Koen Inghelbrecht

Ghent University - Department of Economics

Assistant Professor

Sint-Pietersplein 5

Ghent, B-9000

Belgium

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

SCHOLARLY PAPERS

16

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Top 4,550

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10,729

SSRN CITATIONS
Rank 2,912

SSRN RANKINGS

Top 2,912

in Total Papers Citations

185

CROSSREF CITATIONS

265

Scholarly Papers (16)

1.
Downloads 3,346 ( 3,825)
Citation 122

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 Business School - Finance and Economics and Ghent University - Department of Economics
Downloads 3,302 (3,815)
Citation 28

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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: 14 Mar 2021
Lieven Baele, Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics and Ghent University - Department of Economics
Downloads 44 (488,944)

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2.

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 2,940 (4,817)
Citation 2

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Company Valuation, Investment Banks, Initial Public Offering

3.
Downloads 1,495 ( 14,463)
Citation 32

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 Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 1,203 (19,860)
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 Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 106 (302,198)
Citation 15

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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 Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 100 (314,478)
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 Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 72 (385,102)
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 2021
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 14 (675,684)
Citation 4

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4.
Downloads 725 ( 41,545)
Citation 6

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 Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 657 (46,766)

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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 Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 47 (475,498)
Citation 7

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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: 14 Mar 2021
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 21 (622,568)

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5.

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 644 (48,647)
Citation 4

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

6.

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 414 (84,170)
Citation 5

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

7.

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 280 (129,930)

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

8.

Climate Change Concerns and the Performance of Green Versus Brown Stocks

National Bank of Belgium, Working Paper Research, October 2020 No 395
Number of pages: 46 Posted: 18 Dec 2020 Last Revised: 27 Feb 2021
David Ardia, Keven Bluteau, Kris Boudt and Koen Inghelbrecht
HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, Ghent University and Ghent University - Department of Economics
Downloads 241 (152,422)

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

9.

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 176 (202,238)
Citation 2

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

10.

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 125 (267,022)
Citation 2

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Investor Behavior, Disposition Effect, Attention Allocation

11.

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 121 (273,575)

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

12.

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 114 (285,488)

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

13.

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
International Centre for Education in Islamic Finance (INCEIF), Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Economics and International Centre for Education in Islamic Finance (INCEIF)
Downloads 52 (447,286)

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14.

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 36 (515,917)

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

How Do Investment Banks Value Initial Public Offerings (IPOs)?

Journal of Business Finance & Accounting, Vol. 36, Issue 1-2, pp. 130-160, January/March 2009
Number of pages: 31 Posted: 27 Apr 2009
Marc Deloof, Wouter De Maeseneire and Koen Inghelbrecht
University of Antwerp, Vlerick Business School and Ghent University - Department of Economics
Downloads 14 (675,684)
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How Do Investment Banks Value Initial Public Offerings (IPOs)?

Journal of Business Finance and Accounting, Vol. 36, No. 1/2, pp. 130-160, 2009
Posted: 23 Mar 2009
Marc Deloof, Wouter De Maeseneire and Koen Inghelbrecht
University of Antwerp, Vlerick Business School and Ghent University - Department of Economics

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company valuation, initial public offerings, investment banks

16.

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 6 (710,213)

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