Working Papers
Joost Driessen and Otto van Hemert, Testing the Efficiency of the Commercial Real Estate Market: Evidence from the 2007-2009 Financial Crisis.
SSRN link
Joost Driessen, Tse-Chun Lin, and Otto van Hemert, How the 52-week high and low affect beta and volatility.
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Joost Driessen, Tse-Chun Lin, and Ludo Phalippou (2009) A new method to estimate risk and return of non-traded assets from cash flows: The case of private equity funds, NBER working paper 14144
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Frank de Jong, Joost Driessen and Otto van Hemert, Hedging House Price Risk: Portfolio Choice with Housing Futures.
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Frank de Jong and Joost Driessen, Liquidity Risk Premia in Corporate Bond Markets.
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Joost Driessen and Pascal Maenhout, The World Price of Jump and Volatility Risk. SSRN link
Global / English