- 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
- Salience theory and stock prices, with Mathijs Cosemans, February 2017
- SFS Cavalcade 2017, FMA Europe 2017, best paper award in investments at FMA, revise and resubmit Journal of Financial Economics
- Insider trading its effect on outsiders, with Mathijs Cosemans, November 2017
- Gerzensee ESSFM 2018 (main AP program), Workshop in monetary and financial history 2019
- Can unpredictable risk exposure be priced?, with Ricardo Barahona and Joost Driessen, June 2018
- 17th Colloquium on Financial Markets, Frontiers of Factor Investing 2018, EFA 2019, revise and resubmit Journal of Financial Economics
- Does credit affect stock trading? Evidence from the South Sea Bubble, with Fabio Braggion and Emiel Jerphanion, June 2019
- Is the stock market the most natural place to hedge risks?, with Gleb Gertsman and Bas Werker.
- 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.