P.O. Box 90153
Tilburg, DC Noord-Brabant 5000 LE
Netherlands
Tilburg University
Corporate Disclosure, Scheduled News, Earnings Announcements, Option Prices, Informed Trading, Financial Analysts
Machine Learning, Big Data, Equity Options, Return Prediction, Cross-Section of Returns, Transaction Costs
Statistical Arbitrage, Mimicking Portfolio, Corporate bond ETFs, Evolutionary algorithms
Public Information, News Release, Asymmetric Information, Liquidity
health shocks, household finance, life cycle, health economics, public health expenditure, labor earnings, labor participation, mortality, medical expenses
Hedge funds, market neutrality, market timing, tail dependence, risk management.
hedge funds, market neutrality, market timing, tail dependence, risk management
Hedge funds, market neutrality, state timing, tail dependence, risk management
Latent groups, Frailty, Long-Term Care, Medical expenses
