Rob Bauer

Maastricht University

P.O. Box 616

Maastricht, 6200 MD

Netherlands

European Centre for Corporate Engagement (ECCE)

Tongersestraat 53

Maastricht, 6211LM

Netherlands

SCHOLARLY PAPERS

48

DOWNLOADS
Rank 496

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Top 496

in Total Papers Downloads

57,941

SSRN CITATIONS
Rank 1,245

SSRN RANKINGS

Top 1,245

in Total Papers Citations

339

CROSSREF CITATIONS

635

Ideas:
“  Measuring the sustainability preferences of private and institutional investors...  ”

Scholarly Papers (48)

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 - Limburg Institute of Financial Economics (LIFE)
Downloads 7,044 (1,359)
Citation 44

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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
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads 5,731 (1,932)
Citation 30

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

3.

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 4,002 (3,608)
Citation 89

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

4.

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 3,697 (4,091)
Citation 40

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Pension Fund, Performance, Costs, Liquidity

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
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads 3,504 (4,504)
Citation 21

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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
VU University Amsterdam, PGO-IM, Maastricht University, Robeco Asset Management and ABP Investments - Research Department
Downloads 3,233 (5,182)
Citation 23

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Commodity futures, market timing

International Evidence on Ethical Mutual Fund Performance and Investment Style

LIFE Working Paper No. 02.59
Number of pages: 28 Posted: 22 Jan 2002
Maastricht University - Limburg Institute of Financial Economics (LIFE), Maastricht University and Tilburg University - Department of Finance
Downloads 3,094 (5,499)
Citation 6

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

International Evidence on Ethical Mutual Fund Performance and Investment Style

Number of pages: 30 Posted: 11 Nov 2002
Maastricht University, Tilburg University - Department of Finance and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 53 (519,458)
Citation 50
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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
Maastricht University, Tilburg University - Department of Finance and Maastricht University - Limburg Institute of Financial Economics (LIFE)

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Mutual Funds, Performance evaluation, Style Analysis, Ethical Investments

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
Maastricht University, Erasmus University - Rotterdam School of Management and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 2,332 (8,734)
Citation 22

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

9.

The Economic Value of Corporate Eco-Efficiency

Number of pages: 34 Posted: 28 Feb 2005
Maastricht University, University of Muenster - Finance Center Muenster, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Tilburg University - Department of Finance
Downloads 2,247 (9,284)
Citation 4

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

10.

Get Real! Individuals Prefer More Sustainable Investments

The Review of Financial Studies, Volume 34, Issue 8, August 2021, Pages 3976–4043
Number of pages: 100 Posted: 21 Nov 2018 Last Revised: 23 Nov 2021
Rob Bauer, Tobias Ruof and Paul Smeets
Maastricht University, Maastricht University and Maastricht University
Downloads 2,044 (10,905)
Citation 32

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survey experiment, social preferences, socially responsible investments, sustainable finance, experimental finance

11.

Socially Responsible Investing: The Eco-Efficiency Premium Puzzle

Number of pages: 33 Posted: 13 Feb 2004
Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 1,562 (16,657)
Citation 4

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

12.

Corporate Governance and Cross-Listing: Evidence from European Companies

Number of pages: 31 Posted: 21 Sep 2004
Maastricht University, University of Oxford, St. Peter's College and Oxford University - Smith School of Enterprise and the Environment
Downloads 1,484 (17,983)
Citation 18

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

13.

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
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Department of Finance and Maastricht University
Downloads 1,449 (18,635)
Citation 7

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

14.

Employee Relations and Credit Risk

Number of pages: 43 Posted: 07 Oct 2009
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Deutsche Asset & Wealth Management
Downloads 1,260 (22,998)
Citation 29

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

15.

Climate Change, Firm Performance, and Investor Surprises

Number of pages: 76 Posted: 30 Aug 2019 Last Revised: 13 Apr 2022
Board of Governors of the Federal Reserve System, Maastricht University and Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance
Downloads 1,201 (24,701)
Citation 7

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Climate Change, Extreme Temperatures, Firm Performance, Analyst Forecast Accuracy, Investor Expectations

16.

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

Number of pages: 34 Posted: 08 May 2010
Tilburg University - Department of Finance, Tilburg University - TIAS School for Business and Society and Maastricht University
Downloads 937 (35,214)
Citation 4

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Investment, Performance, Pension Fund, Governance, Strategic Management

17.

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
Maastricht University, Oxford University - Smith School of Enterprise and the Environment and European Centre for Corporate Engagement (ECCE)
Downloads 930 (35,559)
Citation 13

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corporate engagement, ESG, geography, determinants

18.

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
Maastricht University, Oxford University - Smith School of Enterprise and the Environment and University of Oxford, St. Peter's College
Downloads 910 (36,715)
Citation 1

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

19.
Downloads 884 ( 38,227)
Citation 45

The Eco-Efficiency Premium Puzzle

Number of pages: 36 Posted: 26 Aug 2006
Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 884 (37,683)
Citation 45

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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
Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance

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

20.

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
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 844 (40,731)

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

21.

Equity Style Timing Using Support Vector Regressions

Number of pages: 22 Posted: 13 Jan 2005
ERIM, Erasmus University Rotterdam, Maastricht University and IKAT, Universiteit Maastricht
Downloads 785 (44,885)
Citation 3

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Stock returns, style timing, Support Vector Regression

22.

A Review of the Active Management of Norway's Government Pension Fund Global

Number of pages: 117 Posted: 10 Jan 2022
Maastricht University, Aarhus University - CREATES and NHH Norwegian School of Economicsaffiliation not provided to SSRN
Downloads 759 (47,066)

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23.

