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de Goeij, Peter's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,733 |
Total
Citations
17 |
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1.
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Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate Garch Approach
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Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
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Posted:
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16 Mar 02
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Last Revised:
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14 Sep 05
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893
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6
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Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
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893
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6
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Multivariate GARCH, stock and bond market interaction, time-varying volatility, asymmetric effects, impact of news
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2.
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Do Macroeconomic Announcements Cause Asymmetric Volatility?
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
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Posted:
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30 Apr 04
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Last Revised:
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29 Jul 04
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691
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1
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
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107
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1
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Multivariate GARCH, stock and bond market, time-varying volatility, asymmetric, macroeconomic announcements
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
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584
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1
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Multivariate GARCH, Stock and Bond Market, Time-Varying Volatility, Asymmetry, Macroeconomic Announcements
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3.
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Corporate Governance Rules and Insider Trading Profits
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Cziraki, Peter
University of Toronto - Department of Economics de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Renneboog, Luc
Tilburg University - Department of Finance
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Posted:
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27 Mar 10
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Last Revised:
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27 Oct 11
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604
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2
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Cziraki, Peter
University of Toronto - Department of Economics de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Renneboog, Luc
Tilburg University - Department of Finance
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28 Aug 10
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Last Revised:
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27 Oct 11
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154
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2
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insider trading, corporate governance, anti-shareholder mechanisms, blockholder monitoring
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Cziraki, Peter
University of Toronto - Department of Economics de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Renneboog, Luc
Tilburg University - Department of Finance
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27 Mar 10
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27 Oct 11
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450
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insider trading, corporate governance, anti-shareholder mechanisms, blockholder monitoring
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4.
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Degryse, Hans
KU Leuven - Faculty of Business and Economics (FBE) de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Kappert, Peter
Rabobank International, New York
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17 Mar 09
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Last Revised:
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22 Oct 09
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380
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1
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Capital Structure, SMEs, pecking order theory, trade-off theory
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5.
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
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276
(53,023)
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1
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Multivariate GARCH, Stock and Bond Market, Time-Varying Covariances, Asymmetry, Announcement Effects
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6.
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de Roon, Frans
Tilburg University - Department of Finance de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Pungulescu, Crina
Université de Toulouse, Toulouse Business School - Barcelona Campus (ESEC)
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08 Jun 07
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Last Revised:
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15 Feb 09
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215
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Market Size, Emerging Markets, Market Integration, Capital Controls
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7.
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Boudt, Kris
Free University of Brussels (VUB) de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Thewissen, James
KU Leuven - Faculty of Business and Economics (FBE) Van Campenhout, Geert
KU Leuven - Faculty of Business and Economics (FBE)
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18 Mar 12
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Last Revised:
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01 Apr 13
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204
(73,288)
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financial analysts, forecast error, short term prediction, trading strategy
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8.
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The Price of Macroeconomic Announcement News
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Hu, Jiehui
Tilburg University - Department of Finance Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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Posted:
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17 Feb 09
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Last Revised:
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08 Jan 12
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190
(78,555)
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Hu, Jiehui
Tilburg University - Department of Finance Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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25 Mar 10
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Last Revised:
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08 Jan 12
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49
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E44, G12, G14
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Hu, Jiehui
Tilburg University - Department of Finance Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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141
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Economic risk premia, macroeconomic announcements, factor pricing
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9.
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de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
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148
(99,079)
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6
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multivariate GARCH, stock and bond market interaction, time-varying volatility, asymmetric effects, impact of news
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10.
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Coexistence and Dynamics of Overconfidence and Strategic Incentives
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Bosquet, Katrien
KU Leuven - Faculty of Business and Economics (FBE) de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Smedts, Kristien
KU Leuven - Faculty of Business and Economics (FBE)
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Posted:
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25 Oct 09
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Last Revised:
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13 Mar 11
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87
(148,229)
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Bosquet, Katrien
KU Leuven - Faculty of Business and Economics (FBE) de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Smedts, Kristien
KU Leuven - Faculty of Business and Economics (FBE)
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| Posted: |
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08 Dec 09
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Last Revised:
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13 Mar 11
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17
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Financial analysts, Earnings Forecasts, Overconfidence, Conflicts
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Bosquet, Katrien
KU Leuven - Faculty of Business and Economics (FBE) de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Smedts, Kristien
KU Leuven - Faculty of Business and Economics (FBE)
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| Posted: |
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25 Oct 09
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Last Revised:
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13 Mar 11
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48
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Financial analysts, Earnings Forecasts, Overconfidence, Conflicts
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Bosquet, Katrien
KU Leuven - Faculty of Business and Economics (FBE) de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Smedts, Kristien
KU Leuven - Faculty of Business and Economics (FBE)
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| Posted: |
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25 Oct 09
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Last Revised:
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18 Mar 10
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22
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financial analysts, earnings forecasts, overconfidence, conflicts of interest
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11.
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Bosquet, Katrien
KU Leuven - Faculty of Business and Economics (FBE) de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University Smedts, Kristien
KU Leuven - Faculty of Business and Economics (FBE)
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45
(209,506)
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financial analysts, recommendations, gender, portfolio investment
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