Martijn F. Boons
Professor in Finance, Tilburg School of Economics and Management
Contact Information
Tilburg School of Economics and Management
Department of Finance
Warandelaan 2
5037AB, Tilburg
The Netherlands
Email: m.f.boons [@] tilburguniversity.edu
Research Papers
Published
State variables, macroeconomic activity and the cross-section of individual stocks (Journal of Financial Economics, Volume 119, March 2016)
Replication data
Basis-momentum (with Melissa Prado; Journal of Finance, Volume 74, February 2019)
Internet Appendix with supplementary material and replication data
Time-varying inflation risk and stock returns (with Fernando Duarte, Frans A. de Roon and Marta Szymanowska; Journal of Financial Economics, Volume 136, 2020)
Time-varying state variable risk premia in an ICAPM (with Pedro Barroso and Paul Karehnke; Journal of Financial Economics, Volume 139, 2021)
Value return predictability across asset classes and commonalities in risk premia (with Fahiz Baba Yara and Andrea Tamoni; Review of Finance, Volume 25, 2021)
Dynamic Asset (Mis)Pricing: Build-upvs. Resolution Anomalies (with Jules van Binsbergen, Christian Opp and Andrea Tamoni; Journal of Financial Economics, Forthcoming)
Do Credit Markets Respond to Macroeconomic Shocks? The Case for Reverse Causality (with Giorgio Ottonello and Rossen Valkanov; Journal of Finance, Forthcoming)
Working
Persistent and Transitory Components of Characteristics: Implications for Asset Pricing (with Fahiz Baba Yara and Andrea Tamoni; R&R Journal of Financial Economics)
Macroeconomic Announcements and the News that Matters Most to Investors (with Samia Badidi and Rik Frehen)
Horizon-specific macroeconomic risks and the cross-section of expected returns (with Andrea Tamoni; SFS Finance Cavalvade 2015, EFA 2015, AFA 2016, SOFIE 2016)
The price of commodity risk in stock and futures markets (with Frans A. de Roon and Marta Szymanowska; NBER 2013 Commodities Workshop, AFA 2011, FIRS 2011)
Education
Ph.D. in Finance, Tilburg University (2009 - 2013)
Visiting Scholar, Rotman School of Business (Fall 2011, Fall 2012)
M.Phil. in Finance (Cum Laude), Tilburg University (2007 - 2009)
Visiting Student, Copenhagen University (Spring 2009)
M.Sc. in Investment Analysis (Cum Laude), Tilburg University (2006 - 2007)
B.Sc. in Business Administration (Cum Laude), Tilburg University (2003 - 2006)
Teaching
Investments [M.Sc. in Finance] (2018)
Corporate Finance [M.Sc. Management] (2016, 2017)
Asset Management [M.Sc. Finance] (2015, 2016, 2017)
Financial Management [M.Sc. Management] (2014, 2015, 2016)
Asset Liability Management [B.Sc. Econometrics] (2013)
Bachelor Thesis in Finance [B. Sc. Business Administration] (2010, 2011, 2012)
Finance I [B.Sc. Business Administration] (2010, 2011)
Investment Analysis [M.Sc.in Finance] (2009, 2010)