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 737 (48,841)
Citation 2

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Value Premium, Style Rotation, Recursive Modeling, Model Selection

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 European Centre for Corporate Engagement (ECCE)
Downloads 647 (57,176)
Citation 12

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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 European Centre for Corporate Engagement (ECCE)
Downloads 0

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Corporate Governance, Shareholder Proposals, Private Negotiations, Institutional Ownership

25.

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 European Centre for Corporate Engagement (ECCE)
Downloads 628 (60,175)
Citation 6

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

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

Number of pages: 32 Posted: 09 Dec 2002
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Robeco Asset Management
Downloads 623 (60,048)
Citation 1

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

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

Posted: 25 Dec 2004
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Robeco Asset Management

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

27.

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 558 (69,873)
Citation 12

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

28.

Ethical Investing in Australia: Is There a Financial Penalty?

Number of pages: 33 Posted: 04 Aug 2004
Maastricht University, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Auckland University of Technology - Faculty of Business & Law
Downloads 495 (81,086)
Citation 11

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Mutual funds, performance evaluation, style analysis, ethical investments

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
Maastricht University, Erasmus University - Rotterdam School of Management and Maastricht University - Department of Finance
Downloads 455 (88,811)
Citation 3

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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
Maastricht University, Erasmus University - Rotterdam School of Management and Maastricht University - Department of Finance
Downloads 3 (897,702)
Citation 1

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30.

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
Maastricht University, Erasmus University Rotterdam (EUR) - Department of EconometricsNetspar, University of Maastricht, Limburg Institute of Financial Economics (LIFE) and Maastricht University - Department of Finance
Downloads 409 (101,389)

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

31.

Economic Geography and European Finance

Number of pages: 16 Posted: 27 Dec 2004
Oxford University - Smith School of Enterprise and the Environment, Maastricht University and University of Oxford, St. Peter's College
Downloads 409 (101,389)
Citation 2

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

32.

A Fistful of Dollars - Financial Incentives, Peer Information, and Retirement Savings

Number of pages: 127 Posted: 24 Aug 2017 Last Revised: 26 Feb 2021
Rob Bauer, Inka Eberhardt and Paul Smeets
Maastricht University, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and Maastricht University
Downloads 393 (106,164)
Citation 6

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Retirement Savings, Field Experiment; Financial Incentives; Peer Information

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 226 (188,087)
Citation 4

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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 163 (252,443)

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

34.

Private Shareholder Engagements on Material ESG Issues

Number of pages: 46 Posted: 29 Jul 2022
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Maastricht University
Downloads 372 (115,066)

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shareholder engagement, ESG, corporate sustainability, active ownership, materiality, sustainable finance, responsible investing

35.

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 342 (124,051)
Citation 1

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Capital expenditure, Corporate governance, Europe, Shareholder value

36.

Environmental Performance: A Global Perspective on Commercial Real Estate

Number of pages: 51 Posted: 25 Feb 2010
Maastricht University, University of Maastricht - Limburg Institute of Financial Economics (LIFE), University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Maastricht University
Downloads 265 (161,624)

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energy efficiency, real estate, sustainability, investments

37.

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 219 (194,357)

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38.

Common Advisor Effect in Strategic Asset Allocations

De Nederlandsche Bank Working Paper No. 612
Number of pages: 55 Posted: 06 Nov 2018 Last Revised: 07 Oct 2020
Maastricht University, Maastricht UniversityDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 188 (223,182)
Citation 1

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Pension Funds, Asset Allocation, Alternative Asset Classes, Spatial Econometrics, Asset Management

39.

Eliciting Pension Beneficiaries’ Sustainability Preferences: Why and How?

Wharton Pension Research Council Working Paper No. 2021-12
Number of pages: 40 Posted: 24 Jul 2021 Last Revised: 27 Dec 2021
Rob Bauer and Paul Smeets
Maastricht University and Maastricht University
Downloads 170 (243,249)

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pension participant survey, social preferences, socially responsible investments

40.

Corporate Directors Learn From Environmental Shareholder Engagements

Number of pages: 48 Posted: 21 Jan 2022 Last Revised: 27 Jul 2022
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Maastricht University
Downloads 150 (269,723)

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board of directors, corporate environmental performance, shareholder engagement

41.

The Impact of Trustees' Age and Representation on Strategic Asset Allocations

De Nederlandsche Bank Working Paper No. 698
Number of pages: 73 Posted: 08 Dec 2020
Maastricht University, KPMG, Maastricht UniversityDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 135 (292,995)

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Pension Funds, Asset Allocation, Pension Fund Governance, Agency Problems

42.

Sustainability Embedding Practices in Dutch Listed Companies

Number of pages: 143 Posted: 18 Nov 2021
Maastricht University, Maastricht University - Department of Finance, Maastricht University - Faculty of Law and Maastricht University
Downloads 118 (323,516)

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[Sustainability Embedding, Sustainable Governance, Corporate Purpose, Planetary Boundaries]

43.

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 117 (325,415)
Citation 1

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44.

Insider Ownership, Governance Mechanisms, and Corporate Bond Pricing Around the World

Number of pages: 52 Posted: 24 Aug 2019
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 81 (411,896)

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Corporate Bonds, Insider Ownership, Tunnelling

45.

Legal Origins and Institutional Investors' Support for Corporate Social Responsibility

Number of pages: 63 Posted: 05 May 2022
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Maastricht University
Downloads 35 (599,016)

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Cross-border ownership, Institutional ownership, Corporate social responsibility, Shareholder resolutions, Legal origins

46.

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
University of Muenster - Finance Center Muenster, Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance and Tilburg University - Department of Finance
Downloads 12 (769,662)
Citation 18

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

47.

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
Maastricht University, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 5 (839,123)
Citation 2

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48.

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

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