Lammertjan Dam

University of Groningen - Faculty of Economics and Business

Postbus 72

9700 AB Groningen

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 21,171

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Top 21,171

in Total Papers Downloads

4,222

SSRN CITATIONS
Rank 40,132

SSRN RANKINGS

Top 40,132

in Total Papers Citations

17

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

The Contributions of Betas versus Characteristics to the ESG Premium

CEIS Working Paper No. 413
Number of pages: 34 Posted: 20 Dec 2019 Last Revised: 03 Aug 2022
Rocco Ciciretti, Ambrogio Dalò and Lammertjan Dam
Tor Vergata University of Rome - Department of Economics and Finance, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 2,143 (12,627)
Citation 2

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Socially Responsible Investment, ESG Premium, EIV Correction

What is the Relation (If Any) between a Firm's Corporate Governance Arrangements and Its Financial Performance?

Multinational Finance Journal, Vol. 20, No. 4, p. 323-354, 2016
Number of pages: 32 Posted: 11 Jul 2017
Roberto E. Wessels, Tom Wansbeek and Lammertjan Dam
University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 190 (271,330)

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corporate governance; optimal firm behavior; endogeneity; structural models; latent variables

3.

Why do Firms Do Good? Evidence from Managerial Efficiency

Number of pages: 33 Posted: 18 Mar 2009
Lammertjan Dam, Michael Koetter and Bert Scholtens
University of Groningen - Faculty of Economics and Business, Halle Institute for Economic Research and University of Groningen - Department of Finance & Accounting
Downloads 482 (102,786)
Citation 10

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social responsibility, costs, profits, efficiency, stochastic frontier

4.

Divesting Fossil Fuels: The Implications for Investment Portfolios

Trinks, P. J., Scholtens, L., Mulder, M., & Dam, L. (2017). Divesting Fossil Fuels: The Implications for Investment Portfolios. (SOM Research Reports). Groningen: University of Groningen, SOM research school.
Number of pages: 45 Posted: 25 Jan 2017
CPB Netherlands Bureau for Economic Policy Analysis, University of Groningen - Department of Finance & Accounting, Centre for Energy Economics Research, University of Groningen and University of Groningen - Faculty of Economics and Business
Downloads 386 (133,155)

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Fossil Fuel Divestment, Socially Responsible Investing, Portfolio Performance, Risk-adjusted returns, Market Capitalization, GARCH

5.

The Overnight Return Puzzle and the 'T+1' Trading Rule in Chinese Stock Markets

Number of pages: 32 Posted: 12 Jul 2019
Kenan Qiao and Lammertjan Dam
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS) and University of Groningen - Faculty of Economics and Business
Downloads 320 (163,219)
Citation 10

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Overnight Return Puzzle, T+1 Trading Rule, T+1 Discount, Market Micro Structure

6.

Bank Bailouts, Interventions, and Moral Hazard

Bundesbank Series 2 Discussion Paper No. 2011,10
Number of pages: 68 Posted: 08 Jun 2016
Lammertjan Dam and Michael Koetter
University of Groningen - Faculty of Economics and Business and Halle Institute for Economic Research
Downloads 284 (185,574)
Citation 1

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Banking, supervision, moral hazard, intervention, bailouts

7.

The Environmental and Macroeconomic Effects of Socially Responsible Investment

CESifo Working Paper Series No. 2349
Number of pages: 33 Posted: 14 Jul 2008
Lammertjan Dam and Ben J. Heijdra
University of Groningen - Faculty of Economics and Business and University of Groningen - Department of Economics
Downloads 252 (209,298)
Citation 1

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socially responsible investment, economic growth, environmental economics, resource dynamics, stock market

8.

New Avenues in Expected Returns: Investor Overreaction and Overnight Price Jumps in US Stock Markets

Number of pages: 46 Posted: 25 Jan 2023
Hulusi Bahcivan, Lammertjan Dam and Halit Gonenc
University of Groningen - SOM Research Institute, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 165 (307,104)

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Price Jumps, Investor Overreaction, Return Predictability, Costly Arbitrage