Jeroen van Zundert

BlueCove Limited

10 New Burlingtonstreet

London

United Kingdom

http://www.bluecove.com

SCHOLARLY PAPERS

5

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7,682

SSRN CITATIONS
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SSRN RANKINGS

Top 32,186

in Total Papers Citations

12

CROSSREF CITATIONS

8

Scholarly Papers (5)

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1.

Factor Investing in the Corporate Bond Market

Financial Analysts Journal, 2017, Vol. 73, No. 2
Number of pages: 49 Posted: 31 Oct 2014 Last Revised: 13 Feb 2017
Patrick Houweling and Jeroen van Zundert
Robeco Investment Research and BlueCove Limited
Downloads 5,641 (1,265)
Citation 16

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corporate bonds, factor premiums, strategic asset allocation, size, low-risk, value, momentum

2.

Momentum Spillover from Stocks to Corporate Bonds

Journal of Banking and Finance, 2017, Vol. 79
Number of pages: 47 Posted: 22 Aug 2012 Last Revised: 20 Jul 2017
Daniel Haesen, Patrick Houweling and Jeroen van Zundert
Robeco Investment Research, Robeco Investment Research and BlueCove Limited
Downloads 909 (25,701)
Citation 4

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corporate bond, momentum, time-varying risk, residual return

3.

Volatility-Adjusted Momentum

Number of pages: 43 Posted: 05 Dec 2016 Last Revised: 09 Dec 2017
Jeroen van Zundert
BlueCove Limited
Downloads 782 (31,834)
Citation 2

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momentum, cross-section, volatility, stocks, corporate bonds

4.

Are Stock and Corporate Bond Markets Integrated? Evidence from Expected Returns

Number of pages: 60 Posted: 29 Aug 2015 Last Revised: 10 Nov 2017
Jeroen van Zundert and Joost Driessen
BlueCove Limited and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 222 (141,794)

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capital market integration, corporate bond, stock, distress risk, expected stock return

5.

Beta: The Good, the Bad and the Ugly

Number of pages: 64 Posted: 04 Aug 2017 Last Revised: 11 Nov 2017
Joost Driessen and Jeroen van Zundert
Tilburg University - Center and Faculty of Economics and Business Administration and BlueCove Limited
Downloads 128 (228,796)

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beta, interest rates, stocks, VAR model