We are Tilburg University

We are Tilburg University

Expertise

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

Courses

Recent publications

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. New evidence on the first financial bubble

    Frehen, R. G. P., Goetzmann, W., & Rouwenhorst, K. G. (2013). New evidence on the first financial bubble. Journal of Financial Economics, 108(3), 585-607.

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