Koen Inghelbrecht

Ghent University - Department of Economics

Assistant Professor

Sint-Pietersplein 5

Ghent, B-9000

Belgium

http://users.ugent.be/~kjinghel/

SCHOLARLY PAPERS

20

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Top 4,302

in Total Papers Downloads

18,642

TOTAL CITATIONS
Rank 1,792

SSRN RANKINGS

Top 1,792

in Total Papers Citations

209

Scholarly Papers (20)

1.

Climate Change Concerns and the Performance of Green vs. Brown Stocks

Management Science, Vol. 69, Issue 12, Pages 7607-7632, 2023
Number of pages: 37 Posted: 18 Dec 2020 Last Revised: 12 Jun 2024
David Ardia, Keven Bluteau, Kris Boudt and Koen Inghelbrecht
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Ghent University and Ghent University - Department of Economics
Downloads 5,487 (3,326)
Citation 1

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Asset Pricing, Climate Change, Sustainable Investing, ESG, Greenhouse Gas Emission, Sentometrics, Textual Analysis

2.
Downloads 3,572 ( 6,853)
Citation 78

The Determinants of Stock and Bond Return Comovements

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 67 Posted: 05 Oct 2010
Lieven Baele, Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance and Ghent University - Department of Economics
Downloads 3,497 (6,972)
Citation 19

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factor models, stock-bond return correlation, macroeconomic factors, new-Keynesian models, structural VAR, liquidity, flight-to-safety

The Determinants of Stock and Bond Return Comovements

NBER Working Paper No. w15260
Number of pages: 59 Posted: 18 Aug 2009 Last Revised: 13 Mar 2023
Lieven Baele, Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance and Ghent University - Department of Economics
Downloads 75 (674,829)
Citation 59

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3.

The Valuation of Ipos by Investment Banks and the Stock Market: Empirical Evidence

Number of pages: 29 Posted: 28 Jan 2002
Wouter De Maeseneire, Marc Deloof and Koen Inghelbrecht
Vlerick Business School, University of Antwerp and Ghent University - Department of Economics
Downloads 3,077 (8,705)
Citation 2

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Company Valuation, Investment Banks, Initial Public Offering

4.
Downloads 2,043 (16,686)
Citation 88

Flights to Safety

National Bank of Belgium Working Paper No. 230
Number of pages: 75 Posted: 13 Oct 2012 Last Revised: 16 Jan 2019
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 1,452 (27,802)
Citation 3

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Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

Columbia Business School Research Paper No. 18-58
Number of pages: 75 Posted: 19 Jul 2018 Last Revised: 16 Jan 2019
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 272 (234,417)
Citation 14

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Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

FEDS Working Paper No. 2014-46
Number of pages: 59 Posted: 29 Jun 2014
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 143 (426,686)
Citation 13

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flight-to-safety, flight-to-quality, stock-bond return correlation, liquidity, hedge funds

Flights to Safety

Netspar Discussion Paper No. 05/2013-034
Number of pages: 72 Posted: 19 Oct 2013 Last Revised: 16 Jan 2019
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 111 (522,123)
Citation 4

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Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

NBER Working Paper No. w19095
Number of pages: 76 Posted: 31 May 2013 Last Revised: 06 Mar 2022
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 65 (729,909)
Citation 54

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5.
Downloads 850 (60,736)
Citation 4

Macroeconomic Regimes

Journal of Monetary Economics, Vol. 70, pp. 51-71, 2015
Number of pages: 55 Posted: 26 May 2011 Last Revised: 23 Jun 2015
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 745 (71,294)

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Monetary policy, regime-switching, survey expectations, New-Keynesian models, Great Moderation, macroeconomic volatility, Phillips Curve, Determinacy

Macroeconomic Regimes

Netspar Discussion Paper No. 05/2011-071
Number of pages: 54 Posted: 31 Aug 2011
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 72 (690,501)
Citation 4

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monetary policy, regime-switching, survey expectations, new-keynesian models, great moderation, macroeconomic volatility, Phillips curve

Macroeconomic Regimes

NBER Working Paper No. w17090
Number of pages: 54 Posted: 31 May 2011 Last Revised: 13 Mar 2023
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 33 (986,208)

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6.

Time-Varying Integration and International Diversification Strategies

EFA 2006 Zurich Meetings Paper
Number of pages: 53 Posted: 20 Mar 2008
Lieven Baele and Koen Inghelbrecht
Tilburg University - Department of Finance and Ghent University - Department of Economics
Downloads 679 (81,501)
Citation 4

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International portfolio diversification, Country versus industry effects, Financial integration, Idiosyncratic risk, Time-varying correlations, Regime-switching models.

7.

Non-Linear Dependence and Stock Return Expectations

Number of pages: 32 Posted: 04 Oct 2022 Last Revised: 27 Aug 2024
Koen Inghelbrecht, Gertjan Verdickt, Daniël Linders and Yong Xie
Ghent University - Department of Economics, University of Auckland - Department of Accounting and Finance, University of Illinois and University of Illinois at Urbana-Champaign
Downloads 509 (117,217)
Citation 1

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correlation, return predictability, risk premia, comonotonicity, non-linearity, behavioral economics

8.

