Author Page for Jules H. van Binsbergen

The Impact of Impact Investing

Stanford University Graduate School of Business Research Paper , Law & Economics Center at George Mason University Scalia Law School Research Paper Series No. 22-008

Number of pages: 44 Posted: 23 Aug 2021 Last Revised: 25 Jan 2024

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 9,991 (1,115)

Citation 43

Abstract:

2.

Optimal Capital Structure

Number of pages: 39 Posted: 20 Jan 2011 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, John R. Graham and Jie Yang

University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Downloads 7,294 (1,891)

Citation 2

Abstract:

3.

Measuring Skill in the Mutual Fund Industry

Downloads 5,362 ( 3,189)

Citation 294

2

Measuring Skill in the Mutual Fund Industry

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 44 Posted: 11 Apr 2012 Last Revised: 11 Aug 2020

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 5,112 (3,433)

Citation 290

Abstract:

Measuring Managerial Skill in the Mutual Fund Industry

NBER Working Paper No. w18184

Number of pages: 39 Posted: 22 Jun 2012 Last Revised: 10 Mar 2023

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

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Citation 3

Abstract:

4.

On the Timing and Pricing of Dividends

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Citation 159

4

On the Timing and Pricing of Dividends

CRSP Working Paper, Chicago Booth Research Paper No. 10-30, Swiss Finance Institute Research Paper No. 11-13

Number of pages: 38 Posted: 12 Feb 2010 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business

Downloads 3,806 (5,602)

Citation 13

Abstract:

On the Timing and Pricing of Dividends

AFA 2012 Chicago Meetings Paper

Number of pages: 38 Posted: 16 Mar 2011 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business

Downloads 457 (121,715)

Citation 41

Abstract:

On the Timing and Pricing of Dividends

MFI Working Paper No. 210-010

Number of pages: 49 Posted: 17 Nov 2010 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business

Downloads 277 (211,929)

Abstract:

On the Timing and Pricing of Dividends

NBER Working Paper No. w16455

Number of pages: 52 Posted: 18 Oct 2010 Last Revised: 05 Feb 2023

Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business

Downloads 108 (485,467)

Citation 138

Abstract:

5.

Predictive Regressions: A Present-Value Approach

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Citation 150

2

Predictive Regressions: A Present-Value Approach

Number of pages: 48 Posted: 04 Mar 2007 Last Revised: 15 Sep 2013

Jules H. van Binsbergen and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Downloads 4,415 (4,393)

Citation 110

Abstract:

Predictive Regressions: A Present-Value Approach

NBER Working Paper No. w16263

Number of pages: 60 Posted: 16 Aug 2010 Last Revised: 10 Jun 2023

Jules H. van Binsbergen and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Downloads 159 (357,372)

Citation 80

Abstract:

6.

The Term Structure of Returns: Facts and Theory

Downloads 3,680 ( 6,052)

Citation 98

3

The Term Structure of Returns: Facts and Theory

Number of pages: 48 Posted: 23 Apr 2015 Last Revised: 27 Jun 2016

Jules H. van Binsbergen and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Downloads 3,561 (6,271)

Citation 3

Abstract:

The Term Structure of Returns: Facts and Theory

NBER Working Paper No. w21234

Number of pages: 38 Posted: 08 Jun 2015 Last Revised: 05 Feb 2023

Jules H. van Binsbergen and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Downloads 118 (453,880)

Citation 23

Abstract:

The Term Structure of Returns: Facts and Theory

CEPR Discussion Paper No. DP10633

Number of pages: 39 Posted: 01 Jun 2015

Ralph S. J. Koijen and Jules H. van Binsbergen

University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

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Citation 2

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7.

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

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Citation 43

2

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

Review of Financial Studies, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 62 Posted: 07 Jul 2020 Last Revised: 19 Jan 2023

Jules H. van Binsbergen, Xiao Han and Alejandro Lopez-Lira

University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 3,510 (6,420)

Citation 1

Abstract:

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

NBER Working Paper No. w27843

Number of pages: 96 Posted: 21 Sep 2020 Last Revised: 29 Jan 2023

Jules H. van Binsbergen, Xiao Han and Alejandro Lopez-Lira

University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 112 (472,507)

Abstract:

8.

