Published and forthcoming papers

1. The Impact of Firm and Industry Characteristics on Small Firms’ Capital Structure, with Hans Degryse and Peter Kappert - [pdf] forthcoming Small Business Economics

2. Stock and Bond Market Interactions with Level and Asymmetry Dynamics: An Out-of-Sample Application, with Wessel Marquering, Journal of Empirical Finance, 2009, 16(2), 318 - 329

3. Macroeconomic Announcements and Asymmetric Volatility in Bond Returns, with Wessel Marquering, Journal of Banking and Finance, 2006, 30, 2659 - 2680

4. The Generalized Asymmetric Dynamic Covariance Model, with Wessel Marquering
Finance Research Letters, 2005, 2(2), 67-74

5. Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach, with Wessel Marquering Journal of Financial Econometrics, 2004, 2(1), 531-564.



Working Papers

1. Insider Trading, Option Exercises and Private Benefits of Control, with Péter Cziráki and Luc Renneboog - [February 2011]

2. Who to believe? Consumer Susceptibility towards Gender Specific Financial Advice, with Jordy Bolton - [February 2011]

3. Coexistence and Dynamics of Overconfidence and Strategical Incentives, with Katrien Bosquet and Kristien Smedts - [February 2011]

4. Gender Heterogeneity in Analyst Recommendations and Portfolio Performance, with Katrien Bosquet and Kristien Smedts - [February 2011]

5. Male Analysts are Overconfident while Female Analysts Are Not, with Katrien Bosquet and Kristien Smedts - [January 2010]

6. The Price of Macroeconomic Announcement Risk, with Jiehui Hu and Bas Werker - [February 2009]



Current Research Projects

1. Does the Market Respond to Televised Analyst Recommendations?



Published Book Chapters

1. "The Term Structure of Interest Rates: An Overview", Chapter 18, 423 - 448, Advances in Corporate Finance and Asset Pricing, L.D.R. Renneboog (ed.), Elsevier, Amsterdam, 2006.