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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2,760

SSRN CITATIONS
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Top 6,542

in Total Papers Citations

108

CROSSREF CITATIONS

93

Scholarly Papers (10)

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1.

Four Centuries of Return Predictability

Downloads 935 ( 36,988)
Citation 32

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 850 (41,586)
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: 16 Nov 2022
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 85 (421,874)

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2.

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

Downloads 409 (105,859)
Citation 20

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 340 (129,418)
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 50 (556,934)

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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 2022
Peter Koudijs and Hans-Joachim Voth
Erasmus University Rotterdam and University of Zurich - UBS International Center of Economics in Society
Downloads 18 (776,629)
Citation 2

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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 (977,850)
Citation 9
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collateralized lending, haircuts, leverage, personal experience

3.

Shareholder Liability and Bank Failure

Downloads 389 (112,117)
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 362 (120,676)
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 27 (698,235)

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4.

Equity Duration and Predictability

Number of pages: 51 Posted: 20 Feb 2020 Last Revised: 19 Mar 2021
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 352 (125,309)
Citation 6

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

5.

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

Downloads 211 (209,771)
Citation 15

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 172 (251,249)
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 2022
Peter Koudijs
Erasmus University Rotterdam
Downloads 39 (616,478)
Citation 6

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6.

The Mortgage Piggy Bank: Building Wealth through Amortization

Downloads 187 (233,643)
Citation 3

The Mortgage Piggy Bank: Building Wealth through Amortization

Stanford University Graduate School of Business Research Paper No. 3569252
Number of pages: 60 Posted: 30 Apr 2020 Last Revised: 13 Oct 2021
Asaf Bernstein and Peter Koudijs
University of Colorado at Boulder and Erasmus University Rotterdam
Downloads 185 (235,853)
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: 61 Posted: 22 Mar 2021 Last Revised: 30 Jul 2022
Asaf Bernstein and Peter Koudijs
University of Colorado at Boulder and Erasmus University Rotterdam
Downloads 2 (961,776)
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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 141 (295,352)

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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 99 (379,988)
Citation 3

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

Number of pages: 78 Posted: 19 Feb 2013
Peter Koudijs
Erasmus University Rotterdam
Downloads 83 (428,030)

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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 2022
Peter Koudijs
Erasmus University Rotterdam
Downloads 16 (795,932)
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: 26 Oct 2022
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 27 (678,733)
Citation 4

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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 10 (828,199)

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