Peter de Goeij

Tilburg University

P.O. Box 90153

Room I607

Tilburg, Noord-Brabant 5000 LE

Netherlands

SCHOLARLY PAPERS

16

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CITATIONS
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24

Scholarly Papers (16)

Corporate Governance Rules and Insider Trading Profits

CentER Discussion Paper Series No. 2010-32, Review of Finance 18(1): pp. 67-108, January 2014, ECGI - Finance Working Paper No. 299/2010, TILEC Discussion Paper No. 2010-015
Number of pages: 35 Posted: 27 Mar 2010 Last Revised: 16 May 2014
Peter Cziraki, Peter de Goeij and Luc Renneboog
University of Toronto - Department of Economics, Tilburg University and Tilburg University - Department of Finance
Downloads 782 (29,988)

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insider trading, corporate governance, anti-shareholder mechanisms, blockholder monitoring

Corporate Governance Rules and Insider Trading Profits

CentER Discussion Paper Series No. 2010-90 (revision of 2010-32), ECGI - Finance Working Paper No. 299/2010
Number of pages: 35 Posted: 28 Aug 2010 Last Revised: 27 Oct 2011
Peter Cziraki, Peter de Goeij and Luc Renneboog
University of Toronto - Department of Economics, Tilburg University and Tilburg University - Department of Finance
Downloads 227 (133,299)

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insider trading, corporate governance, anti-shareholder mechanisms, blockholder monitoring

Modeling the Conditional Covariance between Stock and Bond Returns: A Multivariate GARCH Approach

ERIM Report Series No. ERS-2002-11-F&A, EFA 2002 Berlin Meetings Discussion Paper, EFMA 2002 London Meetings
Number of pages: 45 Posted: 16 Mar 2002
Wessel Marquering and Peter de Goeij
Erasmus University Rotterdam (EUR) - Department of Financial Management and Tilburg University
Downloads 995 (21,240)
Citation 1

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Multivariate GARCH, stock and bond market interaction, time-varying volatility, asymmetric effects, impact of news

Do Macroeconomic Announcements Cause Asymmetric Volatility?

EFMA 2004 Basel Meetings Paper
Number of pages: 40 Posted: 30 Apr 2004
Peter de Goeij and Wessel Marquering
Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 645 (38,961)
Citation 4

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Multivariate GARCH, Stock and Bond Market, Time-Varying Volatility, Asymmetry, Macroeconomic Announcements

Do Macroeconomic Announcements Cause Asymmetric Volatility?

CentER Discussion Paper No. 2003-131
Number of pages: 41 Posted: 21 Jun 2004
Peter de Goeij and Wessel Marquering
Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 119 (234,135)

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Multivariate GARCH, stock and bond market, time-varying volatility, asymmetric, macroeconomic announcements

4.

The Impact of Firm and Industry Characteristics on Small Firms' Capital Structure: Evidence from Dutch Panel Data

TILEC Discussion Paper No. 2009-009, CentER Discussion Paper Series No. 2009-21, European Banking Center Discussion Paper No. 2009-03
Number of pages: 34 Posted: 17 Mar 2009 Last Revised: 22 Oct 2009
Hans Degryse, Peter de Goeij and Peter Kappert
KU Leuven, Department Accounting, Finance and Insurance, Tilburg University and Rabobank International, New York
Downloads 566 (47,036)
Citation 5

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Capital Structure, SMEs, pecking order theory, trade-off theory

5.

Analysts' Forecast Error: A Robust Prediction Model and its Short Term Trading Profitability

Accounting and Finance, 55, 683-715, 2012
Number of pages: 55 Posted: 18 Mar 2012 Last Revised: 21 Nov 2017
Ghent University, Tilburg University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - FEB@HUBrussel
Downloads 441 (64,287)

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financial analysts, forecast error, short term prediction, trading strategy

6.

Do Macroeconomic Announcements Cause Asymetric Volatility?

ERIM Report Series Reference No. ERS-2002-103-F&A
Number of pages: 46 Posted: 18 Jan 2003
Peter de Goeij and Wessel Marquering
Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 289 (104,309)

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Multivariate GARCH, Stock and Bond Market, Time-Varying Covariances, Asymmetry, Announcement Effects

7.

Is Macroeconomic Announcement News Priced?

Number of pages: 31 Posted: 17 Feb 2009 Last Revised: 29 Nov 2013
Peter de Goeij, Jiehui Hu and Bas J. M. Werker
Tilburg University, Independent and Tilburg University - Center for Economic Research (CentER)
Downloads 250 (121,410)
Citation 2

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Economic risk premia, macroeconomic announcements

8.

