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Cremers, Martijn's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
56,409 |
Total
Citations
1,259 |
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1.
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How Active is Your Fund Manager? A New Measure That Predicts Performance
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Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance
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Posted:
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21 Mar 06
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Last Revised:
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29 Jul 10
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15,129
(74)
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122
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Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance
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0
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G10, G14, G20, G23
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Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance
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21 Mar 06
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Last Revised:
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07 May 09
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15,129
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122
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Portfolio management, Active Share, tracking error, closet indexing
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2.
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Governance Mechanisms and Equity Prices
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department
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Posted:
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18 Sep 03
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Last Revised:
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06 Nov 06
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5,794
(426)
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284
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department
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0
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corporate governance, shareholder control, shareholder activism
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department
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5,794
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284
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3.
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Cremers, Martijn
University of Notre Dame Weinbaum, David
Syracuse University
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05 Mar 07
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Last Revised:
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18 Jul 08
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2,906
(1,440)
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48
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options, predictability, put-call parity
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4.
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Bauer, Rob
Maastricht University Cremers, Martijn
University of Notre Dame Frehen, Rik
Tilburg University - Department of Finance
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27 Feb 07
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Last Revised:
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06 Nov 12
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2,562
(1,828)
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18
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Pension Fund, Performance, Costs, Liquidity
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5.
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CEO Centrality
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Bebchuk, Lucian A.
Harvard Law School Cremers, Martijn
University of Notre Dame Peyer, Urs
INSEAD - Finance
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Posted:
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15 Nov 07
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Last Revised:
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10 May 09
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2,255
(2,291)
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25
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Bebchuk, Lucian A.
Harvard Law School Cremers, Martijn
University of Notre Dame Peyer, Urs
INSEAD - Finance
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38
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25
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Cremers, Martijn
University of Notre Dame Bebchuk, Lucian A.
Harvard Law School Peyer, Urs
INSEAD - Finance
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| Posted: |
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15 Nov 07
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Last Revised:
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10 May 09
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2,217
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25
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Executive compensation, corporate governance, CEOs, executives, options, equity-based compensation, non-equity compensation, Tobin's Q, firm entrenchment, CEO turnover, independent directors, CEO chair, acquisitions, CEO turnover, pay for luck., variability of returns, pay distribution, internal pay
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6.
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Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
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Versions (2)
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Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance Zitzewitz, Eric
Dartmouth College
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Posted:
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26 Mar 08
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Last Revised:
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05 May 12
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2,115
(2,571)
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39
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Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance Zitzewitz, Eric
Dartmouth College
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14
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39
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Cremers, Martijn
University of Notre Dame Petajisto, Antti
New York University (NYU) - Department of Finance Zitzewitz, Eric
Dartmouth College
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26 Mar 08
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Last Revised:
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26 Jan 10
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2,101
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39
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performance evaluation, benchmark index, factor model, Fama-French, Carhart
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7.
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Weinbaum, David
Syracuse University
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1,971
(2,893)
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66
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8.
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Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity
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Andonov, Aleksandar
Maastricht University Bauer, Rob
Maastricht University Cremers, Martijn
University of Notre Dame
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Posted:
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14 Jul 11
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Last Revised:
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13 Feb 13
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1,587
(4,199)
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3
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Andonov, Aleksandar
Maastricht University Bauer, Rob
Maastricht University Cremers, Martijn
University of Notre Dame
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96
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3
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pension fund performance, asset allocation, market timing, security selection, diseconomies of scale, liquidity
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Andonov, Aleksandar
Maastricht University Bauer, Rob
Maastricht University Cremers, Martijn
University of Notre Dame
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| Posted: |
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14 Jul 11
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Last Revised:
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15 Nov 12
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1,491
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3
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pension fund performance, asset allocation, market timing, security selection, dis-economies of scale, liquidity.
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9.
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Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?
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Andonov, Aleksandar
Maastricht University Bauer, Rob
Maastricht University Cremers, Martijn
University of Notre Dame
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Posted:
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29 May 12
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Last Revised:
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16 May 13
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1,531
(4,518)
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Andonov, Aleksandar
Maastricht University Bauer, Rob
Maastricht University Cremers, Martijn
University of Notre Dame
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144
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pension funds, public, asset liability management, asset allocation, liability discount rates, retired, mature, regulation
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Andonov, Aleksandar
Maastricht University Bauer, Rob
Maastricht University Cremers, Martijn
University of Notre Dame
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| Posted: |
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29 May 12
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Last Revised:
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16 May 13
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1,387
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pension funds, public policy, defined benefit, risk-taking, asset-liability management, asset allocation, liability discount rates, retirement, mature, regulation
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10.
