Remco C. J. Zwinkels

Vrije Universiteit Amsterdam - School of Business and Economics

Professor of Finance

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

http://https://research.vu.nl/en/persons/remco-zwinkels

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

http://tinbergen.nl/person/1574/remco-zwinkels

SCHOLARLY PAPERS

57

DOWNLOADS
Rank 1,614

SSRN RANKINGS

Top 1,614

in Total Papers Downloads

33,120

SSRN CITATIONS
Rank 11,236

SSRN RANKINGS

Top 11,236

in Total Papers Citations

88

CROSSREF CITATIONS

51

Scholarly Papers (57)

1.
Downloads 15,058 ( 469)
Citation 4

Non-Standard Errors

Journal of Finance Forthcoming
Number of pages: 111 Posted: 23 Nov 2021 Last Revised: 06 Jul 2023
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom L. Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Mianjun Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Zhou Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, EMLV Business School Paris, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - McDonough School of Business, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Economics, Toulouse School of Economics, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), George Washington University, University of Hohenheim, Queen's University (Canada), Queen's School of Business, The Brattle Group, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, VU Amsterdam, University of Queensland - Business School, Georgetown University - Department of Economics, University of Wisconsin - Milwaukee - Department of Finance, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex - Essex Business School, Radboud University Nijmegen - Institute for Management Research, Ardea Investment Management, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tübingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Economics, University of California, Berkeley - Haas School of Business, West Virginia University - John Chambers College of Business and Economics, Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, Northeastern University - D'Amore-McKim School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontificia Universidad Católica de Chile, HEC Montreal, University of Adelaide, Chemnitz University of Technology (CUT) - Department of Economics, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Researcher, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, ESCP Europe - ESCP Europe - Turin Campus, Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, Independent, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, UNSW Australia Business School, School of Banking and Finance, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, University of Toronto, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Duisburg-Essen - Mercator School of Management, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, ESSEC Business School, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Edinburgh Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, The University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU Amsterdam - School of Business and Economics, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, University of New South Wales (UNSW), University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol Business School, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol - Department of Finance and Accounting, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Vlerick Business School, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Reykjavik University, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex, Erasmus University Rotterdam, Central Michigan University, Aalto University, Columbia University, Singapore Management University - Lee Kong Chian School of Business, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam (VU Amsterdam), University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS) - Monetary and Economic Department, University of Toronto at Mississauga - Department of Management, Vrije Universiteit Amsterdam - School of Business and Economics, Queen's University, HEC Paris, University of Birmingham, King’s College London, Cardiff Business School, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, State University of New York (SUNY) - Buffalo, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA Centre, Pontificia Universidad Católica de Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 15,058 (504)
Citation 4

Abstract:

Loading...

non-standard errors, multi-analyst approach, liquidity

2.

Carbon Beta: A Market-Based Measure of Climate Transition Risk Exposure

Number of pages: 58 Posted: 18 Nov 2021 Last Revised: 23 Mar 2023
Joop Huij, Dries Laurs, Philip A. Stork and Remco C. J. Zwinkels
Erasmus University - Rotterdam School of Management, Vrije Universiteit Amsterdam, Department of Finance, School of Business and Economics, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 3,322 (6,741)
Citation 8

Abstract:

Loading...

Climate change, carbon risk, climate finance, asset pricing

3.

Behavioural Real Estate

Journal of Real Estate Literature, Forthcoming
Number of pages: 40 Posted: 04 Jul 2013 Last Revised: 06 May 2016
Diego A. Salzman and Remco C. J. Zwinkels
The Research Laboratory for Behavioral Finance and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 1,509 (23,333)
Citation 12

Abstract:

Loading...

real estate markets, market participants, behavioural decision making

4.

Chasing Trends in the U.S. Housing Market

Number of pages: 46 Posted: 20 Jan 2010 Last Revised: 02 Mar 2011
Roy Kouwenberg, Roy Kouwenberg and Remco C. J. Zwinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 1,018 (41,253)
Citation 9

Abstract:

Loading...

