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Driessen, Joost


 SSRN Author Rank: 462 by Downloads
 Professor of Financial Derivatives
 

Tilburg University - Department of Finance


 P.O. Box 90153
 Tilburg, 5000 LE
 Netherlands
 email address
 Professor of Financial Derivatives
 

CentER Tilburg University


 P.O. Box 90153
 Tilburg, 5000 LE
 Netherlands
 email address

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. Driessen, Joost's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
26,717
Total
Citations
594
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Driessen, Joost
Tilburg University - Department of Finance
Lin, Tse-Chun
The University of Hong Kong
Phalippou, Ludovic
University of Oxford - Said Business School
Posted:
27 Feb 07
Last Revised:
13 Jan 15
3,172
(1,667)
18

2.  
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Vilkov, Grigory
Frankfurt School of Finance & Management
Posted:
25 Feb 05
Last Revised:
14 Jul 08
2,252
(3,092)
38

3.  
Individual Stock-Option Prices and Credit Spreads | Show Abstract | Download This Paper |
Yale ICF Working Paper No. 04-14; EFA 2004 Maastricht Meetings Paper No. 5147
Number of Pages in PDF File: 56
Cremers, Martijn
University of Notre Dame
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Weinbaum, David
Syracuse University
Posted:
30 Jun 04
2,098
(3,485)
73

4.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
08 Apr 05
Last Revised:
07 May 09
2,019
(3,718)
53

5.  
Cremers, Martijn
University of Notre Dame
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Weinbaum, David
Syracuse University
Posted:
20 Mar 05
1,450
(6,629)
22

6.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Pelsser, Antoon
Maastricht University
Posted:
11 Mar 00
1,310
(7,849)
9

7.  
Driessen, Joost
Tilburg University - Department of Finance
Van Hemert, Otto
IMC Asset Management
Posted:
08 Sep 09
Last Revised:
29 Jul 11
1,301
(7,931)
1

8.   Incl. Electronic Paper
Driessen, Joost
Tilburg University - Department of Finance
Posted:
20 Mar 02
Last Revised:
29 Jul 10
1,258
(8,404)
116

9.   Incl. Electronic Paper
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Vilkov, Grigory
Frankfurt School of Finance & Management
Posted:
26 Oct 12
Last Revised:
26 Nov 13
1,191
(9,236)
28

10.  
Driessen, Joost
Tilburg University - Department of Finance
Klaassen, Pieter
ABN-Amro Bank, The Netherlands
Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
Posted:
06 Nov 00
1,187
(9,275)
26

11.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
1,111
(10,305)
9

12.  
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market | Show Abstract | Download This Paper |
Journal of Finance, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of Pages in PDF File: 66
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
01 Mar 07
Last Revised:
24 Jan 10
933
(13,520)
37

13.  
A Portfolio Perspective on Option Pricing Anomalies | Show Abstract | Download This Paper |
AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 916
Number of Pages in PDF File: 52
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Posted:
23 Jul 03
932
(13,545)
39

14.  
Driessen, Joost
Tilburg University - Department of Finance
Lin, Tse-Chun
The University of Hong Kong
Van Hemert, Otto
IMC Asset Management
Posted:
22 Mar 10
Last Revised:
09 Jul 11
882
(14,725)
1

15.   Incl. Electronic Paper
Cremers, Martijn
University of Notre Dame
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Posted:
04 Mar 05
Last Revised:
18 Oct 13
846
(15,721)
50

16.   Incl. Electronic Paper
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
23 Apr 11
Last Revised:
25 May 12
712
(20,216)
3

17.  
Driessen, Joost
Tilburg University - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
Posted:
11 Apr 00
691
(21,104)
12

18.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Van Hemert, Otto
IMC Asset Management
Posted:
13 Jun 05
Last Revised:
31 Jul 08
658
(22,614)
9

19.  
Why Do Options Prices Predict Stock Returns? | Show Abstract | Download This Paper |
Netspar Discussion Paper No. 07/2013-079
Number of Pages in PDF File: 49
Lin, Tse-Chun
The University of Hong Kong
Lu, Xiaolong
The University of Hong Kong - Faculty of Business and Economics
Driessen, Joost
Tilburg University - Department of Finance
Posted:
25 Feb 14
651
(22,962)
1

20.  
On the Information in the Interest Rate Term Structure and Option Prices | Show Abstract | Download This Paper |
Review of Derivatives Research, Vol. 7, No. 2, 2004
Number of Pages in PDF File: 40
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Pelsser, Antoon
Maastricht University
Posted:
28 Feb 02
Last Revised:
08 May 11
494
(33,395)
11

21.   Incl. Electronic Paper
Beber, Alessandro
Cass Business School
Driessen, Joost
Tilburg University - Department of Finance
Tuijp, Patrick
University of Amsterdam - Finance Group
Posted:
25 Nov 11
Last Revised:
07 Nov 12
325
(56,072)
4

22.  
The World Price of Jump and Volatility Risk | Show Abstract | Download This Paper |
AFA 2005 Philadelphia Meetings, Forthcoming
Number of Pages in PDF File: 53
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Posted:
02 Jan 05
302
(61,066)
12

23.  
Driessen, Joost
Tilburg University - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
Posted:
31 Jan 00
211
(89,565)
2

24.   Incl. Electronic Paper
Baele, Lieven
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Londono, Juan M.
Federal Reserve Board of Governors
Spalt, Oliver G.
Tilburg University - Department of Finance
Posted:
21 Mar 14
Last Revised:
15 Feb 15
199
(94,979)
 

25.   Incl. Electronic Paper
Perotti, Enrico C.
University of Amsterdam - Finance Group
Driessen, Joost
Tilburg University - Department of Finance
Posted:
19 Nov 03
Last Revised:
06 Oct 11
178
(105,538)
2

26.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
10 Oct 13
120
(148,379)
 

27.   Incl. Electronic Paper
Kragt, Jac
Tilburg University - Department of Finance
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
19 Nov 14
Last Revised:
26 Dec 14
106
(161,575)
 

28.  
Driessen, Joost
Tilburg University - Department of Finance
Laeven, Luc
International Monetary Fund (IMF)
Posted:
23 Jun 11
105
(162,657)
16

29.  
Driessen, Joost
Tilburg University - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Simon, Zorka
Tilburg University
Posted:
14 Feb 15
23
(328,206)
 

30.  
An Empirical Portfolio Perspective on Option Pricing Anomalies | Show Abstract |
Review of Finance, Vol. 11, Issue 4, pp. 561-603, 2007
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Posted:
14 Jul 08
 

31.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
 


Records 1 - 31 of 31 matches
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