Lieven De Moor

Vrije Universiteit Brussel

Associate Professor of Finance

Department of Business

Pleinlaan 2

Brussels, B-1050

Belgium

http://goo.gl/qntmYg

SCHOLARLY PAPERS

22

DOWNLOADS
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in Total Papers Downloads

3,008

CITATIONS
Rank 27,097

SSRN RANKINGS

Top 27,097

in Total Papers Citations

9

Scholarly Papers (22)

1.

The Small Firm Anomaly: US and International Evidence

EFA 2005 Moscow Meetings, AFFI 2004 Paris Meetings, FETEW Research Report No. AFI_0609, DTEW Research Report No. 0521
Number of pages: 31 Posted: 04 Mar 2005
Lieven De Moor and Piet Sercu
Vrije Universiteit Brussel and FEB at KU Leuven
Downloads 390 (58,876)
Citation 2

Abstract:

Small Firms, CAPM, SMB, HML, WML

2.

Country and Sector Effects in International Stock Returns Revisited

IFSAM 2006 Berlin Meetings, FMA 2006 Stockholm Meetings, AFFI 2005 Paris Meetings, FETEW Research Report No. AFI_0615, DTEW Research Report No. 0522
Number of pages: 32 Posted: 04 Mar 2005
Lieven De Moor and Piet Sercu
Vrije Universiteit Brussel and FEB at KU Leuven
Downloads 340 (70,117)

Abstract:

Sector Effects, Country Effects, Risk Diversification, Small Firms

3.
Downloads 208 (123,612)

An Anatomy of Fundamental Indexing

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 40 Posted: 14 Mar 2012 Last Revised: 11 Jun 2012
Lieven De Moor, Fang Liu, Piet Sercu and Tom Vinaimont
Vrije Universiteit Brussel, Central University of Finance and Economics, Beijing, FEB at KU Leuven and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 132 (184,508)

Abstract:

fund management, drag, noisy prices

An Anatomy of Fundamental Indexing

Number of pages: 37 Posted: 06 Apr 2012
Lieven De Moor, Fang Liu, Piet Sercu and Tom Vinaimont
Vrije Universiteit Brussel, Central University of Finance and Economics, Beijing, FEB at KU Leuven and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 76 (271,481)

Abstract:

fund management, drag, noisy prices

4.

Risk-Return of Belgian SRI Funds

Number of pages: 14 Posted: 31 Jan 2008
KU Leuven, Vrije Universiteit Brussel and University of Oxford
Downloads 177 (128,950)
Citation 1

Abstract:

SRI investment funds, risk-return analysis, Markowitz versus Moskowitz puzzle

5.

Country v. Sector Effects in Equity Returns: Are Emerging-Market Firms Just Small Firms?

Number of pages: 23 Posted: 30 Oct 2007
Lieven De Moor and Piet Sercu
Vrije Universiteit Brussel and FEB at KU Leuven
Downloads 149 (163,038)

Abstract:

Control, Country, Database, Diversification, EMS, Expected, Factors, Firms, Impact, Industries, Industry, International stock returns, Market, Markets, Sector, Sensitivity, Small firms, Variability, Variance, World

6.

Bond and Equity Home Bias and Foreign Bias: An International Study

KU Leuven, AFI-1269
Number of pages: 28 Posted: 18 Jul 2012 Last Revised: 16 Apr 2013
Rosanne Vanpee and Lieven De Moor
KU Leuven Faculty of Economics and Business and Vrije Universiteit Brussel
Downloads 145 (112,946)
Citation 1

Abstract:

Home bias, international portfolio holdings

7.

Recent Advances in Finance for Inclusive Development: A Survey

2015 African Governance and Development Institute WP/15/005
Number of pages: 42 Posted: 10 Mar 2015
Simplice A. Asongu and Lieven De Moor
African Governance and Development Institute and Vrije Universiteit Brussel
Downloads 139 (53,266)

Abstract:

Finance; Inclusive Growth; Economic Development

8.

Country v. Industry Factors in Equity Returns: (When) Do Non-Unit Exposures Matter?

Number of pages: 19 Posted: 31 Jan 2008
Piet Sercu and Lieven De Moor
FEB at KU Leuven and Vrije Universiteit Brussel
Downloads 126 (186,217)

Abstract:

Country, Internationsal stock returns, Sector, World, Industry, Industries, Factors, Exposure, IT, Processes, Portfolio, Effects, Market, Event, Studies, Variance

9.

Towards a New Framework on Efficient Markets

Research in International Business and Finance, 34, 294-308
Number of pages: 19 Posted: 29 Jan 2014 Last Revised: 22 Jun 2016
Tim Verheyden, Filip Van den Bossche and Lieven De Moor
Arabesque Asset Management Ltd, KU Leuven - Faculty of Business and Economics (FEB) and Vrije Universiteit Brussel
Downloads 81 (192,066)

Abstract:

Efficient market hypothesis, weak form market efficiency, adaptive market hypothesis, variance ratio tests

10.

Multi–Criteria Decision Analysis: Methods to Define and Evaluate Socially Responsible Investments

International Journal of Management and Decision Making, 14(1), 44-65 (2015)
Number of pages: 21 Posted: 22 Jan 2014 Last Revised: 22 Jun 2016
Tim Verheyden and Lieven De Moor
Arabesque Asset Management Ltd and Vrije Universiteit Brussel
Downloads 81 (170,570)

Abstract:

multi-criteria decision analysis, mutual funds, socially responsible investing, ESG

11.