Housing market, behavioral finance, heterogeneous agents, bubbles

5.

Empirical Behavioral Finance

Journal of Economic Behavior and Organization, Vol. 107 (Part B), pp. 421-427, November 2014
Number of pages: 14 Posted: 03 Nov 2014 Last Revised: 06 Dec 2014
Doron Kliger, Martijn J. van den Assem and Remco C. J. Zwinkels
University of Haifa, Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 757 (62,038)

Abstract:

Loading...

behavioral finance, special issue, diversification heuristic, 1/n rule

6.

Timing is Money: The Factor Timing Ability of Hedge Fund Managers

Number of pages: 40 Posted: 18 Jul 2016 Last Revised: 12 Feb 2020
Bart Osinga, Marc Schauten and Remco C. J. Zwinkels
KAS Bank N.V., Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 685 (70,595)
Citation 2

Abstract:

Loading...

Hedge funds, market timing, factor investing, factor timing

7.

Company Name Fluency and Stock Returns

Journal of Behavioral and Experimental Finance, Vol. 39, 100819, September 2023
Number of pages: 38 Posted: 22 Feb 2018 Last Revised: 10 Jun 2023
Maurizio Montone, Martijn J. van den Assem and Remco C. J. Zwinkels
Utrecht University, Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 546 (94,007)

Abstract:

Loading...

fluency; investor recognition; company names; stock returns

8.

The Cross Section of Stock Returns in an Artificial Stock Market

Number of pages: 37 Posted: 25 Jan 2023
Tjeerd van Cappelle, Dmytro Pokidin and Remco C. J. Zwinkels
aiLiftoff, Goldman Sachs and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 537 (95,996)

Abstract:

Loading...

agent-based model, synthetic data, stylized facts, cross-section

9.

Can the Market Divide and Multiply? A Case of 807 Percent Mispricing

Review of Behavioral Finance, Vol. 14, No. 1, pp. 35-44, 2022
Number of pages: 15 Posted: 21 Jun 2018 Last Revised: 11 Mar 2022
Vrije Universiteit Amsterdam, University of Essex - Department of Economics, Vrije Universiteit Amsterdam - School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 537 (95,996)

Abstract:

Loading...

law of one price, market efficiency, mispricing, limits to arbitrage, short-sale constraints

10.

Risk, Return, and Sentiment in a Virtual Asset Market

Number of pages: 40 Posted: 23 Feb 2021 Last Revised: 30 Jan 2024
Maurizio Montone and Remco C. J. Zwinkels
Utrecht University and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 495 (106,107)

Abstract:

Loading...

Asset pricing; Market efficiency; Natural experiment

Exploring Style Herding by Mutual Funds

Journal of International Financial Markets, Institutions & Money
Number of pages: 38 Posted: 15 Jun 2017 Last Revised: 21 Mar 2023
Caterina Santi and Remco C. J. Zwinkels
University of Liège - HEC Liège and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 362 (151,127)
Citation 1

Abstract:

Loading...

herding, mutual funds, style investing, asset pricing

Exploring Style Herding by Mutual Funds

Number of pages: 40 Posted: 16 Nov 2022
Caterina Santi and Remco C. J. Zwinkels
University of Liège - HEC Liège and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 100 (485,955)

Abstract:

Loading...

herding, Mutual Funds, Asset Pricing

12.

Empirical Validation of Agent-Based Models

In: C. Hommes and B. LeBaron (eds), Handbook of Computational Economics 4, pp: 437-488.
Number of pages: 115 Posted: 05 Mar 2017 Last Revised: 12 Nov 2018
Thomas Lux and Remco C. J. Zwinkels
University of Kiel - Institute of Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 445 (120,317)
Citation 14

Abstract:

Loading...

agent-based models, heterogeneous agent models, empirical methods

A Volatility Targeting GARCH Model with Time-Varying Coefficients

Number of pages: 23 Posted: 17 Feb 2009
Bart Frijns, Thorsten Lehnert and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, University of Luxembourg and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 262 (212,738)

Abstract:

Loading...

