We are Tilburg University

We are Tilburg University

Expertise

bubbles, beta estimation, beta uncertainty, salience, insider trading

Courses

Recent publications

  1. Salience theory and stock prices - Empirical evidence

    Cosemans, M., & Frehen, R. (Accepted/In press). Salience theory and stock prices: Empirical evidence. Journal of Financial Economics.
  2. Can unpredictable risk exposure be priced?

    Barahona, R., Driessen, J., & Frehen, R. (Accepted/In press). Can unpredictable risk exposure be priced? Journal of Financial Economics.
  3. 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.
  4. 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
  5. 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.

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