Assessing Asset Pricing Models Using Revealed Preference

Downloads 3,579 ( 6,333)

Citation 189

2

Assessing Asset Pricing Models Using Revealed Preference

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 48 Posted: 17 Oct 2013 Last Revised: 11 Aug 2020

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 3,467 (6,544)

Citation 17

Abstract:

Assessing Asset Pricing Models Using Revealed Preference

NBER Working Paper No. w20435

Number of pages: 41 Posted: 03 Sep 2014 Last Revised: 04 May 2023

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 112 (472,507)

Citation 31

Abstract:

9.

(Almost) 200 Years of News-Based Economic Sentiment

Downloads 3,424 ( 6,820)

Citation 2

2

(Almost) 200 Years of News-Based Economic Sentiment

Number of pages: 57 Posted: 29 Oct 2022 Last Revised: 19 Dec 2023

Jules H. van Binsbergen, Svetlana Bryzgalova, Mayukh Mukhopadhyay and Varun Sharma

University of Pennsylvania - The Wharton School, London Business School - Department of Finance, London Business School - Department of Finance and Kelley School of Business, Indiana University

Downloads 3,400 (6,762)

Citation 1

Abstract:

(Almost) 200 Years of News-Based Economic Sentiment

NBER Working Paper No. w32026

Number of pages: 58 Posted: 08 Jan 2024

Jules H. van Binsbergen, Svetlana Bryzgalova, Mayukh Mukhopadhyay and Varun Sharma

University of Pennsylvania - The Wharton School, London Business School - Department of Finance, London Business School - Department of Finance and Kelley School of Business, Indiana University

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Citation 1

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Abstract:

10.

The Cost of Debt

Journal of Finance, Forthcoming, WFA 2007 Big Sky, MT Meetings Paper, EFA 2007 Ljubljana Meetings Paper

Number of pages: 65 Posted: 08 Mar 2007 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, John R. Graham and Jie Yang

University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Downloads 3,245 (7,279)

Citation 40

Abstract:

The Cost of Debt

NBER Working Paper No. w16023

Number of pages: 66 Posted: 04 Jun 2010 Last Revised: 14 Apr 2023

Jules H. van Binsbergen, John R. Graham and Jie Yang

University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Downloads 149 (377,367)

Citation 1

Abstract:

11.

Equity Yields

Becker Friedman Institute for Research in Economics Working Paper No. 2012-007

Number of pages: 52 Posted: 27 Jan 2011 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, Wouter Hueskes, Ralph S. J. Koijen and Evert B. Vrugt

University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM

Downloads 2,750 (9,422)

Citation 4

Abstract:

Equity Yields

Chicago Booth Research Paper No. 11-33, Fama-Miller Working Paper

Number of pages: 51 Posted: 08 Sep 2011 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, Wouter Hueskes, Ralph S. J. Koijen and Evert B. Vrugt

University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM

Downloads 486 (113,065)

Citation 5

Abstract:

Equity Yields

NBER Working Paper No. w17416

Number of pages: 42 Posted: 21 Sep 2011 Last Revised: 05 Feb 2023

Jules H. van Binsbergen, Wouter Hueskes, Ralph S. J. Koijen and Evert B. Vrugt

University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM

Downloads 133 (413,597)

Citation 22

Abstract:

12.

Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility

Downloads 3,293 ( 7,226)

Citation 4

3

Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility

Number of pages: 45 Posted: 27 May 2020 Last Revised: 08 May 2021

Jules H. van Binsbergen

University of Pennsylvania - The Wharton School

Downloads 3,174 (7,539)

Abstract:

Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility

NBER Working Paper No. w27367

Number of pages: 41 Posted: 15 Jun 2020 Last Revised: 12 Apr 2023

Jules H. van Binsbergen

University of Pennsylvania - The Wharton School

Downloads 118 (453,880)

Citation 2

Abstract:

Duration-Based Stock Valuation

CEPR Discussion Paper No. DP14904

Number of pages: 33 Posted: 29 Jun 2020

Jules H. van Binsbergen

University of Pennsylvania - The Wharton School

Downloads 1 (1,247,835)

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Abstract:

13.

