Sjoerd van Bekkum

Erasmus University

P.O. Box 1738

Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

8

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CITATIONS

1

Scholarly Papers (8)

1.

Unknown Unknowns: Uncertainty About Risk and Stock Returns

AFA 2013 San Diego Meetings Paper
Number of pages: 76 Posted: 20 Mar 2012 Last Revised: 24 Oct 2014
Guido Baltussen, Sjoerd van Bekkum and Bart van der Grient
Erasmus University Rotterdam (EUR), Erasmus University and Robeco Asset Management - Quantitative Strategies
Downloads 2,509 (4,758)

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asset pricing, stock returns, uncertainty

2.

Inside Debt and Bank Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 24 Sep 2010 Last Revised: 24 Oct 2014
Sjoerd van Bekkum
Erasmus University
Downloads 581 (44,637)
Citation 1

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Executive Compensation, Risk Management, Inside debt, Financial Institutions

3.

Indexing and Stock Market Serial Dependence Around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 30 May 2016 Last Revised: 05 Oct 2017
Guido Baltussen, Sjoerd van Bekkum and Zhi Da
Erasmus University Rotterdam (EUR), Erasmus University and University of Notre Dame - Mendoza College of Business
Downloads 354 (82,141)

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Return autocorrelation, Stock market indexing, Arbitrage

4.

Does a Larger Menu Increase Appetite? Collateral Eligibility and Bank Risk-Taking

Number of pages: 57 Posted: 05 Nov 2015 Last Revised: 29 Jan 2019
Sjoerd van Bekkum, Marc Gabarro and Rustom M. Irani
Erasmus University, University of Mannheim and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 171 (170,961)

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Central Bank Collateral Policy; ECB; Bank Loan Supply; Mortgage Lending; Mortgage-Backed Securities; State Guarantees

5.

Director Influence

Number of pages: 33 Posted: 10 Dec 2014 Last Revised: 10 Aug 2016
Sjoerd van Bekkum, Patrick Verwijmeren and Dan Zhang
Erasmus University, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Oslo and Akershus University College - Oslo Metropolitan University
Downloads 104 (252,465)

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Executive compensation, executive compensation trends, board interlocks

Macroprudential Policy and Household Leverage: Evidence from Administrative Household-Level Data

Number of pages: 43 Posted: 09 Dec 2018 Last Revised: 30 Jan 2019
Erasmus University, University of Mannheim, University of Illinois at Urbana-Champaign - Department of Finance and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 35 (444,821)

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Macroprudential Policy; Financial Regulation; Residential Mortgages; Household Finance; Household Leverage; Liquidity vs. Solvency

Macroprudential Policy and Household Leverage: Evidence from Administrative Household-Level Data

CEPR Discussion Paper No. DP13503
Number of pages: 46 Posted: 04 Feb 2019
University of Mannheim, University of Illinois at Urbana-Champaign - Department of Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Erasmus University
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financial regulation, household finance, household leverage, Liquidity vs. Solvency, macroprudential policy, Residential Mortgages

7.

The Importance of Sovereign Reference Rates for Corporate Debt Issuance: Mind the Gap

Number of pages: 55 Posted: 24 Feb 2019
Sjoerd van Bekkum, Bruce D. Grundy and Patrick Verwijmeren
Erasmus University, University of Melbourne and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 17 (526,657)

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corporate debt issuance, sovereign debt, reference rates, gap filling

8.

Real Options and Institutions

Journal of International Business Studies, Vol. 48, Issue 5, 2017
Number of pages: 25 Posted: 24 Apr 2018
Enrico Pennings and Sjoerd van Bekkum
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University
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stock market valuation, institutional environment, institutional theory, valuation in a global world