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

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33

CROSSREF CITATIONS

196

Scholarly Papers (22)

1.

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 Asongu and Lieven De Moor
African Governance and Development Institute and Vrije Universiteit Brussel
Downloads 705 (36,278)
Citation 21

Abstract:

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Finance; Inclusive Growth; Economic Development

2.

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 418 (70,634)
Citation 3

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Small Firms, CAPM, SMB, HML, WML

3.

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 365 (82,759)
Citation 1

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Sector Effects, Country Effects, Risk Diversification, Small Firms

4.

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 298 (103,794)
Citation 9

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Home bias, international portfolio holdings

5.
Downloads 227 (137,527)
Citation 2

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 Nazarbayev University Graduate School of Business
Downloads 143 (208,137)
Citation 2

Abstract:

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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 Nazarbayev University Graduate School of Business
Downloads 84 (305,251)
Citation 3

Abstract:

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fund management, drag, noisy prices

6.

Risk-Return of Belgian SRI Funds

Number of pages: 14 Posted: 31 Jan 2008
KU Leuven, Vrije Universiteit Brussel and University of Oxford
Downloads 222 (140,554)
Citation 6

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

7.

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 Partners and Vrije Universiteit Brussel
Downloads 178 (172,505)
Citation 1

Abstract:

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

8.

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 Partners, KU Leuven - Faculty of Business and Economics (FEB) and Vrije Universiteit Brussel
Downloads 158 (191,222)
Citation 3

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

9.

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 158 (191,222)

Abstract:

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

10.

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 Partners, Vrije Universiteit Brussel and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 141 (210,081)

Abstract:

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

11.

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 136 (216,235)

Abstract:

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

12.

Subjectivity in Sovereign Credit Ratings

Number of pages: 42 Posted: 18 Mar 2017
Vrije Universiteit Brussel, KU Leuven Faculty of Economics and Business, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 132 (221,486)
Citation 2

Abstract:

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Credit ratings, rating agencies, artificial intelligence

13.

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 Partners, Vrije Universiteit Brussel and KU Leuven Faculty of Economics and Business
Downloads 113 (248,721)

Abstract:

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

14.

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 111 (251,931)
Citation 1

Abstract:

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

15.

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 Partners and Vrije Universiteit Brussel
Downloads 64 (355,554)
Citation 1

Abstract:

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

16.

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 Partners and Vrije Universiteit Brussel
Downloads 63 (355,554)

Abstract:

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

17.

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 60 (364,422)

Abstract:

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

18.

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 56 (376,872)

Abstract:

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

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 Asongu and Lieven De Moor
African Governance and Development Institute and Vrije Universiteit Brussel
Downloads 50 (403,394)
Citation 14

Abstract:

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Banking; International investment; Financial integration; Development

Financial Globalisation Dynamic Thresholds for Financial Development: Evidence from Africa

The European Journal of Development Research, Vol. 29, Issue 1, 2017
Number of pages: 21 Posted: 24 Apr 2018
Simplice Asongu and Lieven De Moor
African Governance and Development Institute and Vrije Universiteit Brussel
Downloads 0
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banking, international investment, financial integration, development

20.

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
Simplice Asongu, Lieven De Moor and Vanessa S. Tchamyou
African Governance and Development Institute, Vrije Universiteit Brussel and African Governance and Development Institute
Downloads 44 (418,017)
Citation 2

Abstract:

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Banking; Financial crisis; Financial development

21.

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 Asongu and Lieven De Moor
African Governance and Development Institute and Vrije Universiteit Brussel
Downloads 42 (425,611)
Citation 1

Abstract:

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Banking; International investment; Financial integration; Development

22.

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 Partners
Downloads 25 (503,871)

Abstract:

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fundamental indexation, passive investing, indexing