Risk Free Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 74 Posted: 22 Sep 2018 Last Revised: 04 Jan 2021

Jules H. van Binsbergen, William Diamond and Marco Grotteria

University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School

Downloads 2,807 (9,110)

Citation 1

Abstract:

Risk-Free Interest Rates

NBER Working Paper No. w26138

Number of pages: 55 Posted: 12 Aug 2019 Last Revised: 03 Jun 2023

Jules H. van Binsbergen, William Diamond and Marco Grotteria

University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School

Downloads 137 (403,752)

Abstract:

Risk-Free Interest Rates

CEPR Discussion Paper No. DP13899

Number of pages: 57 Posted: 20 Aug 2019

William Diamond, Marco Grotteria and Jules H. van Binsbergen

University of Pennsylvania - Finance Department, London Business School and University of Pennsylvania - The Wharton School

Downloads 1 (1,247,835)

Citation 29

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Abstract:

14.

Optimal Asset Allocation in Asset Liability Management

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Citation 9

2

Optimal Asset Allocation in Asset Liability Management

EFA 2007 Ljubljana Meetings Paper

Number of pages: 37 Posted: 15 Mar 2006

Jules H. van Binsbergen and Michael W. Brandt

University of Pennsylvania - The Wharton School and Duke University - Fuqua School of Business

Downloads 2,483 (11,090)

Citation 6

Abstract:

Optimal Asset Allocation in Asset Liability Management

NBER Working Paper No. w12970

Number of pages: 38 Posted: 15 Mar 2007 Last Revised: 11 Dec 2022

Jules H. van Binsbergen and Michael W. Brandt

University of Pennsylvania - The Wharton School and Duke University - Fuqua School of Business

Downloads 237 (247,748)

Citation 1

Abstract:

15.

Real Anomalies

Journal of Finance, August 2019, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 74 Posted: 16 Mar 2016 Last Revised: 11 Aug 2020

Jules H. van Binsbergen and Christian C. Opp

University of Pennsylvania - The Wharton School and University of Rochester - Simon Business School

Downloads 2,308 (12,461)

Citation 13

Abstract:

Real Anomalies

NBER Working Paper No. w23238

Number of pages: 54 Posted: 19 Mar 2017 Last Revised: 01 Jul 2023

Jules H. van Binsbergen and Christian C. Opp

University of Pennsylvania - The Wharton School and University of Rochester - Simon Business School

Downloads 87 (562,913)

Citation 30

Abstract:

16.

Duration-Based Valuation of Corporate Bonds

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 73 Posted: 01 Sep 2021 Last Revised: 12 Oct 2023

Jules H. van Binsbergen, Yoshio Nozawa and Michael Schwert

University of Pennsylvania - The Wharton School, University of Toronto and AQR Arbitrage, LLC

Downloads 2,068 (15,148)

Citation 6

Abstract:

17.

How Do Investors Measure Risk?

Number of pages: 9 Posted: 03 Oct 2015

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 2,002 (15,890)

Citation 1

Abstract:

18.

Regulation of Charlatans in High-Skill Professions

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Citation 19

2

Regulation of Charlatans in High-Skill Professions

Stanford University Graduate School of Business Research Paper No. 17-43

Number of pages: 47 Posted: 04 Jun 2017 Last Revised: 30 Dec 2020

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 1,863 (17,575)

Abstract:

Regulation of Charlatans in High-Skill Professions

NBER Working Paper No. w23696

Number of pages: 69 Posted: 21 Aug 2017 Last Revised: 01 Apr 2023

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 110 (478,922)

Abstract:

19.

Optimal Decentralized Investment Management

Downloads 1,969 (16,320)

Citation 61

2

Optimal Decentralized Investment Management

EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper

Number of pages: 68 Posted: 02 Mar 2006

Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business

Downloads 1,766 (19,055)

Citation 4

Abstract:

Optimal Decentralized Investment Management

NBER Working Paper No. w12144

Number of pages: 61 Posted: 18 May 2006 Last Revised: 05 Feb 2023

Michael W. Brandt, Jules H. van Binsbergen and Ralph S. J. Koijen

Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Downloads 203 (287,038)

Citation 7

Abstract:

20.

