Patrick Tuijp

University of Amsterdam - Finance Group

Research Affiliate

Roetersstraat 18

Amsterdam, 1018WB

Netherlands

Ortec Finance

Orly Centre

Barajasweg 10

Amsterdam, 1043 CP

Netherlands

SCHOLARLY PAPERS

3

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678

SSRN CITATIONS
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in Total Papers Citations

9

CROSSREF CITATIONS

30

Scholarly Papers (3)

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Number of pages: 99 Posted: 25 Nov 2011 Last Revised: 18 Jan 2019
Cass Business School, Tilburg University - Center and Faculty of Economics and Business Administration, City University London - Faculty of Finance and University of Amsterdam - Finance Group
Downloads 505 (54,481)
Citation 11

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Netspar Discussion Paper No. 11/2011-120
Number of pages: 99 Posted: 25 May 2012 Last Revised: 08 Nov 2018
Cass Business School, Tilburg University - Center and Faculty of Economics and Business Administration, City University London - Faculty of Finance and University of Amsterdam - Finance Group
Downloads 95 (278,190)
Citation 12

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

CEPR Discussion Paper No. DP8710
Number of pages: 49 Posted: 22 Dec 2011
Alessandro Beber, Joost Driessen and Patrick Tuijp
Cass Business School, Tilburg University - Center and Faculty of Economics and Business Administration and University of Amsterdam - Finance Group
Downloads 9 (618,572)
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investment horizon, liquidity risk

2.

The Cross-Section of Expected Housing Returns

Number of pages: 63 Posted: 18 Jan 2019
University of Amsterdam - Amsterdam Business School, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Syracuse University - Whitman School of Management and University of Amsterdam - Finance Group
Downloads 68 (336,903)

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Expected Housing Returns, Idiosyncratic Risk, Systematic Risk, Market Segmentation

3.

A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid Assets

Number of pages: 42
Kristy A.E. Jansen and Patrick Tuijp
Tilburg University and University of Amsterdam - Finance Group
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illiquid assets, institutional investors, liquidity management, survey