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Rob Bauer

Maastricht University

P.O. Box 616

Maastricht, 6200 MD

Netherlands

  • Maastricht University

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    • Tel: +31 43 3883871
SCHOLARLY PAPERS

37

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41,314

CITATIONS
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385

Scholarly Papers (37)

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1.

Empirical Evidence on Corporate Governance in Europe. The Effect on Stock Returns, Firm Value and Performance

EFMA 2004 Basel Meetings Paper
Number of pages: 24 Posted: 29 Oct 2003
Rob Bauer, Nadja Guenster and Rogér Otten
Maastricht University, University of Muenster - Finance Center Muenster and Maastricht University - Department of Finance
Downloads 5,890 (730)
Citation 42

Abstract:

corporate governance, financial performance, shareholder value, firm value, asset pricing

2.

Pension Fund Asset Allocation and Liability Discount Rates

Number of pages: 53 Posted: 29 May 2012 Last Revised: 22 Feb 2017
Aleksandar Andonov, Rob Bauer and Martijn Cremers
Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame
Downloads 4,503 (1,323)
Citation 1

Abstract:

pension funds, defined benefit, regulation, liability discount rates, asset allocation, risk-taking, funding status, governance, board members

3.

Pension Fund Performance and Costs: Small is Beautiful

Number of pages: 46 Posted: 27 Feb 2007 Last Revised: 06 Nov 2012
Rob Bauer, Martijn Cremers and Rik Frehen
Maastricht University, University of Notre Dame and Tilburg University - Department of Finance
Downloads 2,993 (2,319)
Citation 19

Abstract:

Pension Fund, Performance, Costs, Liquidity

4.

International Evidence on Ethical Mutual Fund Performance and Investment Style

Downloads 2,863 ( 2,959)
Citation 84

International Evidence on Ethical Mutual Fund Performance and Investment Style

LIFE Working Paper No. 02.59
Number of pages: 28 Posted: 22 Jan 2002
Rogér Otten, Rob Bauer and Kees C. G. Koedijk
Maastricht University - Department of Finance, Maastricht University and Tilburg University - Department of Finance
Downloads 2,810 (2,996)
Citation 84

Abstract:

Mutual Funds, Performance evaluation, Style Analysis, Ethical Investments,

International Evidence on Ethical Mutual Fund Performance and Investment Style

CEPR Discussion Paper No. 3452
Number of pages: 30 Posted: 11 Nov 2002
Rob Bauer, Kees C. G. Koedijk and Rogér Otten
Maastricht University, Tilburg University - Department of Finance and Maastricht University - Department of Finance
Downloads 53 (320,912)
Citation 84

Abstract:

Ethical mutual funds, investment style

International Evidence on Ethical Mutual Fund Performance and Investment Style

Journal of Banking and Finance, Forthcoming
Posted: 10 Jan 2006
Rob Bauer, Kees C. G. Koedijk and Rogér Otten
Maastricht University, Tilburg University - Department of Finance and Maastricht University - Department of Finance

Abstract:

Mutual Funds, Performance evaluation, Style Analysis, Ethical Investments

5.

Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity

Number of pages: 48 Posted: 14 Jul 2011 Last Revised: 15 Nov 2012
Aleksandar Andonov, Rob Bauer and Martijn Cremers
Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame
Downloads 2,820 (3,040)
Citation 4

Abstract:

pension fund performance, asset allocation, market timing, security selection, dis-economies of scale, liquidity.

6.

Dynamic Commodity Timing Strategies

Number of pages: 28 Posted: 25 Aug 2004 Last Revised: 27 Nov 2009
Evert B. Vrugt, Rob Bauer, Roderick Molenaar and Tom Steenkamp
VU University Amsterdam, PGO-IM, Maastricht University, Robeco Asset Management and ABP Investments - Research Department
Downloads 2,512 (3,165)
Citation 4

Abstract:

Commodity futures, market timing

7.