GARCH, time varying coefficients, multinomial logit

A Volatility Targeting GARCH Model with Time-Varying Coefficients

Journal of Empirical Finance, Vol. 18, 2011
Number of pages: 23 Posted: 24 Aug 2009 Last Revised: 06 May 2016
Bart Frijns, Thorsten Lehnert and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, University of Luxembourg and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 165 (328,101)

Abstract:

Loading...

GARCH, time varying coefficients, multinomial logit

14.

Model Uncertainty and Exchange Rate Forecasting

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 09 Jul 2013 Last Revised: 01 Feb 2016
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)Mahidol University - College of Management, Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 360 (153,222)
Citation 2

Abstract:

Loading...

exchange rate forecasting, model uncertainty, model averaging

15.

Gamma Positioning and Market Quality

Number of pages: 36 Posted: 19 May 2022 Last Revised: 17 Feb 2023
ABN AMRO - ABN-Amro Bank, The Netherlands, Erasmus Research Institute of Management (ERIM), Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 344 (160,989)

Abstract:

Loading...

feedback effect; simulation; market quality; market liquidity; dynamic hedging

16.

On the Style-Based Feedback Trading of Mutual Fund Managers

Journal of Financial and Quantitative Analysis (JFQA), 02/2013
Number of pages: 49 Posted: 20 Jul 2012 Last Revised: 01 Feb 2016
Bart Frijns, Aaron B. Gilbert and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 329 (168,957)
Citation 3

Abstract:

Loading...

Mutual Fund Managers, Style Switching, Feedback Trading

Excess Stock Return Comovements and the Role of Investor Sentiment

Number of pages: 25 Posted: 08 Jul 2011 Last Revised: 19 Aug 2012
Bart Frijns, Willem F. C. Verschoor and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 266 (209,526)

Abstract:

Loading...

Behavioral Finance, Excess Comovement; Investor Sentiment; International Equity Markets

Excess Stock Return Comovements and the Role of Investor Sentiment

25th Australasian Finance and Banking Conference 2012
Number of pages: 25 Posted: 19 Aug 2012
Bart Frijns, Willem F. C. Verschoor and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 55 (688,537)
Citation 4

Abstract:

Loading...

Behavioral Finance, Excess Comovement, Investor Sentiment, International Equity Markets

18.

Investor Sentiment and Employment

Journal of Financial and Quantitative Analysis, Volume 55, Issue 5, August 2020, pp. 1581-1618.
Number of pages: 50 Posted: 14 Jun 2014 Last Revised: 20 Feb 2021
Maurizio Montone and Remco C. J. Zwinkels
Utrecht University and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 313 (178,064)
Citation 1

Abstract:

Loading...

Investor sentiment; Labor market; Financial development, Financial crises

19.

Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P 500

Journal of Economic Behavior and Organization, Vol. 105, 2014
Number of pages: 33 Posted: 07 Dec 2009 Last Revised: 06 May 2016
Carl Chiarella, Xuezhong He and Remco C. J. Zwinkels
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Xi'an Jiaotong-Liverpool University (XJTLU) and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 300 (186,194)
Citation 9

Abstract:

Loading...

asset pricing, heterogeneous agents, technical analysis

20.

The Impact of Horizontal and Vertical FDI on Host's Country Economic Growth

International Business Review, 17 (2008)
Number of pages: 21 Posted: 30 May 2014
Sjoerd Beugelsdijk, Roger Smeets and Remco C. J. Zwinkels
University of Groningen, Rutgers, The State University of New Jersey - Management & Global Business and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 278 (201,484)
Citation 1

Abstract:

Loading...

21.

Volatility Expectations and Disagreement

Number of pages: 48 Posted: 24 Dec 2011 Last Revised: 22 Apr 2020
Ronald Huisman, Nico van der Sar and Remco C. J. Zwinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 278 (201,484)
Citation 2

Abstract:

Loading...

volatility forecasting, disagreement, survey data

22.

