Bart van Vliet

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

Northern Trust Corporation - Northern Trust Asset Management

50 South LaSalle Street

Chicago, IL 60603

United States

  • Northern Trust Corporation - Northern Trust Asset Management

SCHOLARLY PAPERS

4

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19,216

TOTAL CITATIONS
Rank 46,199

SSRN RANKINGS

Top 46,199

in Total Papers Citations

26

Scholarly Papers (4)

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1.

Non-Standard Errors in Asset Pricing: Mind Your Sorts

Number of pages: 79 Posted: 24 Jun 2022 Last Revised: 08 Feb 2023
Amar Soebhag, Bart van Vliet and Patrick Verwijmeren
Erasmus University Rotterdam (EUR) - Department of Business Economics, Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Downloads 7,162 (2,096)
Citation 13

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portfolio construction, factor investing, equity factors, asset pricing models, non-standard errors, p-hacking, data-mining.

2.

Investing in Deflation, Inflation, and Stagflation Regimes

Financial Analysts Journal, 2023, Vol. 79. No.3., p.5-32.
Number of pages: 45 Posted: 07 Jul 2022 Last Revised: 09 Sep 2023
Guido Baltussen, Laurens Swinkels, Bart van Vliet and Pim van Vliet
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 5,493 (3,320)
Citation 10

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inflation, deflation, stagflation, equity returns, bond returns, factor premiums

3.

The Cross-Section of Stock Returns before CRSP

Number of pages: 96 Posted: 24 Nov 2021 Last Revised: 10 Jun 2024
Guido Baltussen, Bart van Vliet and Pim van Vliet
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 4,128 (5,399)
Citation 3

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empirical asset pricing, return anomalies, factor premia, p-hacking, momentum, value, beta, low-risk, size, reversal, machine learning. JEL classification: G10, G11, N21, N22, quant investing

4.

Equity Styles and the Spanish Flu

Number of pages: 6 Posted: 27 Apr 2020 Last Revised: 20 Oct 2022
Guido Baltussen, Pim van Vliet and Bart van Vliet
Erasmus University Rotterdam (EUR), Robeco Quantitative Investments and Erasmus University Rotterdam (EUR)
Downloads 2,433 (12,600)

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equity styles, equity factors, low volatility, value, size, momentum, crises, pandemics