The Economic Value of Corporate Eco-Efficiency

Number of pages: 34 Posted: 28 Feb 2005
Rob Bauer, Nadja Guenster, Jeroen Derwall and Kees C. G. Koedijk
Maastricht University, University of Muenster - Finance Center Muenster, Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 1,915 (5,407)
Citation 29

Abstract:

Corporate Social Responsibility, Eco-Efficiency, Shareholder value, Firm Value, Firm Operating Performance, Management Policies, Capital Markets

8.

Option Trading and Individual Investor Performance

EFA 2007 Ljubljana Meetings Paper, Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 01 Mar 2007 Last Revised: 29 Dec 2015
Rob Bauer, Mathijs Cosemans and Piet M. A. Eichholtz
Maastricht University, Erasmus University - Rotterdam School of Management and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 1,517 (7,383)
Citation 22

Abstract:

option trading, individual investor performance, investor sentiment, performance persistence, Internet brokerage

9.

Corporate Environmental Management and Credit Risk

Number of pages: 44 Posted: 21 Sep 2010 Last Revised: 25 Jun 2014
Rob Bauer and Daniel Hann
Maastricht University and Deutsche Asset & Wealth Management
Downloads 1,375 (6,618)
Citation 4

Abstract:

Environmental Risk Management, Cost of Debt, Credit Ratings, Litigation, Regulatory Risk, Reputation Risk, Climate Change

10.

Corporate Governance and Cross-Listing: Evidence from European Companies

Number of pages: 31 Posted: 21 Sep 2004
Rob Bauer, Dariusz Wojcik and Gordon L. Clark
Maastricht University, University of Oxford, St. Peter's College and Oxford University - Smith School of Enterprise and the Environment
Downloads 1,307 (10,291)
Citation 13

Abstract:

corporate governance, cross-listing, bonding, Europe, ADRs

11.

Socially Responsible Investing: The Eco-Efficiency Premium Puzzle

EFMA 2004 Basel Meetings Paper; Erasmus University Working Paper
Number of pages: 33 Posted: 13 Feb 2004
Jeroen Derwall, Rob Bauer, Nadja Guenster and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 1,091 (11,865)
Citation 11

Abstract:

Socially Responsible Investing, SRI, Corporate Environmental Performance, Eco-Efficiency, Performance Measurement, Style Analysis

12.

Estimating Security Betas Using Prior Information Based on Firm Fundamentals

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, WFA 2009 San Diego Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 13 Feb 2009 Last Revised: 25 Feb 2017
Mathijs Cosemans, Rik Frehen, Peter C. Schotman and Rob Bauer
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University
Downloads 912 (12,116)
Citation 4

Abstract:

asset pricing, portfolio construction, time-varying betas, shrinkage, panel data

13.

Corporate Governance, Cross-listing, and Managerial Response to Stock Price Discounting: Royal Ahold and Market Arbitrage - Amsterdam and New York, 1973-2004

Number of pages: 27 Posted: 03 Feb 2005
Rob Bauer, Gordon L. Clark and Dariusz Wojcik
Maastricht University, Oxford University - Smith School of Enterprise and the Environment and University of Oxford, St. Peter's College
Downloads 799 (22,336)

Abstract:

Ahold, corporate governance, cross-listing, time-space market pricing

14.

The Eco-Efficiency Premium Puzzle

Downloads 683 ( 29,519)
Citation 57

The Eco-Efficiency Premium Puzzle

ERIM Report Series Reference No. ERS-2004-043-F&A
Number of pages: 36 Posted: 26 Aug 2006
Jeroen Derwall, Rob Bauer, Nadja Guenster and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 683 (29,059)
Citation 57

Abstract:

corporate environmental performance, eco-efficiency, performance measurement, socially responsible investing (SRI), style analysis

The Eco-Efficiency Premium Puzzle

Financial Analysts Journal, Vol. 61, No. 2, pp. 51-63, March/April 2005
Posted: 05 May 2005
Jeroen Derwall, Rob Bauer, Nadja Guenster and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance

Abstract:

Portfolio Management, Equity Strategies, Performance Measurement and Evaluation, Performance Measurement, Corporate Governance

15.

