Koen Inghelbrecht

Ghent University - Department of Economics

Assistant Professor

Sint-Pietersplein 5

Ghent, B-9000

Belgium

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

  • Ghent University - Department of Economics

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    • Tel: +32 9 264 89 77
SCHOLARLY PAPERS

18

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16,169

SSRN CITATIONS
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Top 2,173

in Total Papers Citations

511

CROSSREF CITATIONS

237

Scholarly Papers (18)

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1.

Climate Change Concerns and the Performance of Green Versus Brown Stocks

Management Science, Forthcoming
Number of pages: 37 Posted: 18 Dec 2020 Last Revised: 04 Jul 2023
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 4,141 (4,360)
Citation 1

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

2.

The Determinants of Stock and Bond Return Comovements

Downloads 3,482 ( 5,845)
Citation 153

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 3,421 (5,915)
Citation 20

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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 61 (610,908)
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 3,038 (7,305)
Citation 2

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Company Valuation, Investment Banks, Initial Public Offering

4.

Flights to Safety

Downloads 1,801 (16,667)
Citation 68

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 1,342 (25,577)
Citation 4

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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 196 (264,230)
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 124 (387,885)
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 94 (473,773)
Citation 3

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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 45 (705,093)
Citation 40

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5.

Macroeconomic Regimes

Downloads 817 (52,641)
Citation 8

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
Lieven Baele, Geert Bekaert, Seonghoon Cho, Koen Inghelbrecht and Antonio Moreno
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 725 (60,846)

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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
Lieven Baele, Geert Bekaert, Seonghoon Cho, Koen Inghelbrecht and Antonio Moreno
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 60 (616,016)
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
Lieven Baele, Geert Bekaert, Seonghoon Cho, Koen Inghelbrecht and Antonio Moreno
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 32 (802,038)

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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 664 (69,275)
Citation 4

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

7.

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 430 (117,800)
Citation 5

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

8.

Model-Free Implied Dependence and the Cross-Section of Returns

Number of pages: 80 Posted: 04 Oct 2022 Last Revised: 02 Jun 2023
Koen Inghelbrecht, Gertjan Verdickt, Daniël Linders and Yong Xie
Ghent University - Department of Economics, KU Leuven, Department Accounting, Finance and Insurance, University of Illinois and University of Illinois at Urbana-Champaign
Downloads 342 (152,248)

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correlation, return predictability, risk premia, comonotonicity

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 319 (164,046)

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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 234 (224,521)
Citation 2

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

11.

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
Nicolas Dierick, Dries Heyman, Koen Inghelbrecht and Hannes Stieperaere
Ghent University - Department of Economics, Ghent University - Department of Financial Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 173 (295,628)
Citation 11

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Investor Behavior, Disposition Effect, Attention Allocation

12.

Stock Price Anchoring

Number of pages: 31 Posted: 12 Feb 2021
Mustafa Disli, Koen Inghelbrecht, Koen J. L. Schoors and Hannes Stieperaere
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 159 (317,562)
Citation 2

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

13.

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 150 (333,355)

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

14.

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 131 (370,677)

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

15.

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
Mouctar Bah, Koen Inghelbrecht, Koen J. L. Schoors, Nicolas Soenen and Rudi Vander Vennet
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 126 (381,753)

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Systemic risk, CoCo bonds, contagion, risk premia

16.

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 76 (534,788)
Citation 3

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17.

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 54 (636,975)

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

18.

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 32 (779,846)

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overconfidence, Financial Literacy, excessive trading, Investor behavior