Matching Capital and Labor

Number of pages: 34 Posted: 23 Mar 2014 Last Revised: 23 Dec 2016

Jonathan Berk, Jules H. van Binsbergen and Binying Liu

Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Northwestern University - Kellogg School of Management

Downloads 1,649 (21,242)

Abstract:

Matching Capital and Labor

NBER Working Paper No. w20138

Number of pages: 35 Posted: 19 May 2014 Last Revised: 12 Jul 2023

Jonathan Berk, Jules H. van Binsbergen and Binying Liu

Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Northwestern University - Kellogg School of Management

Downloads 94 (535,367)

Citation 7

Abstract:

21.

Textual Analysis of Short-seller Research Reports

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 52 Posted: 18 Nov 2021 Last Revised: 29 Aug 2024

Jules H. van Binsbergen, Xiao Han and Alejandro Lopez-Lira

University of Pennsylvania - The Wharton School, City University London - Bayes Business School and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 1,590 (22,896)

Abstract:

22.

The Factor Multiverse: The Role of Interest Rates in Factor Return Measurement

Number of pages: 71 Posted: 28 Sep 2022 Last Revised: 30 Jan 2024

Jules H. van Binsbergen, Liang Ma and Michael Schwert

University of Pennsylvania - The Wharton School, University of South Carolina - Darla Moore School of Business and AQR Arbitrage, LLC

Downloads 1,558 (23,531)

Abstract:

23.

Dynamic Asset (Mis)Pricing: Build-up vs. Resolution Anomalies

Downloads 1,380 (28,188)

Citation 10

2

Dynamic Asset (Mis)Pricing: Build-up vs. Resolution Anomalies

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 44 Posted: 18 Feb 2021 Last Revised: 21 Nov 2022

Jules H. van Binsbergen, Martijn Boons, Christian C. Opp and Andrea Tamoni

University of Pennsylvania - The Wharton School, Nova School of Business and Economics, University of Rochester - Simon Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 1,380 (27,714)

Citation 4

Abstract:

Dynamic Asset (Mis)Pricing: Build-Up vs. Resolution Anomalies

CEPR Discussion Paper No. DP16353

Number of pages: 72 Posted: 14 Jul 2021

Jules H. van Binsbergen, Martijn Boons, Christian Opp and Andrea Tamoni

University of Pennsylvania - The Wharton School, Nova School of Business and Economics, University of Rochester and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

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Citation 6

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Abstract:

24.

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

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Citation 72

3

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

PIER Working Paper No. 10-011

Number of pages: 50 Posted: 15 Mar 2010 Last Revised: 15 Sep 2013

Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan Francisco Rubio-Ramirez

University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Downloads 1,201 (33,914)

Citation 9

Abstract:

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

NBER Working Paper No. w15890

Number of pages: 49 Posted: 12 Apr 2010 Last Revised: 03 Jun 2023

Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan Francisco Rubio-Ramirez

University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Downloads 109 (482,178)

Abstract:

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

CEPR Discussion Paper No. DP7781

Number of pages: 51 Posted: 19 May 2010

Jesús Fernández-Villaverde, Ralph S. J. Koijen, Juan Francisco Rubio-Ramirez and Jules H. van Binsbergen

University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - The Wharton School

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Citation 6

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Abstract:

25.

Good-Specifc Habit Formation and the Cross Section of Expected Returns

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper

Number of pages: 53 Posted: 22 Mar 2008 Last Revised: 15 Sep 2013

Jules H. van Binsbergen

University of Pennsylvania - The Wharton School

Downloads 1,262 (32,135)

Citation 19

Abstract:

26.

Is The United States A Lucky Survivor: A Hierarchical Bayesian Approach

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 79 Posted: 10 Sep 2020 Last Revised: 11 Oct 2023

Jules H. van Binsbergen, Sophia Hua and Jessica A. Wachter

University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department

Downloads 1,255 (32,399)

Citation 3

Abstract:

27.

