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Driessen, Joost


 SSRN Author Rank: 443 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
26,103
Total
Citations
589
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
University of Hong Kong - Faculty of Business and Economics
Phalippou, Ludovic
University of Oxford - Said Business School
Posted:
27 Feb 07
Last Revised:
26 Feb 13
3,052
(1,640)
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
2,208
(2,950)
39

3.  
Individual Stock-Option Prices and Credit Spreads | Show Abstract | Download |
Yale ICF Working Paper No. 04-14; EFA 2004 Maastricht Meetings Paper No. 5147
Working Paper Series
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
2,066
(3,305)
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
1,947
(3,641)
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
1,430
(6,262)
20

6.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Pelsser, Antoon
Maastricht University
Posted:
11 Mar 00
1,295
(7,366)
8

7.  
Driessen, Joost
Tilburg University - Department of Finance
Van Hemert, Otto
New York University (NYU) - Department of Finance
Posted:
08 Sep 09
Last Revised:
29 Jul 11
1,265
(7,636)
1

8.   Incl. Electronic Paper
Driessen, Joost
Tilburg University - Department of Finance
Posted:
20 Mar 02
Last Revised:
29 Jul 10
1,234
(7,977)
116

9.  
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
1,180
(8,624)
25

10.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
1,101
(9,651)
8

11.   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
1,036
(10,631)
29

12.  
A Portfolio Perspective on Option Pricing Anomalies | Show Abstract | Download |
AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 916
Working Paper Series
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Posted:
23 Jul 03
915
(12,902)
39

13.  
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market | Show Abstract | Download |
Journal of Finance, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Accepted Paper Series
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
908
(13,034)
37

14.   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
839
(14,701)
50

15.  
Driessen, Joost
Tilburg University - Department of Finance
Lin, Tse-Chun
University of Hong Kong - Faculty of Business and Economics
Van Hemert, Otto
New York University (NYU) - Department of Finance
Posted:
22 Mar 10
Last Revised:
09 Jul 11
838
(14,740)
1

16.  
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
688
(19,672)
12

17.   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
652
(21,251)
3

18.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Van Hemert, Otto
New York University (NYU) - Department of Finance
Posted:
13 Jun 05
Last Revised:
31 Jul 08
637
(21,926)
9

19.  
Why Do Options Prices Predict Stock Returns? | Show Abstract | Download |
Netspar Discussion Paper No. 07/2013-079
Working Paper Series
Lin, Tse-Chun
University of Hong Kong - Faculty of Business and Economics
Lu, Xiaolong
University of Hong Kong - Faculty of Business and Economics
Driessen, Joost
Tilburg University - Department of Finance
Posted:
25 Feb 14
574
(25,326)
1

20.  
Why Do Options Prices Predict Stock Returns? Evidence from Analyst Tipping | Show Abstract | Download |
EFA 2013 Cambridge Meetings Paper, WFA 2013 Lake Tahoe Meetings Paper, CICF 2012 Chongqing Meetings Paper
Working Paper Series
Lin, Tse-Chun
University of Hong Kong - Faculty of Business and Economics
Lu, Xiaolong
University of Hong Kong - Faculty of Business and Economics
Driessen, Joost
Tilburg University - Department of Finance
Posted:
31 Oct 12
Last Revised:
23 Feb 14
535
(27,890)
1

21.  
On the Information in the Interest Rate Term Structure and Option Prices | Show Abstract | Download |
Review of Derivatives Research, Vol. 7, No. 2, 2004
Accepted Paper Series
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
490
(31,320)
10

22.  
The World Price of Jump and Volatility Risk | Show Abstract | Download |
AFA 2005 Philadelphia Meetings, Forthcoming
Working Paper Series
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Posted:
02 Jan 05
298
(57,664)
12

23.   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
281
(61,640)
4

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
(83,580)
2

25.   Incl. Electronic Paper
Driessen, Joost
Tilburg University - Department of Finance
Perotti, Enrico C.
University of Amsterdam - Finance Group
Posted:
19 Nov 03
Last Revised:
06 Oct 11
178
(98,489)
2

26.  
Driessen, Joost
Tilburg University - Department of Finance
Laeven, Luc
International Monetary Fund (IMF)
Posted:
23 Jun 11
96
(162,167)
16

27.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
10 Oct 13
84
(176,820)
 

28.  
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
65
(205,232)
 

29.  
An Empirical Portfolio Perspective on Option Pricing Anomalies | Show Abstract |
Review of Finance, Vol. 11, Issue 4, pp. 561-603, 2007
Accepted Paper Series
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Posted:
14 Jul 08
 

30.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
 


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