dr. Rik Frehen
Associate Professor
TiSEM: Tilburg School of Economics and Management
TiSEM: Department Finance
R.G.P.Frehen@tilburguniversity.edu
Room
K 628
Expertise
bubbles, beta estimation, beta uncertainty, salience, insider trading
Courses
Recent publications
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Can unpredictable risk exposure be priced?
Barahona, R., Driessen, J., & Frehen, R. (2021). Can unpredictable risk exposure be priced? Journal of Financial Economics, 139(2), 522-544. -
Salience theory and stock prices - Empirical evidence
Cosemans, M., & Frehen, R. (2021). Salience theory and stock prices: Empirical evidence. Journal of Financial Economics, 140(2), 460-483. -
Would Ambiguity Averse Investors Hedge Risk in Equity Markets?
Gertsman, G., Frehen, R., & Werker, B. (2019). Would Ambiguity Averse Investors Hedge Risk in Equity Markets? (SSRN Journal). SSRN. -
Estimating security betas using prior information based on firm funda…
Cosemans, M., Frehen, R., Schotman, P., & Bauer, R. (2016). Estimating security betas using prior information based on firm fundamentals. The Review of Financial Studies, 29(4), 1072-1112. http://rfs.oxfordjournals.org/content/early/2016/01/30/rfs.hhv131.full?sid=18d93800-48ec-442e-aeba-fdbd6116e421 -
Dutch securities for American land speculation in the late-eighteenth…
Frehen, R. G. P., Goetzmann, W., & Rouwenhorst, K. G. (2014). Dutch securities for American land speculation in the late-eighteenth century. In E. N. White, K. Snowden, & P. Fishback (Eds.), Housing and Mortgage Markets in Historical Perspective (pp. 287-304). University of Chicago Press.