Mutual Funds in Equilibrium

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Citation 26

2

Mutual Funds in Equilibrium

Stanford University Graduate School of Business Research Paper No. 17-13

Number of pages: 29 Posted: 10 Feb 2017 Last Revised: 18 Jul 2017

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 1,251 (31,991)

Citation 26

Abstract:

Mutual Funds in Equilibrium

Annual Review of Financial Economics, Vol. 9, pp. 147-167, 2017

Posted: 03 Jan 2018

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Abstract:

28.

A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions

Journal of Finance, Forthcoming

Number of pages: 86 Posted: 18 Nov 2019 Last Revised: 12 Sep 2022

Jules H. van Binsbergen, Jungsuk Han, Hongxun Ruan and Ran Xing

University of Pennsylvania - The Wharton School, Seoul National University - College of Business Administration, Guanghua School of Management, Peking University and Stockholm University - Stockholm Business School

Downloads 1,166 (35,955)

Citation 5

Abstract:

29.

The Future of Emissions

Number of pages: 63 Posted: 19 Oct 2022 Last Revised: 10 Sep 2024

Jules H. van Binsbergen and Andreas Brøgger

University of Pennsylvania - The Wharton School and Rotterdam School of Management (RSM), Erasmus University

Downloads 922 (50,196)

Citation 1

Abstract:

30.

On the Timing and Pricing of Dividends: Reply

Number of pages: 14 Posted: 01 Jun 2016 Last Revised: 04 Jun 2016

Jules H. van Binsbergen and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Downloads 921 (50,255)

Citation 36

Abstract:

31.

Exploring Relations Between Decision Analysis and Game Theory

Number of pages: 19 Posted: 16 Jan 2007

Jules H. van Binsbergen and Leslie M. Marx

University of Pennsylvania - The Wharton School and Duke University - Fuqua School of Business, Economics Group

Downloads 877 (53,793)

Abstract:

32.

Likelihood-Based Estimation of Exactly-Solved Present-Value Models

Number of pages: 49 Posted: 28 Jul 2009 Last Revised: 15 Sep 2013

Jules H. van Binsbergen and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Downloads 728 (68,983)

Citation 7

Abstract:

33.

Monetary Policy Wedges and the Long-term Liabilities of Households and Firms

Downloads 632 (82,549)

Citation 1

2

Monetary Policy Wedges and the Long-term Liabilities of Households and Firms

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023, The Wharton School Research Paper Forthcoming

Number of pages: 96 Posted: 09 Jun 2023 Last Revised: 24 May 2024

Jules H. van Binsbergen and Marco Grotteria

University of Pennsylvania - The Wharton School and London Business School

Downloads 623 (82,945)

Abstract:

Monetary Policy Wedges and the Long-Term Liabilities of Households and Firms

NBER Working Paper No. w32137

Number of pages: 97 Posted: 12 Feb 2024

Jules H. van Binsbergen and Marco Grotteria

University of Pennsylvania - The Wharton School and London Business School

Downloads 9 (1,147,649)

Citation 1

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Abstract:

34.

Capital Allocation and the Market for Mutual Funds: Inspecting the Mechanism

Number of pages: 60 Posted: 14 Oct 2019 Last Revised: 30 Nov 2023

Jules H. van Binsbergen, Jeong Ho (John) Kim and Soohun Kim

University of Pennsylvania - The Wharton School, Florida State University - Department of Finance and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 617 (85,048)

Citation 2

Abstract:

35.

Granular Economies

Number of pages: 30 Posted: 08 Feb 2019 Last Revised: 24 Dec 2019

Jules H. van Binsbergen and Christian C. Opp

University of Pennsylvania - The Wharton School and University of Rochester - Simon Business School

Downloads 491 (112,979)

Abstract:

36.

Asset Allocation and Managerial Assumptions in Corporate Pension Plans

Number of pages: 60 Posted: 18 Nov 2010

Jawad M. Addoum, Jules H. van Binsbergen and Michael W. Brandt

Cornell SC Johnson College of Business, University of Pennsylvania - The Wharton School and Duke University - Fuqua School of Business

Downloads 486 (114,377)

Citation 11

Abstract:

37.