Expected Issuance Fees and Market Liquidity

Number of pages: 41 Posted: 02 Oct 2017 Last Revised: 12 Nov 2018
ABN AMRO - ABN-Amro Bank, The Netherlands, Erasmus Research Institute of Management (ERIM), Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 273 (205,236)
Citation 1

Abstract:

Loading...

sovereign bonds; market microstructure; market liquidity; issuance fee

23.

Inattentive Search for Currency Fundamentals

Number of pages: 40 Posted: 18 Aug 2017 Last Revised: 07 Aug 2018
Erasmus University Rotterdam (EUR), Vrije Universiteit Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 258 (217,179)
Citation 3

Abstract:

Loading...

exchange rate forecasting, forex investment strategies

24.

Behavioral Heterogeneity in Return Expectations across Equity Style Portfolios

Revised version forthcoming in International Review of Finance
Number of pages: 35 Posted: 16 Oct 2018 Last Revised: 11 Jun 2020
Philip A. Stork, Milan Vidojevic and Remco C. J. Zwinkels
Vrije Universiteit Amsterdam, School of Business and Economics, Northern Trust Corporation - Northern Trust Asset Management and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 239 (234,163)

Abstract:

Loading...

behavioral finance, heterogeneous agent models, style investing, asset pricing

25.

Forecasting Crashes: Correlated Fund Flows and the Skewness in Stock Returns

Number of pages: 38 Posted: 18 Oct 2014
Xun Gong, Melissa Lin and Remco C. J. Zwinkels
Tinbergen Institute, Erasmus University Rotterdam and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 205 (270,626)
Citation 2

Abstract:

Loading...

skewness, mutual funds, capital flow

26.

A Critical Review of the Fair Value Settlement Procedure for Stock Options

Applied Finance Letters, Vol. 4, No. 1&2, pp. 20-25, 2015
Number of pages: 15 Posted: 05 Jul 2013 Last Revised: 20 Jan 2016
Oege Pennin, Martijn J. van den Assem and Remco C. J. Zwinkels
Rabobank International, Netherlands, Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 202 (274,239)

Abstract:

Loading...

fair value, intrinsic value, stock option, implied volatility, option pricing, takeover

27.

Beating the Benchmark: Bond Portfolios based on Country and Industry Factors

Number of pages: 29 Posted: 18 Aug 2017 Last Revised: 08 Jan 2021
Erasmus Research Institute of Management (ERIM), Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Business Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 200 (276,673)

Abstract:

Loading...

Corporate bonds; Dynamic portfolio strategies; Country and industry factors; Mean-variance model

28.

Chasing Absolute Returns: A Tale of Feedback Trading by Hedge Funds

Journal of Empirical Finance, Vol. 34, 2015
Number of pages: 49 Posted: 20 Feb 2011 Last Revised: 01 Feb 2016
Marc Schauten, Robin Willemstein and Remco C. J. Zwinkels
Vrije Universiteit Amsterdam, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 199 (277,955)

Abstract:

Loading...

hedge funds, style analysis, feedback trading, time variation

29.

A Holistic Approach to the Predictive Power of Expected Volatility

Journal of Financial Research, Vol. 38, No. 4, 2015
Number of pages: 54 Posted: 06 Feb 2012 Last Revised: 01 Feb 2016
Gherben van der Holst and Remco C. J. Zwinkels
Duyfken Trading Knowledge and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 192 (287,117)

Abstract:

Loading...

Cross-sectional returns, idiosyncratic volatility, GARCH, implied volatility

30.

Heterogeneity of Agents and Exchange Rate Dynamics: Evidence from the EMS

Journal of International Money and Finance, Vol. 29, No. 8, 2010
Number of pages: 41 Posted: 22 Mar 2006 Last Revised: 06 May 2016
Eelke de Jong, Willem F. C. Verschoor and Remco C. J. Zwinkels
Radboud University Nijmegen - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 190 (289,940)
Citation 5

Abstract:

Loading...

