Peter Koudijs

Erasmus University Rotterdam

Professor of Finance and History

Burgemeester Oudlaan 50

Rotterdam, 3062PA

Netherlands

http://sites.google.com/view/peter-koudijs/home?authuser=0

  • Erasmus University Rotterdam

SCHOLARLY PAPERS

10

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3,577

SSRN CITATIONS
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Top 4,715

in Total Papers Citations

279

CROSSREF CITATIONS

78

Scholarly Papers (10)

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1.

Four Centuries of Return Predictability

Downloads 1,246 (28,996)
Citation 64

Four Centuries of Return Predictability

Journal of Financial Economics (127), 2018, Stanford University Graduate School of Business Research Paper No. 17-12
Number of pages: 65 Posted: 04 Feb 2017 Last Revised: 06 Sep 2018
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 1,153 (31,948)
Citation 16

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Dividend-to-price ratio, return predictability, dividend growth predictability

Four Centuries of Return Predictability

NBER Working Paper No. w20814
Number of pages: 66 Posted: 05 Jan 2015 Last Revised: 17 May 2023
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 93 (476,131)

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2.

Shareholder Liability and Bank Failure

Downloads 586 (80,677)
Citation 3

Shareholder Liability and Bank Failure

Number of pages: 73 Posted: 05 Dec 2019 Last Revised: 29 Jun 2021
Felipe Aldunate, Dirk Jenter, Arthur G. Korteweg and Peter Koudijs
Universidad de los Andes, Chile - ESE Business School, London School of Economics & Political Science (LSE) - Department of Finance, University of Southern California - Marshall School of Business and Erasmus University Rotterdam
Downloads 508 (95,384)
Citation 4

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Bank Risk Taking, Limited Liability, Double Liability, Financial Crises, Great Depression

Shareholder Liability and Bank Failure

CESifo Working Paper No. 9168
Number of pages: 75 Posted: 09 Jul 2021
Felipe Aldunate, Dirk Jenter, Arthur G. Korteweg and Peter Koudijs
Universidad de los Andes, Chile - ESE Business School, London School of Economics & Political Science (LSE) - Department of Finance, University of Southern California - Marshall School of Business and Erasmus University Rotterdam
Downloads 78 (531,631)

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3.

Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending

Downloads 457 (109,508)
Citation 36

Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending

Number of pages: 67 Posted: 10 Mar 2014
Peter Koudijs and Hans-Joachim Voth
Erasmus University Rotterdam and University of Zurich - UBS International Center of Economics in Society
Downloads 364 (141,024)
Citation 1

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Leverage, collateralized lending, haircuts, personal experience

Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending

University of Zurich, Department of Economics, Working Paper No. 148
Number of pages: 68 Posted: 28 Mar 2014
Peter Koudijs and Hans-Joachim Voth
Erasmus University Rotterdam and University of Zurich - UBS International Center of Economics in Society
Downloads 61 (609,606)

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Leverage, collateralized lending, haircuts, personal experience

Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending

NBER Working Paper No. w19957
Number of pages: 41 Posted: 10 Mar 2014 Last Revised: 14 Jul 2023
Peter Koudijs and Hans-Joachim Voth
Erasmus University Rotterdam and University of Zurich - UBS International Center of Economics in Society
Downloads 31 (808,757)
Citation 22

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Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending

CEPR Discussion Paper No. DP9920
Number of pages: 70 Posted: 02 Jun 2014
Peter Koudijs and Hans-Joachim Voth
Erasmus University Rotterdam and University of Zurich - UBS International Center of Economics in Society
Downloads 1 (1,092,784)
Citation 7
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collateralized lending, haircuts, leverage, personal experience

4.

Equity Duration and Predictability

Number of pages: 56 Posted: 20 Feb 2020 Last Revised: 26 Jun 2023
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 416 (122,523)
Citation 5

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Duration, return predictability, dividend growth predictability, historical data, dividend strips

5.

The Mortgage Piggy Bank: Building Wealth through Amortization

Downloads 262 (201,329)
Citation 2

The Mortgage Piggy Bank: Building Wealth through Amortization

Stanford University Graduate School of Business Research Paper No. 3569252
Number of pages: 70 Posted: 30 Apr 2020 Last Revised: 15 May 2023
Asaf Bernstein and Peter Koudijs
University of Colorado at Boulder and Erasmus University Rotterdam
Downloads 249 (210,892)
Citation 3

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Mortgage, Amortization, Wealth, Fungibility, Homeownership, Macroprudential policies

The Mortgage Piggy Bank: Building Wealth Through Amortization

NBER Working Paper No. w28574
Number of pages: 71 Posted: 22 Mar 2021 Last Revised: 28 Jan 2023
Asaf Bernstein and Peter Koudijs
University of Colorado at Boulder and Erasmus University Rotterdam
Downloads 13 (983,662)

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6.

The Boats That Did Not Sail: Asset Price Volatility and Market Efficiency in a Natural Experiment

Downloads 236 (222,270)
Citation 26

The Boats That Did Not Sail: Asset Price Volatility and Market Efficiency in a Natural Experiment

Number of pages: 78 Posted: 17 Feb 2009 Last Revised: 20 Feb 2013
Peter Koudijs
Erasmus University Rotterdam
Downloads 186 (276,500)
Citation 5

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asset price volatility, eighteenth century, financial markets

The Boats that Did Not Sail: Asset Price Volatility and Market Efficiency in a Natural Experiment

NBER Working Paper No. w18831
Number of pages: 70 Posted: 22 Feb 2013 Last Revised: 16 Jun 2023
Peter Koudijs
Erasmus University Rotterdam
Downloads 50 (671,567)
Citation 21

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7.

Plantation Mortgage-Backed Securities: Evidence from Surinam in the 18th Century

Number of pages: 40 Posted: 19 Jun 2020 Last Revised: 29 Jul 2022
Abe de Jong, Tim Kooijmans and Peter Koudijs
Monash University, RMIT University and Erasmus University Rotterdam
Downloads 196 (264,237)
Citation 1

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Caribbean plantations, mortgage-backed securities, 18th century colonial investment, financial intermediation, negotiaties

8.

'Those Who Know Most': Insider Trading in 18th C. Amsterdam

Downloads 116 (404,964)
Citation 5

'Those Who Know Most': Insider Trading in 18th C. Amsterdam

Number of pages: 78 Posted: 19 Feb 2013
Peter Koudijs
Erasmus University Rotterdam
Downloads 91 (483,002)

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private information, strategic insider trading, financial history

'Those Who Know Most': Insider Trading in 18th C. Amsterdam

NBER Working Paper No. w18845
Number of pages: 53 Posted: 01 Mar 2013 Last Revised: 30 Jun 2023
Peter Koudijs
Erasmus University Rotterdam
Downloads 25 (861,551)
Citation 1

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9.

For Richer, for Poorer: Bankers' Liability and Risk-Taking in New England, 1867-1880

NBER Working Paper No. w24998
Number of pages: 51 Posted: 17 Sep 2018 Last Revised: 22 Apr 2023
Peter Koudijs, Laura Salisbury and Gurpal Sran
Erasmus University Rotterdam, York University - Department of Economics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 38 (734,171)
Citation 7

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10.

Bankruptcy and Investment: Evidence from Changes in Marital Property Laws in the U.S. South, 1840-1850

NBER Working Paper No. w21952
Number of pages: 58 Posted: 08 Feb 2016 Last Revised: 26 Jun 2022
Peter Koudijs and Laura Salisbury
Erasmus University Rotterdam and York University - Department of Economics
Downloads 24 (844,415)

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