Erasmus Finance Group

 
 
   
  Erasmus Research Institute of Management > Research > Centres > Erasmus Finance > News Login
 

News

Wing Wah Tham publishes in Management Science ing Wah Tham's paper "Execution Risk High-frequency Arbitrage" (co-authored by Roman Kozhan) has been accepted for publication in Management Science.
10-02-2012
Vici Grant for Professor Ingolf Dittmann Ingolf Dittmann, Professor in Finance in the Erasmus School of Economics received a Vici grant of one and a half million Euros from the Netherlands Organization for Scientific Research (NWO) for his research proposal entitled “Inferring Preferences from Managerial Compensation Data”. 
09-02-2012
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 and Yinglei Zhang) proposes a new proxy for a firm's expected returns (or cost of equity capital) based on a firm’s “Implied Cost of Capital” (ICC) – defined as the internal rate of return that equates the firm’s stock price to the present value of expected future cash flows. The ICC has been developed in the early 2000s and has gained considerable popularity in academic studies and in investment management applications.
21-12-2011
Bart Diris received a best paper award at the EFA meetings Bart Diris received the “Commonfund Prize for the best paper on foundation and endowment asset management” at the annual meeting of the European Finance Association for his paper “Model uncertainty for long-term investors”.
30-09-2011
Mathijs van Dijk publishes in the Journal of Financial Economics Mathijs van Dijk's paper "Understanding Commonality in Liquidity Around the World" (co-authored by Andrew Karolyi and Kuan-Hui Le) has been accepted for publication in the Journal of Financial Economics. This paper investigates the extent to which financial market liquidity is correlated across different stocks within 40 stock markets around the world.
21-09-2011
Michel van der Wel has been awarded a Veni grant Michel van der Wel has been awarded a Veni grant (€250,000) by the Dutch Organisation for Scientific Research (NWO). He received the Veni grant for his research proposal “How safe is the safe haven? Measuring the riskiness of the riskfree rate.”
21-09-2011
Dion Bongaerts receives a best paper award at the meeting of the European Finance Association Dion Bongaerts received the “SAC Capital Advisors L.P. Best Conference Paper Award” at the annual meeting of the European Finance Association for his paper “An asset pricing approach to liquidity effects in corporate bond markets”, co-authored by Frank de Jong and Joost Driessen.
21-09-2011
Agnieszka Markiewicz publishes in the International Economic Review Agnieszka Markiewicz's paper "Model Uncertainty and Exchange Rate Volatility" has been accepted for a publication in International Economic Review. This paper proposes an explanation for shifts in the volatility of exchange rates, a well-known and much documented fact in international economics.
09-05-2011
Martijn van den Assem publishes in Management Science Martijn van den Assem's paper "Split or Steal? Cooperative Behavior When the Stakes Are Large", co-authored by Richard Thaler and Dennie van Dolder from the University of Chicago and the Tinbergen Institute, respectively, has been accepted by Management Science.
09-05-2011
Michel van der Wel publishes in the Journal of Financial and Quantitative Analysis Michel van der Wel’s paper “Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-free Rate”, co-authored with Albert J. Menkveld and Asani Sarkar from the VU University Amsterdam and Federal Reserve Bank of New York, respectively, has been accepted by the Journal of Financial and Quantitative Analysis.
12-04-2011
Dion Bongaerts publishes in the Journal of Finance Dion Bongaerts’s paper “Tiebreaker: Certification and Multiple Credit Ratings”, co-authored with Martijn Cremers and William Goetzmann from Yale School of Management, has been conditionally accepted by the Journal of Finance.
16-12-2010
Erasmus Finance Group ranked fourth in Europe (2004-08) A recent study by Chan, Chang and Chen (forthcoming in European Financial Management) provides a long-term comprehensive assessment of financial research in the European region. When the period 2004-2008 is considered, the Erasmus Finance Group establishes itself as a top 4 institute for finance in Europe.
30-11-2010
Successful academic year 2009/2010 Our group was more successful than ever in the past academic year. We have achieved together a total of five publications in the top-three finance journals.
17-09-2010
 
 
Mainport of Management Knowledge
Rotterdam School of Management (RSM) | Erasmus School of Economics (ESE)