: Heterogeneous expectations; The European Monetary System; Non-linear modelling; Agent-based finance

31.

Chartists, Fundamentalists, and Dispersion in the Foreign Exchange Market

Number of pages: 34 Posted: 16 Mar 2009
Dutch Central Bank (DNB), University of Luxembourg, Vrije Universiteit Amsterdam - School of Business and Economics and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 180 (304,160)

Abstract:

Loading...

Chartists, exchange rate expectations, fundamentalists, heterogeneity, dispersion of beliefs, bounded rationality, survey data

32.

Behavioral Heterogeneity in the Option Market

Journal of Economic Dynamics and Control, Vol. 34, No. 11, 2010
Number of pages: 28 Posted: 04 Mar 2007 Last Revised: 06 May 2016
Bart Frijns, Thorsten Lehnert and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, University of Luxembourg and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 178 (307,199)
Citation 2

Abstract:

Loading...

Heterogeneous Agents, Option Markets, Fundamentalists, Chartists

33.

Time-Varying Importance of Country and Industry Factors in European Corporate Bonds

Journal of Empirical Finance, Forthcoming
Number of pages: 53 Posted: 21 Feb 2014 Last Revised: 01 Feb 2016
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Department of Business Economics, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 176 (310,246)
Citation 2

Abstract:

Loading...

market integration, corporate bond markets, factor decomposition, Sovereign debt crisis

34.

Dispersion of Beliefs and Market Volatility in the Foreign Exchange Market

EFA 2006 Zurich Meetings
Number of pages: 33 Posted: 08 Mar 2006
Vrije Universiteit Amsterdam - School of Business and Economics, Dutch Central Bank (DNB), University of Luxembourg and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 176 (310,246)

Abstract:

Loading...

Exchange rate expectations, heterogeneity, dispersion of beliefs, bounded rationality, tail behaviour, survey data

Comparing Behavioural Heterogeneity Across Asset Classes

Number of pages: 43 Posted: 01 Apr 2017 Last Revised: 15 Sep 2017
Saskia ter Ellen, Cars H. Hommes and Remco C. J. Zwinkels
VU Amsterdam, Government of Canada - Bank of Canada and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 110 (453,387)
Citation 1

Abstract:

Loading...

financial markets, heterogeneous expectations, market stability

Comparing Behavioural Heterogeneity Across Asset Classes

Norges Bank Working Paper 12/17
Number of pages: 43 Posted: 08 Sep 2017
Saskia ter Ellen, Cars H. Hommes and Remco C. J. Zwinkels
VU Amsterdam, Government of Canada - Bank of Canada and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 51 (713,462)
Citation 1

Abstract:

Loading...

Financial Markets, Heterogeneous Expectations, Market Stability

36.

Overconfidence and Demand for Mortgage Insurance

Real Estate Economics, Forthcoming
Number of pages: 52 Posted: 25 Nov 2011 Last Revised: 02 Mar 2017
Ruben Cox and Remco C. J. Zwinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 161 (335,109)

Abstract:

Loading...

mortgage insurance, diversification, overconfidence, household finance, wealth risks

37.

Managerial Sentiment and Employment

Number of pages: 39 Posted: 19 Mar 2021 Last Revised: 08 Feb 2024
Maurizio Montone, Yuhao Zhu and Remco C. J. Zwinkels
Utrecht University, Erasmus University Rotterdam (EUR) and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 149 (357,320)

Abstract:

Loading...

Managerial sentiment, Employment, Investment opportunities, Investor sentiment

38.

Fundamentals or Trends? A Long-Term Perspective on House Prices

Applied Economics, Vol. 47, No. 10, 2015
Number of pages: 28 Posted: 05 Jul 2013 Last Revised: 01 Feb 2016
Piet M. A. Eichholtz, Ronald Huisman and Remco C. J. Zwinkels
University of Maastricht - Limburg Institute of Financial Economics (LIFE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 144 (367,327)
Citation 3

Abstract:

Loading...