The Smallest Firm Effect: An International Study

Number of pages: 82 Posted: 01 Dec 2011
Lieven De Moor and Piet Sercu
Vrije Universiteit Brussel and FEB at KU Leuven
Downloads 73 (235,614)
Citation 3

Abstract:

forex, exposure, anomaly, Fama, French, dividend yield, liquidity, missing factor, size eff ect, small firm

12.

The Plausibility of Risk Estimates and Implied Costs to International Equity Investment

Number of pages: 37 Posted: 30 Oct 2007
Lieven De Moor, Piet Sercu and Rosanne Vanpee
Vrije Universiteit Brussel, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 55 (313,258)
Citation 2

Abstract:

Plausibility, Risk, Costs, Cost, Investment, Country, Portfolio, Model, Bias, Markets, Market, Time, Expected, International, Investments, Credibility, Volatility

13.

The Smallest Stocks are Not Just Smaller: US and International Evidence

Number of pages: 28 Posted: 01 Feb 2012
Lieven De Moor and Piet Sercu
Vrije Universiteit Brussel and FEB at KU Leuven
Downloads 36 (342,160)

Abstract:

small rm, CAPM, SMB, HML, WML, momentum, distress, Fama, French, pricing error

14.

Process-Oriented Social Responsibility Indicator for Mutual Funds: A Multi-Criteria Decision Analysis Approach

International Journal of Multi-Criteria Decision Making, 6(1), 66-99 (2016)
Number of pages: 33 Posted: 29 Jan 2014 Last Revised: 22 Jun 2016
Tim Verheyden and Lieven De Moor
Arabesque Asset Management Ltd and Vrije Universiteit Brussel
Downloads 26 (339,224)

Abstract:

socially responsible investing, ESG, mutual funds, multi-criteria decision analysis

15.

Sorting mutual funds with respect to process-oriented social responsibility: A FLOWSORT application

Decision Science Letters, 3(4), 551-562
Number of pages: 15 Posted: 13 Feb 2014 Last Revised: 22 Jun 2016
Tim Verheyden and Lieven De Moor
Arabesque Asset Management Ltd and Vrije Universiteit Brussel
Downloads 25 (358,093)

Abstract:

FLOWSORT, multi-criteria decision analysis, socially responsible investing, ESG

16.

Financial Globalisation Dynamic Thresholds for Financial Development: Evidence from Africa

The European Journal of Development Research, 29(1), 192-212 (January, 2017).
Number of pages: 26 Posted: 18 Sep 2015 Last Revised: 15 Feb 2017
Simplice A. Asongu and Lieven De Moor
African Governance and Development Institute and Vrije Universiteit Brussel
Downloads 3 (358,093)

Abstract:

Banking; International investment; Financial integration; Development

17.

Subjectivity in Sovereign Credit Ratings

Number of pages: 42 Posted: 18 Mar 2017
Vrije Universiteit Brussel, KU Leuven, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 0 (279,493)

Abstract:

Credit ratings, rating agencies, artificial intelligence

18.

Pre- and Post-Crisis Dynamics of Financial Globalisation for Financial Development in Africa

African Governance and Development Institute WP/15/045
Number of pages: 26 Posted: 20 Dec 2015
African Governance and Development Institute, Vrije Universiteit Brussel and African Governance and Development Institute
Downloads 0 (382,867)

Abstract:

Banking; Financial crisis; Financial development

19.

Mutual Fund Performance: A Market Efficiency Perspective

Investment Analysts Journal, 45(4), 1-15 (2016)
Number of pages: 26 Posted: 31 Oct 2015 Last Revised: 22 Jun 2016
Tim Verheyden, Lieven De Moor and Rosanne Vanpee
Arabesque Asset Management Ltd, Vrije Universiteit Brussel and KU Leuven Faculty of Economics and Business
Downloads 0 (351,524)

Abstract:

Mutual fund performance, time-varying weak-form market efficiency, adaptive markets hypothesis

20.

Financial Globalisation and Financial Development in Africa: Assessing Marginal, Threshold and Net Effects

African Governance and Development Institute WP/15/040
Number of pages: 20 Posted: 30 Sep 2015
Simplice A. Asongu and Lieven De Moor
African Governance and Development Institute and Vrije Universiteit Brussel
Downloads 0 (398,610)

Abstract:

Banking; International investment; Financial integration; Development

21.

Is een fundamenteel gewogen index beter dan een marktkapitalisatie gewogen index? De casus Euronext Brussel (Does a Fundamentally Weighted Index Outperform a Market Capitalization Weighted Index? The Case of Euronext Brussels)

Bank-en Financiewezen, 77(5), 417-422
Number of pages: 11 Posted: 29 Jan 2014 Last Revised: 23 Jun 2016
Lieven De Moor, Alexander Gryson and Tim Verheyden
Vrije Universiteit Brussel, KU Leuven - Faculty of Business and Economics (FEB) and Arabesque Asset Management Ltd
Downloads 0 (457,012)

Abstract:

fundamental indexation, passive investing, indexing

22.

A Tale of Market Efficiency

Review of Economic and Business Literature, 58(2), 139-156 (2013)
Number of pages: 17 Posted: 22 Jan 2014 Last Revised: 22 Jun 2016
Tim Verheyden, Lieven De Moor and Filip Van den Bossche
Arabesque Asset Management Ltd, Vrije Universiteit Brussel and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 0 (253,127)

Abstract:

efficient market hypothesis, behavioral finance, weak form market efficiency, adaptive market hypothesis