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Sercu, Piet's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,224 |
Total
Citations
76 |
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1.
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Sercu, Piet
Vanpee, Rosanne
KU Leuven Faculty of Economics and Business
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1,040
(8,737)
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17
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2.
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Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance Sercu, Piet
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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583
(20,782)
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2
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Corporate Control, Security Design, Takeovers
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3.
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Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance Sercu, Piet
City University of Hong Kong (CityUHK) - Department of Economics & Finance Chen, Charles J.P.
City University of Hong Kong (CityUHK) - Department of Accountancy
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405
(33,570)
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2
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Cost of Capital, Return on Investment, Value Added, Corporate Governance, keiretsu
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4.
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Thin-Trading Effects in Beta: Bias v. Estimation Error
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Sercu, Piet
Vandebroek, Martina L.
Katholieke Universiteit Leuven - Faculty of Business and Economics Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Posted:
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01 Mar 07
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Last Revised:
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03 Feb 09
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390
(35,192)
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Sercu, Piet
Vandebroek, Martina L.
Katholieke Universiteit Leuven - Faculty of Business and Economics Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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3
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Sercu, Piet
Vandebroek, Martina L.
Katholieke Universiteit Leuven - Faculty of Business and Economics Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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387
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Market Model, Thin Trading
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5.
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De Moor, Lieven
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel
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375
(36,931)
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2
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Small Firms, CAPM, SMB, HML, WML
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6.
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Cross and Delta-Hedges: Regression versus Price-Based Hedge Ratios
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Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance Sercu, Piet
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Posted:
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24 May 99
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Last Revised:
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10 Nov 02
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353
(39,736)
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3
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Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance Sercu, Piet
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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0
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futures, heding, cross, delta, exchange rates
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Sercu, Piet
Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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353
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3
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7.
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De Moor, Lieven
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel
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326
(43,750)
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1
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Sector Effects, Country Effects, Risk Diversification, Small Firms
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8.
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Selecting a Bond-Pricing Model for Trading: Benchmarking, Pooling, and Other Issues
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Sercu, Piet
Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Posted:
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22 Jul 04
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Last Revised:
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10 Jun 08
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207
(72,311)
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1
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Sercu, Piet
Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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9
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1
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Sercu, Piet
Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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198
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1
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Term Structure of Interest Rates, Bonds
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9.
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Nguyen, Van Thi Tuong
KU Leuven Sercu, Piet
KU Leuven
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22 Oct 10
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Last Revised:
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26 Jan 11
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191
(78,342)
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1
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commodity futures, asset allocation, portfolio diversification, business cycle, monetary policy
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10.
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Sercu, Piet
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191
(78,342)
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Capital budgeting, Capital structure, Cash flow, IT, NVP, present value, Risk, Strategy, Structure, Tax effects, TGIF, Value, WACC
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11.
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Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance Sercu, Piet
City University of Hong Kong (CityUHK) - Department of Economics & Finance Yao, Jun
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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164
(90,426)
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4
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Bank Loan, Monitoring, Outside Debt, Debt Choice, Growth
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12.
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Sercu, Piet
Dhaene, Geert
KU Leuven - Department of Economics de Ville de Goyet, Cédric
KU Leuven
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154
(95,767)
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Average derivative estimates, Futures market, Hedging, Futures, IT, Expected, Forecasting, Variables, Indexes, Estimator, Information, Implications, Risk
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13.
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Nguyen, Van Thi Tuong
KU Leuven Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Sercu, Piet
KU Leuven - Faculty of Business and Economics (FBE)
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141
(103,437)
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1
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Hedging Strategy, Hedge Ratio, Convenience Yield
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14.
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De Moor, Lieven
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel
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140
(104,043)
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Control, Country, Database, Diversification, EMS, Expected, Factors, Firms, Impact, Industries, Industry, International stock returns, Market, Markets, Sector, Sensitivity, Small firms, Variability, Variance, World
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15.
