Salience theory and stock prices: Empirical evidence, with Mathijs Cosemans, Journal of Financial Economics, forthcoming
Can unpredictable risk exposure be priced?, with Ricardo Barahona and Joost Driessen, Journal of Financial Economics, forthcoming
Estimating security betas using prior information based on firm fundamentals, with Mathijs Cosemans, Peter Schotman and Rob Bauer, Review of Financial Studies 29 (2016) 1072-1112.
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
Insider trading its effect on outsiders, with Mathijs Cosemans, November 2017
Gerzensee ESSFM 2018 (main AP program), Workshop in monetary and financial history 2019
Does credit affect stock trading? Evidence from the South Sea Bubble, with Fabio Braggion and Emiel Jerphanion, June 2019
EFA 2020 best conference paper award, EFA 2020, SFS Cavalcade Asia-pacific 2019, Colorado Finance Summit 2019, FIRS 2020, Adam Smith workshop 2020, #econtwitter virtual Finance & Economics Conference 2020
Would ambiguity averse investors hedge risk in equity markets? with Gleb Gertsman and Bas Werker, December 2019.
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.