Rik Frehen

Tilburg University - Department of Finance

Associate Professor

P.O. Box 90153

Tilburg, DC 5000 LE

Netherlands

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 5,067

SSRN RANKINGS

Top 5,067

in Total Papers Downloads

8,133

CITATIONS
Rank 17,677

SSRN RANKINGS

Top 17,677

in Total Papers Citations

39

Scholarly Papers (7)

1.

Pension Fund Performance and Costs: Small is Beautiful

Number of pages: 46 Posted: 27 Feb 2007 Last Revised: 06 Nov 2012
Rob Bauer, Martijn Cremers and Rik Frehen
Maastricht University, University of Notre Dame and Tilburg University - Department of Finance
Downloads 3,441 (2,830)
Citation 32

Abstract:

Loading...

Pension Fund, Performance, Costs, Liquidity

2.
Downloads 2,546 ( 4,736)
Citation 7

New Evidence on the First Financial Bubble

Journal of Financial Economics, Volume 108, Issue 3, June 2013, Pages 585-607
Number of pages: 81 Posted: 01 Apr 2009 Last Revised: 12 May 2018
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 2,469 (4,893)
Citation 1

Abstract:

Loading...

New Evidence on the First Financial Bubble

NBER Working Paper No. w15332
Number of pages: 43 Posted: 15 Sep 2009 Last Revised: 17 Jan 2015
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 77 (313,313)

Abstract:

Loading...

3.

Estimating Security Betas Using Prior Information Based on Firm Fundamentals

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, WFA 2009 San Diego Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 13 Feb 2009 Last Revised: 25 Feb 2017
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Department of Finance and Maastricht University
Downloads 1,364 (13,395)
Citation 1

Abstract:

Loading...

asset pricing, portfolio construction, time-varying betas, shrinkage, panel data

4.

Salience Theory and Stock Prices: Empirical Evidence

2017 SFS Cavalcade Paper
Number of pages: 54 Posted: 21 Dec 2016 Last Revised: 26 Feb 2017
Mathijs Cosemans and Rik Frehen
Erasmus University - Rotterdam School of Management and Tilburg University - Department of Finance
Downloads 479 (58,084)
Citation 3

Abstract:

Loading...

salience theory, probability weighting, asset pricing, return predictability

5.

Regret Aversion and Annuity Risk in Defined Contribution Pension Plans

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 34 Posted: 31 Jan 2008
APG Asset Management, University of Maastricht - Department of Economics, Tilburg University - Department of Finance and Maastricht University - Department of Finance
Downloads 171 (173,823)

Abstract:

Loading...

Lookback Option, Life Annuity, Annuity Risk, Defined Contribution, Stochastic Discount Factor

6.

Can Unpredictable Risk Exposure Be Priced?

Number of pages: 70 Posted: 14 Feb 2018 Last Revised: 23 Jun 2018
Tilburg University, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Department of Finance
Downloads 74 (317,342)

Abstract:

Loading...

Risk factors, Beta, Ambiguity Aversion, Risk Hedging

7.

Does Credit Affect Stock Trading? Evidence From the South Sea Bubble

Number of pages: 41 Posted: 28 Jun 2019
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Department of Finance and Tilburg University - Department of Finance
Downloads 58 (376,140)

Abstract:

Loading...

Bubble, Credit Provision, Margin Loans, Investor Behavior