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The Forex Forward Puzzle: The Career Risk Hypothesis
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Versions (3)
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Liu, Fang
KU Leuven Sercu, Piet
KU Leuven
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Posted:
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30 Oct 07
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Last Revised:
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09 Jul 09
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135
(107,343)
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3
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Liu, Fang
KU Leuven Sercu, Piet
KU Leuven
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1
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3
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Liu, Fang
KU Leuven Sercu, Piet
KU Leuven
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0
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Forward puzzle, uncovered interest parity, risk premium
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Sercu, Piet
Liu, Fang
KU Leuven
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134
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3
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Forward puzzle, Peso problem, Risk premium, Tests, Uncovered interest parity
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16.
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Sercu, Piet
De Moor, Lieven
Hogeschool-Universiteit Brussel
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116
(122,210)
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Country, Internationsal stock returns, Sector, World, Industry, Industries, Factors, Exposure, IT, Processes, Portfolio, Effects, Market, Event, Studies, Variance
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17.
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An Anatomy of Fundamental Indexing
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De Moor, Lieven
Hogeschool-Universiteit Brussel Liu, Fang
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Posted:
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14 Mar 12
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Last Revised:
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11 Jun 12
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111
(125,591)
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De Moor, Lieven
Hogeschool-Universiteit Brussel Liu, Fang
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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52
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fund management, drag, noisy prices
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De Moor, Lieven
Hogeschool-Universiteit Brussel Liu, Fang
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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| Posted: |
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14 Mar 12
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Last Revised:
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11 Jun 12
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59
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fund management, drag, noisy prices
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18.
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Liu, Fang
Sercu, Piet
Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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94
(141,159)
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fundamental indexing, drag, noisy price, flawed, not
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19.
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Estimating the Costs of International Equity Investments
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Versions (2)
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hide multiple versions |
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Sercu, Piet
Vanpee, Rosanne
KU Leuven Faculty of Economics and Business
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Posted:
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06 Mar 08
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Last Revised:
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29 Jul 10
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89
(146,404)
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7
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Sercu, Piet
Vanpee, Rosanne
KU Leuven Faculty of Economics and Business
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0
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G11, G15, F36
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Sercu, Piet
Vanpee, Rosanne
KU Leuven Faculty of Economics and Business
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89
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7
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international portfolio diversification, information asymmetries, international CAPM, equity home bias
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20.
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Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Nguyen, Van Thi Tuong
KU Leuven Sercu, Piet
KU Leuven
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81
(155,338)
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backwardation, convenience yield, theory of storage, risk premium, data aggregation, imbedded options
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21.
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Boudt, Kris
Free University of Brussels (VUB) Liu, Fang
Free University of Brussels (VUB) Sercu, Piet
Free University of Brussels (VUB)
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| Posted: |
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08 Apr 12
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Last Revised:
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04 Feb 13
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68
(172,283)
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Forex, exposure, real options, threshold model
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22.
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Sercu, Piet
Vandebroek, Martina L.
Katholieke Universiteit Leuven - Faculty of Business and Economics
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67
(173,691)
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3
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23.
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Sercu, Piet
Vanpee, Rosanne
KU Leuven Faculty of Economics and Business
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66
(175,051)
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international portfolio diversification, information asymmetries, home bias
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24.
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Liu, Fang
KU Leuven Sercu, Piet
KU Leuven
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64
(177,952)
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forward puzzle, exchange rate regime, base-currency strength, nonstationarity, career-risk premium
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25.
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Sercu, Piet
Liu, Fang
KU Leuven
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60
(184,042)
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1
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forward puzzle, exchange rate regime, base-currency strength, nonstationarity, career-risk effect
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26.
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Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Nguyen, Van Thi Tuong
KU Leuven Sercu, Piet
KU Leuven
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55
(192,096)
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1
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27.
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De Moor, Lieven
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel
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54
(193,811)
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forex, exposure, anomaly, Fama, French, dividend yield, liquidity, missing factor, size eff ect, small firm
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28.
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De Moor, Lieven
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel Vanpee, Rosanne
KU Leuven Faculty of Economics and Business
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53
(195,455)
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2
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Plausibility, Risk, Costs, Cost, Investment, Country, Portfolio, Model, Bias, Markets, Market, Time, Expected, International, Investments, Credibility, Volatility
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29.
