Feedback to SSRN

 
  • Selected
  • Entire List

Joost Driessen

SSRN Author Rank: 508 by Downloads and 919 by Citations

 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Joost Driessen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
28,884
Total
Citations
579
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 - Faculty of Business and Economics
Phalippou, Ludovic
University of Oxford - Said Business School
Posted:
27 Feb 07
Last Revised:
13 Jan 15
3,400
(1,842)
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
2,298
(3,530)
36

3.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
08 Apr 05
Last Revised:
07 May 09
2,161
(3,489)
53

4.  
Individual Stock-Option Prices and Credit Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
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
2,119
(4,196)
72

5.   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:
19 Apr 16
1,602
(6,971)
28

6.  
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
1,464
(7,892)
21

7.  
Driessen, Joost
Tilburg University - Department of Finance
Van Hemert, Otto
IMC Asset Management
Posted:
08 Sep 09
Last Revised:
29 Jul 11
1,331
(8,834)
 

8.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Pelsser, Antoon
Maastricht University
Posted:
11 Mar 00
1,314
(9,529)
8

9.   Incl. Electronic Paper
Driessen, Joost
Tilburg University - Department of Finance
Posted:
20 Mar 02
Last Revised:
29 Jul 10
1,298
(9,852)
113

10.  
Driessen, Joost
Tilburg University - Department of Finance
Klaassen, Pieter
UBS AG
Melenberg, Bertrand
Tilburg University - Center for Economic Research (CentER)
Posted:
06 Nov 00
1,193
(11,180)
24

11.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
1,118
(12,299)
8

12.  
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market | Show Abstract | Download This Paper | Open PDF in Browser |
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
987
(15,175)
37

13.  
A Portfolio Perspective on Option Pricing Anomalies | Show Abstract | Download This Paper | Open PDF in Browser |
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
954
(15,231)
38

14.  
Driessen, Joost
Tilburg University - Department of Finance
Lin, Tse-Chun
The University of Hong Kong - Faculty of Business and Economics
Van Hemert, Otto
IMC Asset Management
Posted:
22 Mar 10
Last Revised:
09 Jul 11
904
(16,412)
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
859
(18,705)
48

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
850
(18,998)
2

17.  
Why Do Options Prices Predict Stock Returns? | Show Abstract | Download This Paper | Open PDF in Browser |
Netspar Discussion Paper No. 07/2013-079
Number of Pages in PDF File: 49
Lin, Tse-Chun
The University of Hong Kong - Faculty of Business and Economics
Lu, Xiaolong
The University of Hong Kong - Faculty of Business and Economics
Driessen, Joost
Tilburg University - Department of Finance
Posted:
25 Feb 14
708
(21,642)
1

18.  
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
698
(24,797)
11

19.  
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:
17 May 15
674
(25,144)
9

20.  
On the Information in the Interest Rate Term Structure and Option Prices | Show Abstract | Download This Paper | Open PDF in Browser |
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
499
(38,764)
10

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
408
(50,880)
4

22.   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
315
(69,003)
1

23.  
The World Price of Jump and Volatility Risk | Show Abstract | Download This Paper | Open PDF in Browser |
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
308
(67,318)
12

24.  
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
(103,938)
2

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
179
(123,095)
2

26.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
10 Oct 13
136
(136,804)
 

27.  
Driessen, Joost
Tilburg University - Department of Finance
Laeven, Luc
European Central Bank (ECB)
Posted:
23 Jun 11
122
(156,877)
17

28.  
Driessen, Joost
Tilburg University - Department of Finance
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Simon, Zorka
University of Mannheim - Finance Area
Posted:
14 Feb 15
36
(249,787)
 

29.  
The Dividend Term Structure | Show Abstract | Download This Paper | Open PDF in Browser |
Netspar Discussion Paper No. 11/2014-055
Number of Pages in PDF File: 54
Kragt, Jac
Tilburg University - Department of Finance
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
26 Dec 14
Last Revised:
15 Apr 15
36
(328,084)
 

30.  
Driessen, Joost
Tilburg University - Department of Finance
Kuiper, Ivo
CentER Tilburg University
Posted:
19 Apr 16
Last Revised:
17 Jun 16
0
(426,565)
 

31.  
Driessen, Joost
Tilburg University - Department of Finance
Xing, Ran
Erasmus University Rotterdam (EUR)
Posted:
06 Jan 16
0
(328,084)
 

32.  
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
 

33.  
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 - 33 of 33 matches
[ 1 ]

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 1.016 seconds