Regulatory Certification, Risk Factor Disclosure and Investor Behavior

Number of pages: 54 Posted: 13 Aug 2016 Last Revised: 09 Jan 2019
Ruben Cox and Peter de Goeij
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University
Downloads 221 (137,280)

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salience, investment behavior, advertising, statutory disclosure

9.

Modeling the Conditional Covariance between Stock and Bond Returns

ERIM Report Series Reference No. ERS-2002-11-F&A
Number of pages: 45 Posted: 26 Feb 2008
Peter de Goeij and Wessel Marquering
Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 162 (182,068)

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multivariate GARCH, stock and bond market interaction, time-varying volatility, asymmetric effects, impact of news

Coexistence and Dynamics of Overconfidence and Strategic Incentives

TILEC Discussion Paper No. 2009-039
Number of pages: 40 Posted: 25 Oct 2009 Last Revised: 13 Mar 2011
Katrien Bosquet, Peter de Goeij and Kristien Smedts
KU Leuven - Faculty of Business and Economics (FEB), Tilburg University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 72 (325,831)

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Financial analysts, Earnings Forecasts, Overconfidence, Conflicts

Coexistence and Dynamics of Overconfidence and Strategic Incentives

CentER Discussion Paper Series No. 2009-81
Number of pages: 42 Posted: 25 Oct 2009 Last Revised: 18 Mar 2010
Katrien Bosquet, Peter de Goeij and Kristien Smedts
KU Leuven - Faculty of Business and Economics (FEB), Tilburg University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 33 (461,836)

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financial analysts, earnings forecasts, overconfidence, conflicts of interest

Coexistence and Dynamics of Overconfidence and Strategic Incentives

Number of pages: 40 Posted: 08 Dec 2009 Last Revised: 13 Mar 2011
Katrien Bosquet, Peter de Goeij and Kristien Smedts
KU Leuven - Faculty of Business and Economics (FEB), Tilburg University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 30 (476,938)

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Financial analysts, Earnings Forecasts, Overconfidence, Conflicts

11.

Trading on Gender Heterogeneity in Analyst Recommendations: A Profitable Investment Strategy?

Number of pages: 26 Posted: 19 Oct 2011
Katrien Bosquet, Peter de Goeij and Kristien Smedts
KU Leuven - Faculty of Business and Economics (FEB), Tilburg University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 89 (284,070)

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financial analysts, recommendations, gender, portfolio investment

12.

What Do Investors Learn from Advertisements?

Number of pages: 46 Posted: 11 Sep 2017 Last Revised: 20 May 2018
Ruben Cox and Peter de Goeij
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University
Downloads 82 (298,943)

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investor behavior, financial knowledge, marketing, financial disclosure

13.

Are Pictures Worth a Thousand Words? Infographics and Investment Decision Making

Number of pages: 59 Posted: 02 Nov 2018
Ruben Cox, Peter de Goeij and Geert Van Campenhout
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University and KU Leuven - FEB@HUBrussel
Downloads 80 (303,331)

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Infographics, mutual fund disclosure, individual investor decision making

14.

Linear Factor Models and the Estimation of Expected Returns

Netspar Discussion Paper No. 03/2016-020
Number of pages: 52 Posted: 20 Apr 2016 Last Revised: 01 Nov 2017
Cisil Sarisoy, Peter de Goeij and Bas J. M. Werker
Board of Governors of the Federal Reserve System, Tilburg University and Tilburg University - Center for Economic Research (CentER)
Downloads 77 (310,240)

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Factor Pricing, Risk Premium, Small Betas, Omitted Factors

15.

Improving Index Mutual Fund Risk Perception: Increase Financial Literacy or Communicate Better?

Economic Notes, Vol. 47, Issue 2-3, pp. 519-552, 2018
Number of pages: 33 Posted: 12 Jun 2018
Tilburg University, KU Leuven - FEB@HUBrussel and University of Groningen - Faculty of Economics and Business
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16.

Analysts' Forecast Error: A Robust Prediction Model and its Short‐Term Trading Profitability

Accounting & Finance, Vol. 55, Issue 3, pp. 683-715, 2015
Number of pages: 33 Posted: 03 Sep 2015
Ghent University, Tilburg University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - FEB@HUBrussel
Downloads 1 (648,295)
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Financial analysts, Forecast error, Short‐term prediction, Trading strategy

Other Papers (1)

Total Downloads: 3
1.

Regulatory Certification, Risk Factor Disclosure, and Investor Behavior

Number of pages: 54 Posted: 15 Jan 2019
Ruben Cox and Peter de Goeij
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University
Downloads 3

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salience, investment behavior, advertising, statutory disclosure