Sjoerd van Bekkum
Professor of Finance & Economics
Department of Finance, Erasmus School of Economics,
Erasmus University
Email: vanbekkum@ese.eur.nl
Key Working Papers
Key Publications
“The Real Effects of Borrower-Based Macroprudential Policy: Evidence from Administrative Household-Level Data” (with Marc Gabarro, Rustom Irani, and Jose-Luis Peydro) Journal of Monetary Economics (forthcoming)
"Complementarity of Sovereign and Corporate Debt Issuance: Mind the Gap" (with Bruce Grundy and Patrick Verwijmeren) Review of Finance (forthcoming)
"Indexing and Stock Market Serial Dependence Around the World" (with Guido Baltussen and Zhi Da) Journal of Financial Economics 132.1 (2019): 26-48. (Internet appendix can be found here)
"Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply" (with Marc Gabarro and Rustom Irani) Review of Financial Studies, 31.3 (2018): 943-979 (Internet appendix can be found here)
"Unknown Unknowns: Uncertainty About Risk and Stock Returns" (with Guido Baltussen and Bart Van Der Grient) Journal of Financial & Quantitative Analysis , 53.4 (2018): 1615-1651 (Internet appendix can be found here)
"Inside Debt and Bank Risk" Journal of Financial & Quantitative Analysis (Lead Article) 51.2 (2016): 359-385 (Internet appendix can be found here)
"Ireland's 2010 EU/IMF Intervention: Costs and Benefits" Journal of Banking & Finance 72.4 (2016): 175-183
"Buy Smart, Time Smart: Are Takeovers Driven by Growth Options or Mispricing?" (with Han Smit and Enrico Pennings) Financial Management 40.4 (2011): 911-940