We are Tilburg University

We are Tilburg University

Expertise

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

Courses

Recent publications

  1. 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.
  2. 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.
  3. 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). Chicago: University of Chicago Press.
  4. Dutch Securities for American Land Speculation in the Late-Eighteenth…

    Frehen, R. G. P., Goetzmann, W., & Rouwenhorst, K. G. (2013). Dutch Securities for American Land Speculation in the Late-Eighteenth Century. NBER.
  5. Finance in the great mirror of folly

    Frehen, R. G. P., Goetzmann, W., & Rouwenhorst, K. G. (2013). Finance in the great mirror of folly. In W. Goetzmann, C. Labio, K. G. Rouwenhorst, & T. G. Young (Eds.), The Great Mirror of Folly: Finance, Culture, and the Crash of 1720 (pp. 63-87). New Haven: Yale University Press.

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