Jeroen Derwall

Maastricht University - European Centre for Corporate Engagement

Assistant Professor

FEBA

Tongersestraat 53

Maastricht, Limburg 6200MD

Netherlands

http://www.corporate-engagement.com/

Tilburg University - School of Economics

Assistant Professor

P.O. Box 90153

NL-5000 LE Tilburg, Brabant

Netherlands

http://www.tilburguniversity.nl/webwijs/show/?uid=j.m.m.derwall

Maastricht University - Department of Finance

Assistant Professor of Finance

Maastricht, 6200 MD

Netherlands

http://www.fdewb.unimaas.nl/finance/?page=member&id=175

SCHOLARLY PAPERS

17

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9,718

CITATIONS
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Top 3,562

in Total Papers Citations

226

Scholarly Papers (17)

1.

The Economic Value of Corporate Eco-Efficiency

Number of pages: 34 Posted: 28 Feb 2005
Maastricht University, University of Muenster - Finance Center Muenster, Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 2,105 (6,542)
Citation 2

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Corporate Social Responsibility, Eco-Efficiency, Shareholder value, Firm Value, Firm Operating Performance, Management Policies, Capital Markets

2.

Socially Responsible Investing: The Eco-Efficiency Premium Puzzle

EFMA 2004 Basel Meetings Paper; Erasmus University Working Paper
Number of pages: 33 Posted: 13 Feb 2004
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 1,409 (12,740)
Citation 4

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Socially Responsible Investing, SRI, Corporate Environmental Performance, Eco-Efficiency, Performance Measurement, Style Analysis

3.
Downloads 1,085 ( 19,057)
Citation 13

'Hot Hands' in Bond Funds

ERIM Research Paper Series
Number of pages: 34 Posted: 26 Aug 2005
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Downloads 1,085 (18,701)
Citation 13

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bond mutual funds, performance persistence, active management

'Hot Hands' in Bond Funds

Journal of Banking and Finance, Vol. 32, pp. 559-572, 2008
Posted: 19 Apr 2007 Last Revised: 24 Apr 2008
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management

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bond mutual funds, performance persistence, active management

REIT Momentum and the Performance of Real Estate Mutual Funds

ERIM Report Series Reference
Number of pages: 34 Posted: 17 Jul 2008 Last Revised: 10 Jun 2009
Maastricht University - European Centre for Corporate Engagement, Erasmus University - Rotterdam School of Management, Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 881 (25,445)

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momentum, performance, mutual funds, REITs

REIT Momentum and the Performance of Real Estate Mutual Funds

Financial Analysts Journal, Vol. 65, No. 5, 2009
Posted: 08 Oct 2009
Maastricht University - European Centre for Corporate Engagement, Erasmus University - Rotterdam School of Management, Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Department of Financial Management

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Alternative Investments, Real Estate, Equity Investments, Fundamental Analysis and Valuation Models, Performance Measurement and Evaluation, Performance Attribution, Portfolio Management, Equity Strategies

5.

Employee Relations and Credit Risk

Number of pages: 43 Posted: 07 Oct 2009
Rob Bauer, Jeroen Derwall and Daniel Hann
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Deutsche Asset & Wealth Management
Downloads 747 (32,501)
Citation 13

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nonfinancial stakeholders, employee relations, cost of debt, credit ratings, idiosyncratic risk

6.
Downloads 744 ( 32,673)
Citation 30

The Eco-Efficiency Premium Puzzle

ERIM Report Series Reference No. ERS-2004-043-F&A
Number of pages: 36 Posted: 26 Aug 2006
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 744 (32,173)
Citation 30

Abstract:

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corporate environmental performance, eco-efficiency, performance measurement, socially responsible investing (SRI), style analysis

The Eco-Efficiency Premium Puzzle

Financial Analysts Journal, Vol. 61, No. 2, pp. 51-63, March/April 2005
Posted: 05 May 2005
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance

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Portfolio Management, Equity Strategies, Performance Measurement and Evaluation, Performance Measurement, Corporate Governance

Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management

ERIM Report Series Reference
Number of pages: 42 Posted: 18 Aug 2009 Last Revised: 25 May 2010
Joop Huij and Jeroen Derwall
Erasmus University - Rotterdam School of Management and Maastricht University - European Centre for Corporate Engagement
Downloads 729 (33,058)

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global fund performance, portfolio concentration, active management

Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management

Journal of Banking and Finance, Vol. 35, 2011
Posted: 13 Feb 2011
Joop Huij and Jeroen Derwall
Erasmus University - Rotterdam School of Management and Maastricht University - European Centre for Corporate Engagement

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global fund performance, portfolio concentration, active management

The Real-Time Predictability of the Size and Value Premium in Japan

Number of pages: 32 Posted: 09 Dec 2002
Rob Bauer, Jeroen Derwall and Roderick Molenaar
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management
Downloads 577 (45,307)
Citation 1

