Research

Publications

  • Estimating security betas using prior information based on firm fundamentals, with Mathijs Cosemans, Peter Schotman and Rob Bauer, forthcoming Review of Financial Studies
  • New evidence on the first financial bubble, with William Goetzmann and Geert Rouwenhorst, Journal of Financial Economics 108 (2013) 585-607
  • Regret aversion and annuity risk in defined contribution pension plans, with Roy Hoevenaars, Franz Palm and Peter Schotman. Insurance: Mathematics and Economics 42 (2008) 1050-1061

Book chapters

  • Finance in the Great Mirror of Folly, with William Goetzmann and Geert Rouwenhorst. In W. Goetzmann, C. Labio, K. G. Rouwenhorst and T.G. Young, eds. The Great Mirror of Folly: Finance, Culture, and the Crash of 1720, 2013, Yale University Press, New Haven.
  • Dutch Securities for American Land Speculation in the Late-Eighteenth Century, with William Goetzmann and Geert Rouwenhorst. In P. Fishback, K. Snowden and E. White, eds. Housing and Mortgage Markets in Historical Perspective, 2014, The University of Chicago Press, Chicago.