Martijn F. Boons

Research Papers

Published

• State variables, macroeconomic activity and the cross-section of individual stocks (Journal of Financial Economics, Volume 119, March 2016)

  • Internet Appendix with supplementary material 

  • 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)

  • Replication Data and Code

• 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)