Abstract:

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size premium, value premium, style rotation, recursive modeling, model selection

The Real-Time Predictability of the Size and Value Premium in Japan

Pacific-Basin Finance Journal, Vol. 12, No. 5, pp. 503-523, 2004
Posted: 25 Dec 2004
Rob Bauer, Jeroen Derwall and Roderick Molenaar
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management

Abstract:

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Size premium, value premium, recursive modeling, model selection, style switching, real time predictability

9.
Downloads 444 ( 63,846)
Citation 16

Socially Responsible Fixed-Income Funds

Journal of Business Finance and Accounting, Vol. 36, pp. 210-229, 2009
Number of pages: 36 Posted: 26 Jan 2005 Last Revised: 16 Aug 2009
Jeroen Derwall and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 441 (63,733)
Citation 3

Abstract:

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Socially Responsible Investing, bonds, mutual funds, performance, SRI, ethical investing, sustainable investing

Socially Responsible Fixed-Income Funds

Journal of Business Finance & Accounting, Vol. 36, Issue 1-2, pp. 210-229, January/March 2009
Number of pages: 20 Posted: 27 Apr 2009
Jeroen Derwall and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 3 (655,884)
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10.

The Short-Term Corporate Bond Anomaly

Number of pages: 39 Posted: 03 Mar 2008 Last Revised: 16 Aug 2009
Jeroen Derwall, Joop Huij and Gerben J. de Zwart
Maastricht University - European Centre for Corporate Engagement, Erasmus University - Rotterdam School of Management and APG Asset Management
Downloads 438 (64,873)
Citation 7

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asset pricing, corporate bond returns, factor models, mutual funds

11.

Stakeholder Relations and Stock Returns: On Errors in Expectations and Learning

UCD & CalPERS Sustainability & Finance Symposium 2013
Number of pages: 49 Posted: 23 Feb 2013 Last Revised: 19 Oct 2014
Maastricht University, Maastricht University - European Centre for Corporate Engagement, Tilburg University - Department of Finance and TIAS School for Business and Society
Downloads 295 (102,121)
Citation 1

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Socially Responsible Investing, ESG, Stakeholders, Stock Return, Errors in Expectations, Learning

12.

Employee Well-Being, Firm Leverage, and Bankruptcy Risk

Journal of Banking and Finance, Forthcoming
Number of pages: 32 Posted: 27 Oct 2009
Patrick Verwijmeren and Jeroen Derwall
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Maastricht University - European Centre for Corporate Engagement
Downloads 258 (117,666)

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Employee well-being, Capital structure, Bankruptcy risk, Corporate social responsibility

13.

The Economic Value of Corporate Eco‐Efficiency

European Financial Management, Vol. 17, Issue 4, pp. 679-704, 2011
Number of pages: 26 Posted: 17 Aug 2011
University of Muenster - Finance Center Muenster, Maastricht University, Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 4 (618,762)
Citation 2
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Corporate social responsibility, eco‐efficiency, shareholder value, firm value, firm operating performance, management policies, capital markets

14.

Insider Ownership, Governance Mechanisms, and Corporate Bond Pricing Around the World

Number of pages: 52 Posted: 24 Aug 2019
Rob Bauer, Jeroen Derwall and Nora M. C. Pankratz
Maastricht University, Maastricht University - European Centre for Corporate Engagement and University of California, Los Angeles (UCLA) - Luskin School of Public Affairs
Downloads 1 (649,346)

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Corporate Bonds, Insider Ownership, Tunnelling

15.

The Impact of Terrorist Attacks on International Stock Markets

European Financial Management, Vol. 16, No. 4, pp. 585-598, September 2010
Number of pages: 14 Posted: 24 Aug 2010
Dirk Brounen and Jeroen Derwall
Erasmus University Rotterdam (EUR) - Department of Financial Management and Maastricht University - European Centre for Corporate Engagement
Downloads 1 (649,346)
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16.

Do Social Factors Influence Investment Behavior and Performance? Evidence from Mutual Fund Holdings

Journal of Banking and Finance, Forthcoming
Posted: 12 Aug 2015
Maastricht University, Maastricht University - European Centre for Corporate Engagement, Tilburg University - Department of Finance and TIAS School for Business and Society

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Mutual funds, Social Norms, Sin Stocks, Socially Responsible Investing, SRI, Ethical Investing, Sustainable Investing, Controversial Stocks, ESG

17.

A Tale of Values-Driven and Profit-Seeking Social Investors

Posted: 18 Jul 2010 Last Revised: 23 Jan 2015
Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University - European Centre for Corporate Engagement, Tilburg University - Department of Finance and TIAS School for Business and Society

Abstract:

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Investor Behavior, Values, Socially Responsible Investing (SRI), Risk, Return