Time-Varying Integration, Interdependence and Contagion

Number of pages: 35 Posted: 27 Sep 2006
Lieven Baele and Koen Inghelbrecht
Tilburg University - Department of Finance and Ghent University - Department of Economics
Downloads 445 (137,850)
Citation 5

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Contagion, Financial integration, Volatility spillover models, Time-varying correlations, Regime-switching models

9.

Technical Trading Rules in Emerging Stock Markets

Number of pages: 50 Posted: 05 Feb 2012
Dries Heyman, Koen Inghelbrecht and Stefaan Pauwels
Ghent University - Department of Financial Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 351 (180,135)

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technical trading rules, reality check, superior predictive ability, emerging stock markets, data snooping

10.

A Unified Market Liquidity Measure

Number of pages: 56 Posted: 26 Sep 2015
Garo Garabedian and Koen Inghelbrecht
Ghent University - Department of Financial Economics and Ghent University - Department of Economics
Downloads 273 (235,098)
Citation 2

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Liquidity, Trading Volume, Transaction Costs, Pricing Impact, Effective Spread, Financial Crises, Macro-financial Linkages

11.

Stock Price Anchoring

Number of pages: 31 Posted: 12 Feb 2021
Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Economics, Ghent University - Centre for Russian International Socio-Political and Economic Studies (CERISE) and Ghent University - Department of Financial Economics
Downloads 226 (283,549)
Citation 3

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Firm value, stock prices, anomaly, anchoring, price-quality heuristic

12.

Financial Attention and the Disposition Effect

Journal of Economic Behavior and Organization, Vol. 163, 190-217
Number of pages: 61 Posted: 15 Mar 2018 Last Revised: 09 Dec 2019
Ghent University - Department of Economics, Ghent University - Department of Financial Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 203 (313,987)
Citation 12

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Investor Behavior, Disposition Effect, Attention Allocation

13.

How Are Coco Bonds Perceived? Going Concern, Gone Concern, or None of the Above?

Number of pages: 54 Posted: 12 Jul 2021 Last Revised: 15 Jul 2021
Ghent University - Department of Financial Economics, Ghent University - Department of Economics, Ghent University - Centre for Russian International Socio-Political and Economic Studies (CERISE), Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 178 (354,045)

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Systemic risk, CoCo bonds, contagion, risk premia

14.

Good Luck, Bad Luck. Can Mutual Funds Really Pick Stocks?

Number of pages: 27 Posted: 15 Feb 2014
Dries Heyman, Koen Inghelbrecht and Stefaan Pauwels
Ghent University - Department of Financial Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 172 (364,836)

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Mutual funds, Transaction data, Performance evaluation, Bootstrap, Stock picking skills

15.

Appendix to Time-Varying Integration and International Diversification Strategies

Number of pages: 22 Posted: 09 Apr 2007
Lieven Baele and Koen Inghelbrecht
Tilburg University - Department of Finance and Ghent University - Department of Economics
Downloads 142 (428,331)

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International portfolio diversification, Country versus Industry Effects, Financial integration, Idiosyncratic risk, Time-Varying Correlations, Regime-switching models

16.

Overconfidence, Financial Literacy and Excessive Trading

Number of pages: 69 Posted: 15 Jun 2023
Koen Inghelbrecht and Mariachiara Tedde
Ghent University - Department of Economics and Ghent University
Downloads 129 (462,335)
Citation 6

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overconfidence, Financial Literacy, excessive trading, Investor behavior

17.

On the Dynamic Links between Commodities and Islamic Equity

Energy Economics, Vol. 58, 2016
Number of pages: 43 Posted: 14 Oct 2016 Last Revised: 24 Oct 2016
Ruslan Nagayev, Mustafa Disli, Koen Inghelbrecht and Adam Ng
Istanbul Sabahattin Zaim University, Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Economics and International Centre for Education in Islamic Finance (INCEIF)
Downloads 112 (515,089)
Citation 3

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18.

Do Bank Stress Tests Reduce the Reliance on Credit Rating Downgrades?

Number of pages: 53 Posted: 18 Feb 2021
Koen Inghelbrecht and Jessie Vantieghem
Ghent University - Department of Economics and Ghent University - Department of Economics
Downloads 81 (636,710)

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Bank opacity, Bank stress testing, Credit rating agencies, Informational value

19.

Non-Linear Dependence and Stock Return Expectations

Number of pages: 14 Posted: 02 Sep 2024
Gertjan Verdickt, Koen Inghelbrecht, Daniel Linders and Yong Xie
University of Auckland - Department of Accounting and Finance, Ghent University - Department of Economics, University of Amsterdam and Amazon
Downloads 76 (659,788)

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correlation, return predictability, risk premia, comonotonicity, non-linearity

Effectiveness of Warning Signal and Overconfident Investors

Number of pages: 69 Posted: 27 Aug 2024
Mariachiara Tedde and Koen Inghelbrecht
Ghent University and Ghent University - Department of Economics
Downloads 21 (1,129,814)

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Warning Signal, Financial Literacy, MiFID Directive, Overconfidence, Investors' Behavior

Effectiveness of Warning Signal and Overconfident Investors

Number of pages: 69 Posted: 28 Aug 2024
Mariachiara Tedde and Koen Inghelbrecht
Ghent University and Ghent University - Department of Economics
Downloads 16 (1,198,462)

Abstract:

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Warning Signal, financial literacy, MiFID Directive, Overconfidence, Investors' Behavior