Erasmus Finance Group

Welcome to the website of the Erasmus Finance Group. This portal collects all relevant information about the finance research activities of the Finance Group at Erasmus University Rotterdam.

Marta Szymanowska publishes in Management Science

Marta Szymanowska's paper "Asset Pricing Restrictions on Predictability: Frictions Matter" (co-auth...

Mathijs van Dijk publishes in the Journal of Accounting and Economics

Mathijs van Dijk’s paper “The Implied Cost of Capital: A New Approach” (co-authored with Kewei Hou ...

Soft information matters in SME lending

Analysing loan data from small and medium-sized enterprises (SMEs), Lars Norden and Jens Grunert sh...

Events

Denis Gromb (INSEAD)

Financially Constrained Arbitrage and Cross-Market Contagion

Nov 22, 11 | ERIM Research Seminar | Finance

Elvira Sojli (Rotterdam School of Management (RSM))

Stock Market Liquidity and Bond Risk Premia

Nov 30, 11 | ERIM Research Seminar | Finance

Stefano Giglio (Booth School of Business)

Credit Default Swap Spreads and Systemic Financial Risk

Dec 01, 11 | ERIM Research Seminar | Finance

Tyler Shumway (Stephen M. Ross School of Business)

Erasmus Finance Seminar

Dec 06, 11 | ERIM Research Seminar | Finance

Harrison Hong (Department of Economics)

Erasmus Finance Seminar

Dec 09, 11 | ERIM Research Seminar | Finance

Annette Vissing-Jorgensen (Kellogg School of Management)

Erasmus Finance Seminar

Dec 13, 11 | ERIM Research Seminar | Finance

Marta Szymanowska (Rotterdam School of Management (RSM))

Commodity-Based Consumption Tracking Portfolios and the Cross-Section of Average Stock Returns

Dec 14, 11 | ERIM Research Seminar | Finance