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Ben Jacobsen

SSRN Author Rank: 280 by Downloads and 3,365 by Citations

 Professor of Finance
 

Tilburg University - TIAS School for Business and Society


 Warandelaan 2
 TIAS Building
 Tilburg, Noord Brabant 5037 AB
 Netherlands
 email address
 

New Zealand Institute of Advanced Study


 Auckland
 New Zealand
 email address

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. Ben Jacobsen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
42,671
Total
Citations
160
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Bouman, Sven
Saemor Capital
Posted:
15 Apr 98
Last Revised:
31 Oct 09
9,290
(325)
44

2.   Incl. Electronic Paper
Driesprong, Gerben
Erasmus University Rotterdam - Rotterdam School of Management
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Maat, Benjamin
APG Asset Management
Posted:
14 Aug 05
Last Revised:
19 Dec 09
7,589
(477)
22

3.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Zhang, Cherry Yi
Nottingham University Business School China
Posted:
02 Oct 12
Last Revised:
02 Oct 14
2,801
(1,646)
2

4.  
The Halloween Effect in US Sectors | Show Abstract | Download This Paper | Open PDF in Browser |
The Financial Review, Forthcoming
Number of Pages in PDF File: 38
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
10 May 06
Last Revised:
18 May 09
2,472
(3,036)
9

5.  
Return Predictability Revisited | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2007 Ljubljana Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of Pages in PDF File: 73
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Marshall, Ben R.
Massey University - School of Economics and Finance
Posted:
25 Feb 07
Last Revised:
19 Nov 09
2,159
(4,321)
 

6.   Incl. Electronic Paper
Guenster, Nadja
University of Muenster - Finance Center Muenster
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
17 Mar 08
Last Revised:
24 May 12
2,008
(5,038)
 

7.  
Are Monthly Seasonals Real? A Three Century Perspective | Show Abstract | Download This Paper | Open PDF in Browser |
The Review of Finance, Forthcoming
Number of Pages in PDF File: 74
Zhang, Cherry Yi
Nottingham University Business School China
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
26 Oct 10
Last Revised:
06 Sep 12
1,578
(6,685)
3

8.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Mamun, Abdullah
University of Saskatchewan - Department of Finance and Management Science
Posted:
22 Aug 05
1,572
(6,872)
10

9.  
Fang, Jiali
Massey University - School of Economics and Finance
Qin, Yafeng
Massey University
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
14 Jun 14
Last Revised:
23 Oct 14
1,570
(5,732)
 

10.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
01 Apr 99
1,319
(10,082)
2

11.   Incl. Electronic Paper
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
21 Sep 05
Last Revised:
19 Dec 09
1,270
(10,910)
23

12.  
Fang, Jiali
Massey University - School of Economics and Finance
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Qin, Yafeng
Massey University
Posted:
25 May 12
Last Revised:
14 Jun 12
890
(16,196)
 

13.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
09 Mar 99
827
(20,672)
2

14.  
War, Peace and Stock Markets | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2006 Zurich Meetings
Number of Pages in PDF File: 35
Berkman, Henk
University of Auckland - Business School
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
27 Oct 05
613
(24,929)
1

15.   Incl. Electronic Paper
Lu, Helen
University of Auckland - Department of Accounting and Finance
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
20 Feb 14
Last Revised:
18 Sep 15
606
(32,514)
 

16.  
Stock Market Predictability and Industrial Metal Returns | Show Abstract | Download This Paper | Open PDF in Browser |
23rd Australasian Finance and Banking Conference 2010 Paper
Number of Pages in PDF File: 50
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Marshall, Ben R.
Massey University - School of Economics and Finance
Posted:
19 Aug 10
Last Revised:
12 Jul 16
535
(32,514)
1

17.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
23 Dec 14
Last Revised:
06 Mar 15
505
(23,679)
 

18.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Lee, John B.
University of Auckland
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
16 Nov 07
Last Revised:
21 Jan 09
456
(41,256)
2

19.  
Berkman, Henk
University of Auckland - Business School
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Lee, John B.
University of Auckland
Posted:
18 Mar 10
Last Revised:
12 Oct 10
403
(50,199)
6

20.   Incl. Electronic Paper
Stangl, Jeffrey Scott
Massey University - School of Economics and Finance
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
06 Dec 05
Last Revised:
12 Sep 09
276
(84,982)
1

21.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
de Roon, Frans
Tilburg University - Department of Finance
Posted:
21 Nov 12
266
(81,320)
1

22.  
Fang, Jiali
Massey University - School of Economics and Finance
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Qin, Yafeng
Massey University
Posted:
23 Aug 14
Last Revised:
17 Sep 14
265
(60,635)
 

23.  
Gregory-Allen, Russell B.
Massey University - Department of Commerce
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
03 Aug 06
Last Revised:
19 Jan 09
263
(87,786)
1

24.  
Zhang, Annie Claire
The University of Auckland
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Marshall, Ben R.
Massey University - School of Economics and Finance
Posted:
13 Jun 14
Last Revised:
21 Jul 15
152
(127,284)
 

25.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
21 Jan 15
Last Revised:
06 Mar 15
144
(88,836)
 

26.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
27 Jan 09
Last Revised:
21 Feb 09
142
(151,658)
21

27.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Lee, John B.
University of Auckland
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Zhang, Cherry Yi
Nottingham University Business School China
Posted:
16 Nov 07
5
(364,121)
 

28.  
The Halloween Effect in U.S. Sectors | Show Abstract | Add to Cart |
Financial Review, Vol. 44, No. 3, pp. 437-459, August 2009
Number of Pages in PDF File: 23
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
09 Jul 09
4
(492,698)
9

29.  
Long Term Dependence in Stock Returns | Show Abstract |
Journal of Empirical Finance, Vol. 3, No. 4, 1996
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
25 Sep 07
 

30.  
Volatility Clustering in Monthly Stock Returns | Show Abstract |
Journal of Empirical Finance, Vol. 10, No. 4, 2003
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Dannenburg, Dennis
affiliation not provided to SSRN
Posted:
25 Sep 07
 

31.  
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Potters, Johannes (Jan) J. M.
Tilburg University - CentER
Schram, Arthur J. H. C.
University of Amsterdam - Faculty of Economics and Business (FEB)
Van Winden, F. A. A. M.
University of Amsterdam - Amsterdam School of Economics (ASE)
Wit, Jörgen
affiliation not provided to SSRN
Posted:
25 Sep 07
 

32.  
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Guenster, Nadja
University of Muenster - Finance Center Muenster
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
06 Mar 06
 

33.  
Are Stock Returns Long Term Dependent? Some Empirical Evidence | Show Abstract |
Journal of International Financial Markets, Institutions and Money, Vol. 5, No. 2/3, 1995
Jacobsen, Ben
Tilburg University - TIAS School for Business and Society
Posted:
28 Jun 98
 


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