Gerben Driesprong

Erasmus University Rotterdam - Rotterdam School of Management

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

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Scholarly Papers (1)

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Citation 53

Striking Oil: Another Puzzle?

EFA 2005 Moscow Meetings Paper
Number of pages: 43 Posted: 14 Aug 2005
Gerben Driesprong, Ben Jacobsen and Benjamin Maat
Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management
Downloads 7,058 (849)
Citation 9

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Return Predictability, Oil Prices, International Stock Markets, Market Efficiency, Stock Returns, Underreaction

Striking Oil: Another Puzzle

ERIM Report Series Reference No. ERS-2003-082-F&A
Number of pages: 37 Posted: 30 Nov 2006
Gerben Driesprong, Ben Jacobsen and Benjamin Maat
Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management
Downloads 831 (28,994)
Citation 33

Abstract:

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return predictability, oil prices, international stock markets, market efficiency, stock returns, besliskunde

Striking Oil: Another Puzzle?

Journal of Financial Economics (JFE), Forthcoming
Posted: 20 Sep 2007
Gerben Driesprong, Ben Jacobsen and Benjamin Maat
Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management

Abstract:

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Return Predictability, Oil Prices, International Stock Markets, Market Efficiency, Stock Returns, Underreaction