Martijn F. Boons
Professor in Finance, Nova School of Business and Economics
Contact Information
Nova School of Business and Economics
Campus de Carcavelos
2775-405, Carcavelos
Portugal
Email: martijn.boons [@] novasbe.pt
Research Papers
Published
Persistent and Transitory Components of Characteristics: Implications for Asset Pricing (with Fahiz Baba Yara and Andrea Tamoni; Journal of Financial Economics, Volume 154, 2024)
Do Credit Markets Respond to Macroeconomic Shocks? The Case for Reverse Causality (with Giorgio Ottonello and Rossen Valkanov; Journal of Finance, Volume 78, 2023)
Dynamic Asset (Mis)Pricing: Build-upvs. Resolution Anomalies (with Jules van Binsbergen, Christian Opp and Andrea Tamoni; Journal of Financial Economics, Volume 147, 2023)
Value return predictability across asset classes and commonalities in risk premia (with Fahiz Baba Yara and Andrea Tamoni; Review of Finance, Volume 25, 2021)
Time-varying state variable risk premia in an ICAPM (with Pedro Barroso and Paul Karehnke; Journal of Financial Economics, Volume 139, 2021)
Time-varying inflation risk and stock returns (with Fernando Duarte, Frans A. de Roon and Marta Szymanowska; Journal of Financial Economics, Volume 136, 2020)
Basis-momentum (with Melissa Prado; Journal of Finance, Volume 74, February 2019)
State variables, macroeconomic activity and the cross-section of individual stocks (Journal of Financial Economics, Volume 119, March 2016)
Replication data
Working
Macroeconomic Announcements and the News that Matters Most to Investors (R&R Management Science, with Samia Badidi and Rik Frehen)
The Multifactor Risk-Return Tradeoff (with Fahiz Baba Yara and Rik Frehen)
What Drives the Volatility of Professional Stock Return Forecasts? Causal Evidence from Macro Shocks (with Giorgio Ottonello and Rossen Valkanov)
The Response of Equity Yields to a Long-Run Shock (with Petra Sinagl and Andrea Tamoni)
A Tale of Bad Days: Investor Preferences, Smart Money, and Fund Manager Skill (with Samia Badidi and Rafael Zambrana)
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)