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Governance Mechanisms and Bond Prices
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department
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Posted:
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12 Oct 04
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Last Revised:
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29 Jul 10
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1,497
(4,670)
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271
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department
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0
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G12, G34
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department Wei, Chenyang (Jason)
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
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1,497
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271
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corporate governance, takeovers, shareholder controls
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11.
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Cremers, Martijn
University of Notre Dame Ferrell, Allen
Harvard Law School
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| Posted: |
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04 Jun 09
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Last Revised:
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22 Jun 11
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1,490
(4,731)
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7
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12.
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Cremers, Martijn
University of Notre Dame Ferreira, Miguel A.
Nova School of Business and Economics Matos, Pedro P.
University of Virginia - Darden School of Business Starks, Laura T.
University of Texas at Austin - Department of Finance
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| Posted: |
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03 May 11
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Last Revised:
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20 Feb 13
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1,391
(5,326)
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11
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Mutual funds, Active management, Index funds, Exchange-traded funds, Competition, Fees, Performance
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13.
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Bebchuk, Lucian A.
Harvard Law School Cremers, Martijn
University of Notre Dame Peyer, Urs
INSEAD - Finance
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| Posted: |
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12 Jan 07
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Last Revised:
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18 May 09
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1,371
(5,466)
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15
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Executive compensation, corporate governance, CEOs, options, equity-based compensation, non-equity compensation, Tobin's Q, entrenchment, independent directors, board size, CEO tenure, CEO turnover, acquisitions, variability of returns, pay distribution, and internal pay equity
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14.
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Weinbaum, David
Syracuse University
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1,344
(5,651)
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21
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15.
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Takeovers and the Cross-Section of Returns
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department John, Kose
New York University (NYU) - Department of Finance
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Posted:
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07 Feb 05
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Last Revised:
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29 Jul 10
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1,108
(7,803)
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41
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department John, Kose
New York University (NYU) - Department of Finance
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0
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department John, Kose
New York University (NYU) - Department of Finance
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1,108
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41
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Governance, equity prices, risk, time-varying risk premia, takeovers
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16.
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Cremers, Martijn
University of Notre Dame Romano, Roberta
Yale Law School
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| Posted: |
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25 Apr 07
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Last Revised:
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10 Jan 08
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1,017
(9,026)
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14
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Proxy Voting, Mutual Funds, Institutional Investors, Disclosure
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17.
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Tiebreaker: Certification and Multiple Credit Ratings
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Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance Cremers, Martijn
University of Notre Dame Goetzmann, William N.
Yale School of Management - International Center for Finance
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Posted:
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29 Nov 08
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Last Revised:
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10 Sep 11
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967
(9,750)
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28
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Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance Cremers, Martijn
University of Notre Dame Goetzmann, William N.
Yale School of Management - International Center for Finance
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41
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28
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Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance Cremers, Martijn
University of Notre Dame Goetzmann, William N.
Yale School of Management - International Center for Finance
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| Posted: |
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29 Nov 08
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Last Revised:
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10 Sep 11
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926
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28
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Ratings, Credit Spreads
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18.
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Stock Return Predictability: A Bayesian Model Selection Perspective
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Cremers, Martijn
University of Notre Dame
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Posted:
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15 Jan 01
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Last Revised:
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01 Oct 02
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943
(10,146)
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87
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Cremers, Martijn
University of Notre Dame
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0
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Cremers, Martijn
University of Notre Dame
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943
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87
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19.
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Cremers, Martijn
University of Notre Dame Yan, Hongjun
Yale University - International Center for Finance
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| Posted: |
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23 Mar 09
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Last Revised:
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06 Sep 12
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894
(11,010)
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6
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Uncertainty, convexity, valuation, technology bubble
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20.
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Cremers, Martijn
University of Notre Dame Pareek, Ankur
Rutgers University
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| Posted: |
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17 Mar 10
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Last Revised:
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23 Feb 12
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888
(11,130)
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5
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stock holding duration, return anomalies, institutional investors
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21.
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Cremers, Martijn
University of Notre Dame Grinstein, Yaniv
Cornell University - Samuel Curtis Johnson Graduate School of Management
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| Posted: |
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26 Mar 08
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Last Revised:
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31 Oct 11
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874
(11,416)
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2
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CEO Compensation, talent, Skills, CEO Turnover
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22.