39.

Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach

Quantitative Finance, Forthcoming
Number of pages: 31 Posted: 08 Dec 2011 Last Revised: 13 Jun 2014
Bart Frijns, Aaron B. Gilbert and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 131 (395,442)

Abstract:

Loading...

mutual funds, market timing, heterogeneous agents models

40.

Wall Street Watches Washington: Asset-Pricing Implications of Policy Uncertainty

Number of pages: 42 Posted: 03 Aug 2020 Last Revised: 13 May 2022
ralph verhoeks, Willem F. C. Verschoor and Remco C. J. Zwinkels
Vrije Universiteit Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 124 (412,505)

Abstract:

Loading...

attention, earnings announcements, economic policy uncertainty, analyst forecasts

41.

Do Foreign Exchange Fund Managers Behave Like Positive Feedback Traders?

Quantitative Finance 13: 1125-1134, 2013
Number of pages: 27 Posted: 23 Nov 2011 Last Revised: 01 Feb 2016
Remco C. J. Zwinkels and Willem F. C. Verschoor
Vrije Universiteit Amsterdam - School of Business and Economics and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 123 (414,973)
Citation 1

Abstract:

Loading...

heterogeneous agents, currency trading, style investing

42.

Behavioural Heterogeneity and Shift-Contagion: Evidence from the Asian Crisis

Journal of Economic Dynamics and Control, Vol. 33, No. 11, 2009
Number of pages: 33 Posted: 15 Feb 2008 Last Revised: 06 May 2016
Eelke de Jong, Willem F. C. Verschoor and Remco C. J. Zwinkels
Radboud University Nijmegen - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 119 (425,263)
Citation 6

Abstract:

Loading...

heterogeneous expectations, contagion, Asian crisis, dynamic models

43.

Dynamic Expectation Formation in the Foreign Exchange Market

Journal of International Money and Finance, Vol. 37, 2013
Number of pages: 41 Posted: 12 May 2011 Last Revised: 01 Feb 2016
Saskia ter Ellen, Willem F. C. Verschoor and Remco C. J. Zwinkels
VU Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 116 (433,492)
Citation 2

Abstract:

Loading...

foreign exchange expectations, investor sentiment, market anomalies, survey data

44.

Time-Varying Arbitrage and Dynamic Price Discovery

Number of pages: 43 Posted: 24 Jul 2016 Last Revised: 19 Dec 2016
Bart Frijns and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 105 (466,268)
Citation 1

Abstract:

Loading...

Time-Varying Arbitrage; Price discovery; Heterogeneous Agent Models

45.

Expectation Formation in Financial Markets: Heterogeneity and Sentiment

Number of pages: 26 Posted: 27 Nov 2019
Bart Frijns, Thanh Huynh and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management, Monash University - Department of Banking and Finance and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 98 (489,054)
Citation 1

Abstract:

Loading...

46.

Agreeing on Disagreement: Heterogeneity or Uncertainty?

Journal of Financial Markets, Forthcoming
Number of pages: 34 Posted: 24 Feb 2016 Last Revised: 21 Feb 2019
Saskia ter Ellen, Willem F. C. Verschoor and Remco C. J. Zwinkels
VU Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 98 (489,054)
Citation 2

Abstract:

Loading...

foreign exchange markets, disagreement, heterogeneous expectations, uncertainty

47.

Heterogeneous Agents and Non-Normal Fundamentals

Number of pages: 18 Posted: 22 Mar 2006
Marianna Grimaldi and Remco C. J. Zwinkels
Monetary Policy Division Sveriges Riksbank and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 95 (499,074)

Abstract:

Loading...

Exchange rate, Heterogeneous agents, Transmission of news, Dynamics

48.

Agreeing on Disagreement: Heterogeneity or Uncertainty?