Investment Beliefs that Matter: New Insights into the Value Drivers of Pension Funds

Number of pages: 34 Posted: 08 May 2010
Kees C. G. Koedijk, Alfred Slager and Rob Bauer
Tilburg University - Department of Finance, Tilburg University - TIAS School for Business and Society and Maastricht University
Downloads 660 (26,706)

Abstract:

Investment, Performance, Pension Fund, Governance, Strategic Management

16.

Is the Value Premium Predictable in Real Time?

Number of pages: 27 Posted: 18 Sep 2002
Rob Bauer and Roderick Molenaar
Maastricht University and Robeco Asset Management
Downloads 656 (30,031)
Citation 3

Abstract:

Value Premium, Style Rotation, Recursive Modeling, Model Selection

17.

Equity Style Timing Using Support Vector Regressions

Number of pages: 22 Posted: 13 Jan 2005
Georgi Nalbantov, Rob Bauer and Ida Sprinkhuizen-Kuyper
ERIM, Erasmus University Rotterdam, Maastricht University and IKAT, Universiteit Maastricht
Downloads 594 (33,754)
Citation 1

Abstract:

Stock returns, style timing, Support Vector Regression

18.

The Real-Time Predictability of the Size and Value Premium in Japan

Downloads 559 ( 38,677)
Citation 5

The Real-Time Predictability of the Size and Value Premium in Japan

Number of pages: 32 Posted: 09 Dec 2002
Rob Bauer, Jeroen Derwall and Roderick Molenaar
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management
Downloads 559 (38,123)
Citation 5

Abstract:

size premium, value premium, style rotation, recursive modeling, model selection

The Real-Time Predictability of the Size and Value Premium in Japan

Pacific-Basin Finance Journal, Vol. 12, No. 5, pp. 503-523, 2004
Posted: 25 Dec 2004
Rob Bauer, Jeroen Derwall and Roderick Molenaar
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management

Abstract:

Size premium, value premium, recursive modeling, model selection, style switching, real time predictability

19.

Who Withdraws Shareholder Proposals and Does It Matter? An Analysis of Sponsor Identity and Pay Practices

Downloads 529 ( 41,487)

Who Withdraws Shareholder Proposals and Does It Matter? An Analysis of Sponsor Identity and Pay Practices

Corporate Governance: An International Review (Forthcoming)
Number of pages: 44 Posted: 14 Jul 2011 Last Revised: 19 Feb 2015
Rob Bauer, Frank Moers and Michael Viehs
Maastricht University, Maastricht University School of Business and Economics and Oxford University Smith School of Enterprise and the Environment
Downloads 529 (40,963)

Abstract:

Corporate governance, shareholder proposals, private negotiations, institutional ownership

Who Withdraws Shareholder Proposals and Does it Matter? An Analysis of Sponsor Identity and Pay Practices

Corporate Governance: An International Review, Vol. 23, Issue 6, pp. 472-488, 2015
Number of pages: 17 Posted: 06 Nov 2015
Rob Bauer, Frank Moers and Michael Viehs
Maastricht University, Maastricht University School of Business and Economics and Oxford University Smith School of Enterprise and the Environment
Downloads 0

Abstract:

Corporate Governance, Shareholder Proposals, Private Negotiations, Institutional Ownership

20.

Employee Relations and Credit Risk

Number of pages: 43 Posted: 07 Oct 2009
Rob Bauer, Jeroen Derwall and Daniel Hann
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Deutsche Asset & Wealth Management
Downloads 456 (38,481)
Citation 3

Abstract:

nonfinancial stakeholders, employee relations, cost of debt, credit ratings, idiosyncratic risk

21.

Industry Competition, Ownership Structure and Shareholder Activism

Number of pages: 46 Posted: 02 Jul 2010 Last Revised: 20 Sep 2010
Rob Bauer, Robin Braun and Michael Viehs
Maastricht University, Maastricht University and Oxford University Smith School of Enterprise and the Environment
Downloads 449 (45,256)
Citation 2

Abstract:

Shareholder proposals, shareholder activism, industry competition, relative governance, managerial entrenchment, shareholder base

22.

