Department of Finance

Top Publications 2018 Department of Finance

Published or forthcoming

  • Kragt, J., de Jong, F., & Driessen, J. (Accepted/In press). The dividend term structure. Journal of Financial and Quantitative Analysis.
  • Liang, H., Marquis, C., Renneboog, L., & Li Sun, S. (Accepted/In press). Future-time framing: The effect of language on corporate future orientation. Organization Science.
  • Baele, L., Driessen, J., Ebert, S., & Londono Yarce, J. M. (Accepted/In press). Cumulative prospect theory, option returns and the variance premium. The Review of Financial Studies.
  • Cassella, S., & Gulen, H. (2018). Extrapolation bias and the predictability of stock returns by price-scaled variables. The Review of Financial Studies. DOI: 10.1093/rfs/hhx139
  • Crawford, G. S., Pavanini, N., & Schivardi, F. (2018). Asymmetric information and imperfect competition in lending markets. American Economic Review, 108(7), 1659-1701. DOI: 10.1257/aer.20150487
  •  Ebert, S., Nocetti, D., & Schlesinger, H. (2018). Greater mutual aggravation. Management Science, 64(6), 2809-2811. DOI: 10.1287/mnsc.2017.2746
  • Liang, H., Marquis, C., Renneboog, L., & Li Sun, S. (Accepted/In press). Future-time framing: The effect of language on corporate future orientation. Organization Science.
  • Pohl, W., Schmedders, K., & Wilms, O. (2018). Higher-order effects in asset-pricing models with long-run risks. Journal of Finance, 73(3), 1061-1111. DOI: 10.1111/jofi.12615