Published and forthcoming papers


1. 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.

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

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

4. 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

5. The Impact of Firm and Industry Characteristics on Small Firms’ Capital Structure, with Hans Degryse and Peter Kappert, Small Business Economics, 2012, 39(4), 431 - 447

6. Insider Trading, Option Exercises and Private Benefits of Control, with Péter Cziráki and Luc Renneboog - Review of Finance, 2014, 18(1), 87 - 108

7. Gender Heterogeneity in the Sell-Side Analyst Recommendation Issuing Process, with Katrien Bosquet and Kristien Smedts - Finance Research Letters, 2014, 11(2), 104 - 111 - [Internet Appendix of the paper]

8. Analysts’ Earnings Forecasts: Coexistence and Dynamics of Overconfidence and Strategic Incentives, with Katrien Bosquet and Kristien Smedts - Accounting and Business Research, 2015, 45(3), 307-322

9. Analysts' forecast error: A robust prediction model and its short term trading profitability, with Kris Boudt, Geert van Campenhout and James Thewissen - Accounting and Finance, 2015, 55(3)

10. Is Macroeconomic Announcement News Priced?, with Jiehui Hu and Bas Werker- - Bankers, Markets & Investors, 2016, 143


Working Papers

1. The Effect of Salient Risk Disclosure and Regulatory Oversight on Investor Behavior, with Ruben Cox – [February 2017] - Presented at FMA 2016 (Las Vegas) and Research in Behavioral Finance conference 2016 (Amsterdam); to be presented at FMA Europe 2017 (Lisabon)
Check out the Oxford Business Law Blog here for a post on our paper

2. Linear Factor Models and the Estimation of Risk Premiums, with Cisil Sarisoy and Bas Werker - [Coming soon!!]

3. Pictures are Worth a Thousand Words: Graphical Information Disclosure and Investment Decision Making, with Timo Hoogendoorn and Geert van Campenhout – [March 2015] - [Internet Appendix] - Presented at FMA 2014 (Nashville), AFA 2015 (Boston), Research in Behavioral Finance conference 2016 (Amsterdam)

4. The Effect of Gender Specific Financial Advice on Investment Decisions, with Jordy Bolton - [August 2014] - click here for a larger version of the paper

5. Does Preventive Nudging Work? Evidence for Dutch Car Loans, with Kenley Langewouters – [May 2014]


Work in progress

1. Motivation, Self Selection and Performance


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.