Conditional Asset Pricing and Stock Market Anomalies in Europe

Downloads 379 ( 62,631)
Citation 8

Conditional Asset Pricing and Stock Market Anomalies in Europe

European Financial Management Journal, Forthcoming
Number of pages: 41 Posted: 08 Mar 2007 Last Revised: 09 Jul 2008
Rob Bauer, Mathijs Cosemans and Peter C. Schotman
Maastricht University, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 378 (62,230)
Citation 8

Abstract:

conditional asset pricing, time-varying risk, stock market anomalies

Conditional Asset Pricing and Stock Market Anomalies in Europe

European Financial Management, Vol. 16, Issue 2, pp. 165-190, March 2010
Number of pages: 26 Posted: 01 Mar 2010
Rob Bauer, Mathijs Cosemans and Peter C. Schotman
Maastricht University, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 1 (568,255)
Citation 8

Abstract:

23.

Ethical Investing in Australia: Is there a Financial Penalty?

EFA 2004 Maastricht Meetings Paper No. 1224; EFMA 2004 Basel Meetings Paper
Number of pages: 33 Posted: 04 Aug 2004
Rob Bauer, Rogér Otten and Alireza Tourani-Rad
Maastricht University, Maastricht University - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 373 (59,802)
Citation 17

Abstract:

Mutual funds, performance evaluation, style analysis, ethical investments

24.

Economic Geography and European Finance

Number of pages: 16 Posted: 27 Dec 2004
Gordon L. Clark, Rob Bauer and Dariusz Wojcik
Oxford University - Smith School of Enterprise and the Environment, Maastricht University and University of Oxford, St. Peter's College
Downloads 355 (64,416)
Citation 1

Abstract:

Economic geography, European integration, financial centres, corporate governance, enlargement

25.

The Geography of Shareholder Engagement: Evidence from a Large British Institutional Investor

Number of pages: 54 Posted: 08 May 2013 Last Revised: 31 May 2014
Rob Bauer, Gordon L. Clark and Michael Viehs
Maastricht University, Oxford University - Smith School of Enterprise and the Environment and Oxford University Smith School of Enterprise and the Environment
Downloads 345 (33,832)

Abstract:

corporate engagement, ESG, geography, determinants

26.

Social Identification and Investment Decisions

Number of pages: 42 Posted: 04 Sep 2012 Last Revised: 27 Apr 2015
Rob Bauer and Paul Smeets
Maastricht University and Maastricht University
Downloads 322 (59,276)

Abstract:

Socially responsible investments (SRI), social identification, mutual funds

27.

The Emerging Market for European Corporate Governance: The Relationship between Governance and Capital Expenditures, 1997-2005

Number of pages: 41 Posted: 19 Nov 2007
Rob Bauer, Robin Braun and Gordon L. Clark
Maastricht University, Maastricht University and Oxford University - Smith School of Enterprise and the Environment
Downloads 277 (82,474)
Citation 6

Abstract:

Capital expenditure, Corporate governance, Europe, Shareholder value

28.

Ten Strategies for Pension Funds to Better Serve Their Beneficiaries

Downloads 276 ( 89,899)

Ten Strategies for Pension Funds to Better Serve Their Beneficiaries

Rotman International Journal of Pension Management, Vol. 6, No. 2, 2013
Number of pages: 12 Posted: 26 Sep 2013
Keith Ambachtsheer and Rob Bauer
University of Toronto - Joseph L. Rotman School of Management and Maastricht University
Downloads 160 (152,786)

Abstract:

Earnings Guidance, Executive Compensation, Integrated Reporting, Long-Horizon Investing, Pension Fund, Stranded Assets, Sustainable Capitalism

Ten Strategies for Pension Funds to Better Serve Their Beneficiaries

Number of pages: 21 Posted: 22 Jun 2013
Keith Ambachtsheer and Rob Bauer
University of Toronto - Joseph L. Rotman School of Management and Maastricht University
Downloads 116 (198,745)

Abstract:

sustainable capitalism, stranded assets, quarterly earnings, integrated reporting, executive compensation structures, constructive investor behavior

29.