Norges Bank Working Paper 4/2016, 29th Australasian Finance and Banking Conference 2016
Number of pages: 28 Posted: 26 Aug 2016 Last Revised: 03 Aug 2018
Saskia ter Ellen, Willem F. C. Verschoor and Remco C. J. Zwinkels
VU Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 88 (523,783)

Abstract:

Loading...

foreign exchange markets, disagreement, heterogeneous expectations, uncertainty

49.

An Empirical Examination of Heterogeneity and Switching in Foreign Exchange Markets

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 38 Posted: 23 Nov 2011 Last Revised: 02 Mar 2017
David Goldbaum and Remco C. J. Zwinkels
University of Technology Sydney and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 88 (523,783)
Citation 1

Abstract:

Loading...

heterogeneity, discrete choice, foreign exchange, survey expectations

50.

Speculation in European Sovereign Debt Markets

Number of pages: 41 Posted: 02 Feb 2016 Last Revised: 11 Mar 2016
Bart Frijns and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 77 (567,160)
Citation 5

Abstract:

Loading...

Credit risk, sovereign bonds, CDS, heterogeneous agent models

51.

Gravity Equations; Workhorse or Trojan Horse in Explaining Trade and FDI Patterns Across Time and Space?

International Business Review, Forthcoming
Number of pages: 29 Posted: 14 Jun 2014
Remco C. J. Zwinkels and Sjoerd Beugelsdijk
Vrije Universiteit Amsterdam - School of Business and Economics and University of Groningen
Downloads 71 (593,562)
Citation 1

Abstract:

Loading...

Gravity equation, Trade, FDI, Time series

52.

Does U.S. Investor Sentiment Attract Foreign Investors?

Number of pages: 9 Posted: 28 May 2021 Last Revised: 30 Jan 2024
Maurizio Montone, Valerio Potì and Remco C. J. Zwinkels
Utrecht University, University College Dublin and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 64 (626,944)

Abstract:

Loading...

Investor sentiment, Foreign direct investments, Financial development, Educational attaiment

53.

Gamma Positioning and Market Quality

Number of pages: 36 Posted: 21 Jan 2023
Vrije Universiteit Amsterdam, Erasmus Research Institute of Management (ERIM), Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 60 (647,481)

Abstract:

Loading...

dynamic hedging, feedback effect, market liquidity, market quality, Simulation

54.

Cracks in the Crystal Ball: What Happens to Firms’ Foreign Exchange Rate Exposure When Forecasters Don't Agree About the Future

Number of pages: 16 Posted: 17 Mar 2014
HEC Management School University of Liège, University of Liège - HEC Management School, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 56 (669,295)

Abstract:

Loading...

55.

Dispersion of Beliefs in the Foreign Exchange Market

CEPR Discussion Paper No. DP6738
Number of pages: 46 Posted: 11 Jun 2008
Dutch Central Bank (DNB), Vrije Universiteit Amsterdam, School of Business and Economics, University of Luxembourg and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 3 (1,095,862)
  • Add to Cart

Abstract:

Loading...

exchange rates, expectations, heterogeneity, survey data

56.

Heterogeneity of Agents and Exchange Rate Dynamics

Posted: 07 Mar 2008
Remco C. J. Zwinkels, Eelke de Jong and Willem F. C. Verschoor
Vrije Universiteit Amsterdam - School of Business and Economics, Radboud University Nijmegen - Department of Economics and Vrije Universiteit Amsterdam, School of Business and Economics

Abstract:

Loading...

Heterogeneous expectations, The European Monetary System, Non-linear modelling, Agent-based finance

57.

Breaking the Trilemma: Seigniorage, Endogenous Remittances, and Digital Currency

Xuan Wang and Remco C. J. Zwinkels
VU University Amsterdam and Vrije Universiteit Amsterdam - School of Business and Economics

Abstract:

Loading...

Central bank profits, payment systems, stablecoins, nominal exchange rates, trilemma, CBDC