitative Strategies
確認したメール アドレス: robeco.nl
タイトル
引用先
引用先
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
1282018
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
52*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
432010
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
342012
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
272011
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
22015
Reversing the Trend of Short-Term Reversal
D Blitz, B van der Grient, I Honarvar
Available at SSRN, 2023
12023
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, ...
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