Sjoerd van Bekkum

Erasmus University

P.O. Box 1738

Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

10

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7,147

SSRN CITATIONS
Rank 13,167

SSRN RANKINGS

Top 13,167

in Total Papers Citations

99

CROSSREF CITATIONS

8

Scholarly Papers (10)

1.

Unknown Unknowns: Uncertainty About Risk and Stock Returns

Journal of Financial and Quantitative Analysis, 53(4), p.1615-1651, 2018. , Journal of Financial and Quantitative Analysis, 53(4), p.1615-1651, 2018.
Number of pages: 76 Posted: 20 Mar 2012 Last Revised: 29 Nov 2021
Guido Baltussen, Sjoerd van Bekkum and Bart van der Grient
Erasmus University Rotterdam (EUR), Erasmus University and Robeco Quantitative Investments
Downloads 2,891 (7,895)
Citation 24

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asset pricing, stock returns, uncertainty

2.

Buy-to-Live vs. Buy-to-Let: The Impact of Real Estate Investors on Housing Costs and Neighborhoods

Number of pages: 47 Posted: 25 Jun 2023
Marc Francke, Lianne Hans, Matthijs Korevaar and Sjoerd van Bekkum
University of Amsterdam - Faculty of Economics and Business (FEB), Kadaster, Erasmus School of Economics and Erasmus University
Downloads 1,971 (14,722)

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investors, house prices, rents, neighborhoods, gentrification

3.

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 656 (70,423)
Citation 9

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Executive Compensation, Risk Management, Inside debt, Financial Institutions

4.

Indexing and Stock Market Serial Dependence Around the World

Journal of Financial Economics (JFE), 132(1), p. 26-48, 2019.
Number of pages: 49 Posted: 30 May 2016 Last Revised: 29 Nov 2021
Guido Baltussen, Sjoerd van Bekkum and Zhi Da
Erasmus University Rotterdam (EUR), Erasmus University and University of Notre Dame - Mendoza College of Business
Downloads 555 (86,777)
Citation 12

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Return autocorrelation, Stock market indexing, Arbitrage

Take It to the Limit? The Effects of Household Leverage Caps

Number of pages: 47 Posted: 09 Dec 2018 Last Revised: 16 May 2023
Erasmus University, Erasmus University, University of Illinois at Urbana-Champaign - Department of Finance and Imperial College London
Downloads 393 (129,851)
Citation 1

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Macroprudential Policy; Residential Mortgage; Household Leverage; Loan-to-Value Ratio; Solvency-Liquidity Trade-Off; Consumption Smoothing; Financial Exclusion

Take it to the Limit? The Effects of Household Leverage Caps

CEPR Discussion Paper No. DP13503
Number of pages: 51 Posted: 04 Feb 2019 Last Revised: 29 Jun 2020
Erasmus University, University of Illinois at Urbana-Champaign - Department of Finance, Imperial College London and Erasmus University
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household leverage, Loan-to-value Ratio, macroprudential policy, Residential Mortgages, Solvency vs. Liquidity Tradeoff

6.

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, Erasmus University and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 238 (221,377)
Citation 16

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

7.

Complementarity of Sovereign and Corporate Debt Issuance: Mind the Gap

Number of pages: 40 Posted: 24 Feb 2019 Last Revised: 23 May 2022
Bruce D. Grundy, Sjoerd van Bekkum and Patrick Verwijmeren
RSFAS Australian National University, Erasmus University and Erasmus University Rotterdam (EUR)
Downloads 198 (262,963)

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Corporate bond issuance, Sovereign bond issuance, Bond maturity, Sovereign benchmark, Reference rates, Gap Filling

8.

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) and Oslo Business School
Downloads 130 (373,855)

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Executive compensation, executive compensation trends, board interlocks

9.

Easy Screening: Inattention and Household Financial Distress

Number of pages: 52 Posted: 31 May 2022 Last Revised: 21 Oct 2022
Sjoerd van Bekkum and Haikun Zhu
Erasmus University and China Europe International Business School (CEIBS)
Downloads 115 (409,542)

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Household finance, behavioral finance, inattention, financial distress

10.

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