Firm Characteristics, Industry, Horizon and Time Effects, in the Cross-Section of Expected Stock Returns

University of Maastricht, Limburg Institute of Financial Economics Working Paper No. 03-008
Number of pages: 33 Posted: 06 Mar 2005 Last Revised: 04 Aug 2009
Rob Bauer, Bart F. Diris, Borislav Pavlov and Peter C. Schotman
Maastricht University, Erasmus University Rotterdam (EUR) - Department of Econometrics, University of Maastricht, Limburg Institute of Financial Economics (LIFE) and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 261 (87,436)

Abstract:

Stock returns, Forecasting, Panel data, Industry effects, Individual effects, Time effects

30.

Environmental Performance: A Global Perspective on Commercial Real Estate

Number of pages: 51 Posted: 25 Feb 2010
Rob Bauer, Piet M. A. Eichholtz, Nils Kok and Paulo Peneda Saraiva
Maastricht University, University of Maastricht - Limburg Institute of Financial Economics (LIFE), University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Maastricht University
Downloads 179 (129,552)
Citation 1

Abstract:

energy efficiency, real estate, sustainability, investments

31.

The Pension Fund Advantage: Are Canadians Overpaying Their Mutual Funds?

Rotman International Journal of Pension Management, Vol. 1, No. 1, Fall 2008
Number of pages: 10 Posted: 28 Oct 2008
Rob Bauer and Luc Kicken
Maastricht University and affiliation not provided to SSRN
Downloads 146 (147,157)
Citation 3

Abstract:

32.

How Green is Your Property Portfolio? The Global Real Estate Sustainability Benchmark

Rotman International Journal of Pension Management, Vol. 4, No. 1, pp. 34-43, 2011
Number of pages: 11 Posted: 03 May 2011 Last Revised: 30 May 2014
Rob Bauer, Piet M. A. Eichholtz, Nils Kok and John M. Quigley
Maastricht University, University of Maastricht - Limburg Institute of Financial Economics (LIFE), University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased)
Downloads 143 (97,455)

Abstract:

ESG, Energy Efficiency, Green Real Estate, Pension Fund, REITs

33.

Long-Term Performance of Distressed Firms: The Role of Class-Action Lawsuits

Netspar Discussion Paper No. 01/2010-007
Number of pages: 40 Posted: 24 Mar 2010
Rob Bauer and Robin Braun
Maastricht University and Maastricht University
Downloads 82 (244,779)
Citation 1

Abstract:

34.

New Zealand Mutual Funds: Measuring Performance and Persistence in Performance

Accounting and Finance, Vol. 46, No. 3, pp. 347-363, September 2006
Number of pages: 17 Posted: 18 Aug 2006
Rob Bauer, Rogér Otten and Alireza Tourani-Rad
Maastricht University, Maastricht University - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 24 (420,665)
Citation 5

Abstract:

35.

The Economic Value of Corporate Eco‐Efficiency

European Financial Management, Vol. 17, Issue 4, pp. 679-704, 2011
Number of pages: 26 Posted: 17 Aug 2011
Nadja Guenster, Rob Bauer, Jeroen Derwall and Kees C. G. Koedijk
University of Muenster - Finance Center Muenster, Maastricht University, Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 3 (520,203)
Citation 29

Abstract:

Corporate social responsibility, eco‐efficiency, shareholder value, firm value, firm operating performance, management policies, capital markets

36.

Corporate Governance and Performance: The REIT Effect

Real Estate Economics, Vol. 38, Issue 1, pp. 1-29, Spring 2010
Number of pages: 29 Posted: 22 Feb 2010
Rob Bauer, Piet M. A. Eichholtz and Nils Kok
Maastricht University, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 3 (524,847)
Citation 8

Abstract:

37.

Misdeeds Matter: Long-Term Stock Price Performance after the Filing of Class-Action Lawsuits

Financial Analysts Journal, Vol. 66, No. 6, 2010
Posted: 09 Dec 2010
Rob Bauer and Robin Braun
Maastricht University and Maastricht University

Abstract:

Standards, Ethics, and Regulation (SER), Ethical Practices and Guidelines, Corporate Governance, Insider Trading. Performance Measurement and Evaluation, Performance Attribution, Equity Investments

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