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Liu, Fang
KU Leuven Sercu, Piet
KU Leuven
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52
(197,216)
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seasonality, inflation rate, instrumental variable, time aggregation, varying relative risk aversion
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30.
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Sercu, Piet
Vinaimont, Tom
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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46
(208,124)
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Corporate Control, Security Design, Takeovers.
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31.
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Bui, Thi Ngoc Tuan
Katholieke Universiteit Leuven Sercu, Piet
Katholieke Universiteit Leuven
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42
(216,001)
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dual markets, price discovery, market microstructure
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32.
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Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Nguyen, Van Thi Tuong
KU Leuven Sercu, Piet
KU Leuven
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40
(220,071)
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Backwardation, Convenience Yield, Theory of Storage, Risk Premium, Data Aggregation, Imbedded Options
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33.
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Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Nguyen, Van Thi Tuong
KU Leuven Sercu, Piet
KU Leuven
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39
(222,154)
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1
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backwardation, convenience yield, theory of storage, scarcity
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34.
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Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance Sercu, Piet
City University of Hong Kong (CityUHK) - Department of Economics & Finance Yao, Jun
Hong Kong Polytechnic University
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32
(238,293)
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2
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debt mix, monitored debt, holdup, asymmetric information, growth, new equity
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35.
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Apte, Prakash
Indian Institute of Management, Bangalore Sercu, Piet
Indian Institute of Management, Bangalore Uppal , Raman
EDHEC Business School
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31
(240,878)
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1
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36.
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Liu, Fang
Sercu, Piet
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29
(246,292)
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forward puzzle, exchange rate regime, base-currency strength, nonstationarity, safe haven
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37.
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De Moor, Lieven
Hogeschool-Universiteit Brussel Sercu, Piet
Hogeschool-Universiteit Brussel
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28
(249,162)
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small rm, CAPM, SMB, HML, WML, momentum, distress, Fama, French, pricing error
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38.
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Sercu, Piet
Vandebroek, Martina L.
Katholieke Universiteit Leuven - Faculty of Business and Economics
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| Posted: |
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03 Sep 12
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Last Revised:
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11 Feb 13
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25
(258,399)
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1
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orthogonalised regressors, market model, currency, exposure
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39.
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Sercu, Piet
Vandebroek, Martina L.
Katholieke Universiteit Leuven - Faculty of Business and Economics Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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25
(258,399)
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1
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Forward bias, Transaction costs, Trading rule, EMS, ERM
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40.
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Apte, Prakash
Indian Institute of Management, Bangalore Sercu, Piet
Indian Institute of Management, Bangalore Uppal , Raman
EDHEC Business School
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21
(272,010)
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4
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General equilibrium, purchasing power parity, regression tests
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41.
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Nguyen, Van Thi Tuong
KU Leuven Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Sercu, Piet
KU Leuven - Faculty of Business and Economics (FBE)
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20
(275,477)
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1
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backwardation, convenience yield, theory of storage, scarcity
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42.
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Bui, Thi Ngoc Tuan
Katholieke Universiteit Leuven Sercu, Piet
Katholieke Universiteit Leuven
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15
(293,267)
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dual markets, settlement effect, market microstructure
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43.
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Gaeremynck, Ann
KU Leuven Sercu, Piet
KU Leuven Renders, Annelies
Maastricht University
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3
(331,433)
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11
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44.
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Liu, Fang
KU Leuven Sercu, Piet
KU Leuven
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2
(336,218)
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1
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45.
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Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Nguyen, Van Thi Tuong
affiliation not provided to SSRN Sercu, Piet
affiliation not provided to SSRN
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1
(343,620)
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1
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hedging strategy, hedge ratio, convenience yield, G11, Q11, Q14
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46.
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Carbonez, Katelijne A. E.
KU Leuven - Faculty of Business and Economics (FBE) Nguyen, Van Thi Tuong
KU Leuven Sercu, Piet
KU Leuven
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backwardation, convenience yield, theory of storage, scarcity
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47.
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Sercu, Piet
Wu, Xueping
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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48.
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Sercu, Piet
Van Hulle, Cynthia
KU Leuven - Department of Applied Economics Uppal , Raman
EDHEC Business School
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Records 1 -
48
of 48 matches
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