Career Concerns, Short-Termism, and Real Options: The Case of Delegated Money Management

Swedish House of Finance Research Paper No. 21-18

Number of pages: 88 Posted: 13 Sep 2021 Last Revised: 04 Oct 2023

Jules H. van Binsbergen, Jungsuk Han, Hongxun Ruan and Ran Xing

University of Pennsylvania - The Wharton School, Seoul National University - College of Business Administration, Guanghua School of Management, Peking University and Stockholm University - Stockholm Business School

Downloads 355 (164,072)

Citation 2

Abstract:

38.

On the Timing and Pricing of Dividends: Web Appendix

Number of pages: 17 Posted: 09 Oct 2011

Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business

Downloads 355 (164,072)

Citation 1

Abstract:

39.

Financial Valuation of PBGC Insurance with Market‐Implied Default Probabilities

Simon School Working Paper No. FR 13-27

Number of pages: 25 Posted: 06 Oct 2013 Last Revised: 31 Jan 2014

Jules H. van Binsbergen, Robert Novy-Marx and Joshua D. Rauh

University of Pennsylvania - The Wharton School, Simon Business School, University of Rochester and Stanford Graduate School of Business

Downloads 287 (205,610)

Citation 1

Abstract:

40.

The Effectiveness of Life-Preserving Investments in Times of COVID-19

Downloads 278 (212,453)

2

The Effectiveness of Life-Preserving Investments in Times of COVID-19

Number of pages: 26 Posted: 13 May 2020

Jules H. van Binsbergen and Christian C. Opp

University of Pennsylvania - The Wharton School and University of Rochester - Simon Business School

Downloads 222 (263,914)

Abstract:

The Effectiveness of Life-Preserving Investments in Times of Covid-19

NBER Working Paper No. w27382

Number of pages: 27 Posted: 22 Jun 2020 Last Revised: 27 Apr 2023

Jules H. van Binsbergen and Christian Opp

University of Pennsylvania - The Wharton School and University of Rochester

Downloads 56 (717,842)

Abstract:

41.

Environmental health risks, property values and neighborhood composition *

The Wharton School Research Paper

Number of pages: 64 Posted: 14 Apr 2024

Jules H. van Binsbergen, Joao F. Cocco, Marco Grotteria and S Lakshmi Naaraayanan

University of Pennsylvania - The Wharton School, London Business School, London Business School and London Business School

Downloads 147 (381,206)

Abstract:

42.

Addendum to Regulation of Charlatans in High-Skill Professions: The Case when Charlatans do Harm

Number of pages: 29 Posted: 23 Dec 2019 Last Revised: 26 Mar 2021

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Downloads 137 (402,890)

Citation 1

Abstract:

43.

An Empirical Model of Optimal Capital Structure

Journal of Applied Corporate Finance, Vol. 23, Issue 4, pp. 34-59, 2011

Number of pages: 28 Posted: 01 Mar 2023

Jules H. van Binsbergen, John R. Graham and Jie Yang

University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Downloads 120 (446,206)

Citation 2

Abstract:

44.

Options for Calculating Risk-Free Rates

Liberty Street Economics

Posted: 02 Oct 2023

Jules H. van Binsbergen, William Diamond and Peter Van Tassel

University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Independent

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Active Managers Are Skilled

Stanford University Graduate School of Business Research Paper No. 15-37

Posted: 10 Jun 2015

Jonathan Berk and Jules H. van Binsbergen

Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Jules H. van Binsbergen

University of Pennsylvania - The Wharton School

Nippon Life Professor of Finance

National Bureau of Economic Research (NBER)

Research Associate

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Scholarly Papers (45)

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The Term Structure of Returns: Facts and Theory

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(Almost) 200 Years of News-Based Economic Sentiment

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Duration-Based Stock Valuation

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Risk-Free Interest Rates

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Dynamic Asset (Mis)Pricing: Build-Up vs. Resolution Anomalies

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The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

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