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Driessen, Joost
129  Ergebnisse:
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1

Stocks versus corporate bonds: A cross-sectional puzzle:

van Zundert, Jeroen ; Driessen, Joost
Journal of Banking and Finance, Forthcoming.  , 2022
Link: https://ssrn.com/abstrac..
 
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2

Stocks versus corporate bonds: A cross-sectional puzzle:

van Zundert, Jeroen ; Driessen, Joost
Journal of Banking & Finance.  137 (2022)  - p. 106447 , 2022
Link: https://doi.org/10.1016/..
 
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3

A simple approach to estimate long-term interest rates:

Driessen, Joost ; Nijman, Theo E. ; Simon, Zorka
Journal of Pension Economics and Finance.  , 2022
Link: https://doi.org/10.1017/..
 
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4

Can unpredictable risk exposure be priced?:

Barahona, Ricardo ; Driessen, Joost ; Frehen, Rik
Journal of Financial Economics.  139 (2021)  2 - p. 522-544 , 2021
Link: https://doi.org/10.1016/..
 
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5

Pricing Liquidity Risk with Heterogeneous Investment Horizo..:

Beber, Alessandro ; Driessen, Joost ; Neuberger, Anthony.
Journal of Financial and Quantitative Analysis.  56 (2020)  2 - p. 373-408 , 2020
Link: https://doi.org/10.1017/..
 
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6

Can Unpredictable Risk Exposure Be Priced?:

Barahona, Ricardo ; Driessen, Joost ; Frehen, Rik
Journal of Financial Economics, 139 (2021) 522-544.  , 2019
Link: https://ssrn.com/abstrac..
 
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7

Does interest rate exposure explain the low-volatility anom..:

Driessen, Joost ; Kuiper, Ivo ; Nazliben, Korhan.
Journal of Banking & Finance.  103 (2019)  - p. 51-61 , 2019
Link: https://doi.org/10.1016/..
 
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8

Cumulative Prospect Theory, Option Returns, and the Varianc..:

Baele, Lieven ; Driessen, Joost ; Ebert, Sebastian..
The Review of Financial Studies.  32 (2019)  9 - p. 3667-3724 , 2019
Link: https://www.jstor.org/st..
 
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9

The Dividend Term Structure:

Kragt, Jac ; de Jong, Frank ; Driessen, Joost
Journal of Financial and Quantitative Analysis.  55 (2019)  3 - p. 829-867 , 2019
Link: https://doi.org/10.1017/..
 
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10

Rebalancing for Long Term Investors: Why It Pays to Do Less:

Driessen, Joost ; Kuiper, Ivo
Bankers, Markets & Investors, forthcoming.  , 2019
Link: https://ssrn.com/abstrac..
 
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11

Cumulative Prospect Theory, Option Returns, and the Varianc..:

Baele, Lieven ; Driessen, Joost ; Ebert, Sebastian..
The Review of Financial Studies.  32 (2018)  9 - p. 3667-3723 , 2018
Link: https://doi.org/10.1093/..
 
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12

An Asset Pricing Approach to Liquidity Effects in Corporate..:

Bongaerts, Dion ; de Jong, Frank ; Driessen, Joost
The Review of Financial Studies.  30 (2017)  4 - p. 1229-1269 , 2017
Link: https://doi.org/10.1093/..
 
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13

An Asset Pricing Approach to Liquidity Effects in Corporate..:

Bongaerts, Dion ; de Jong, Frank ; Driessen, Joost
The Review of Financial Studies.  30 (2017)  4 - p. 1229-1269 , 2017
Link: http://www.jstor.org/sta..
 
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14

The world price of jump and volatility risk:

Driessen, Joost ; Maenhout, Pascal
Journal of Banking & Finance.  37 (2013)  2 - p. 518-536 , 2013
Link: https://doi.org/10.1016/..
 
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15

A New Method to Estimate Risk and Return of Nontraded Asset..:

Driessen, Joost ; Lin, Tse-Chun ; Phalippou, Ludovic
The Journal of Financial and Quantitative Analysis.  47 (2012)  3 - p. 511-535 , 2012
Link: https://www.jstor.org/st..
 
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