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Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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Posted:
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04 Mar 05
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Last Revised:
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29 Jul 10
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823
(12,569)
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49
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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0
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G12, G13
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Weinbaum, David
Syracuse University
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228
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49
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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595
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49
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Credit spreads, jump risk premium, firm value model
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23.
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Cremers, Martijn
University of Notre Dame
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| Posted: |
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24 Feb 12
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Last Revised:
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29 Feb 12
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802
(13,084)
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24.
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Turning Over Turnover
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Show Abstracts |
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Versions (4)
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Cremers, Martijn
University of Notre Dame Mei, Jianping
New York University (NYU) - Department of Finance
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Posted:
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27 Dec 04
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Last Revised:
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29 Jul 10
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792
(13,324)
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9
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Cremers, Martijn
University of Notre Dame Mei, Jianping
New York University (NYU) - Department of Finance
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30
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9
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Cremers, Martijn
University of Notre Dame Mei, Jianping
New York University (NYU) - Department of Finance
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21
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9
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Cremers, Martijn
University of Notre Dame Mei, Jianping
New York University (NYU) - Department of Finance
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0
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Cremers, Martijn
University of Notre Dame Mei, Jianping
New York University (NYU) - Department of Finance
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741
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9
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25.
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Cremers, Martijn
University of Notre Dame
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757
(14,268)
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26.
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department Peyer, Urs
INSEAD - Finance
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734
(14,881)
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13
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takeovers, shareholders, governance, shareholder rights
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27.
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Cremers, Martijn
University of Notre Dame Palia, Darius
Rutgers Business School
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581
(20,815)
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6
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executive compensation, tenure, entrenchment, career concerns, learning, dynamic contracting
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28.
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Cremers, Martijn
University of Notre Dame Halling, Michael
University of Utah Weinbaum, David
Syracuse University
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| Posted: |
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06 Mar 10
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Last Revised:
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03 Oct 12
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565
(21,638)
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3
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cross-sectional asset pricing, aggregate jump risk, aggregate volatility risk, option returns
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29.
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Cremers, Martijn
University of Notre Dame Huang, Rocco
Michigan State University - Department of Finance Sautner, Zacharias
University of Amsterdam - University of Amsterdam Business School
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| Posted: |
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31 Jul 08
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Last Revised:
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02 Aug 12
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521
(24,127)
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3
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internal capital markets, capital markets, retail banking, corporate politics
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30.
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Cremers, Martijn
University of Notre Dame Mei, Jianping
New York University (NYU) - Department of Finance
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349
(40,219)
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2
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31.
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Cremers, Martijn
University of Notre Dame
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287
(50,666)
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4
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market measures, multifactor efficiency, market portfolios
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32.
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Cremers, Martijn
University of Notre Dame Pareek, Ankur
Rutgers University Sautner, Zacharias
University of Amsterdam - University of Amsterdam Business School
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| Posted: |
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19 Dec 12
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Last Revised:
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22 Feb 13
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179
(83,077)
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Investor Horizon, Short-Termism, Mispricing, Speculative Bubbles
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33.
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Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department Wei, Chenyang (Jason)
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
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124
(114,816)
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12
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34.
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Cremers, Martijn
University of Notre Dame Ferrell, Allen
Harvard Law School
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| Posted: |
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13 Mar 12
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Last Revised:
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15 Dec 12
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96
(138,806)
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|
| |
G-Index, abnormal stock returns, robustness, takeover factor, shareholder rights
|
|
|
35.
|
|
|
Cai, Jie
Drexel University Cremers, Martijn
University of Notre Dame Wei, Kelsey D.
University of Texas at Dallas
|
| Posted: |
|
20 Nov 12
|
|
Last Revised:
|
|
06 Mar 13
|
|
70
(169,128)
|
|
|
| |
|
| |
Executive Compensation, Stock Mispricing, Board of Directors, Price Pressure
|
|
|
36.
|
|
|
Cremers, Martijn
University of Notre Dame Nair, Vinay B.
University of Pennsylvania - Finance Department John, Kose
New York University (NYU) - Department of Finance
|
|
70
(169,128)
|
41
|
|
| |
|
| |
|
|
|
37.
|
|
|
Cremers, Martijn
University of Notre Dame Romano, Roberta
Yale Law School
|
|
25
(257,804)
|
4
|
|
| |
|
| |
|
|
