Sjoerd van Bekkum

Erasmus University

P.O. Box 1738

Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 23,335

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27

CROSSREF CITATIONS

10

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 2,642 (5,103)
Citation 20

Abstract:

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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 597 (48,832)
Citation 4

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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 407 (78,489)
Citation 8

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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 181 (181,728)
Citation 7

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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 111 (268,605)

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Executive compensation, executive compensation trends, board interlocks

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

Number of pages: 48 Posted: 09 Dec 2018 Last Revised: 11 Dec 2019
Erasmus University, University of Mannheim, University of Illinois at Urbana-Champaign - Department of Finance and Imperial College London
Downloads 102 (286,772)

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Macroprudential Policy; Residential Mortgages; Solvency vs. Liquidity Tradeoff; Household Leverage; Loan-to-Value Ratio

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
University of Mannheim, 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

7.

The Importance of Sovereign Bond Benchmarks for Corporate Debt Issuance: Mind the Gap

Number of pages: 51 Posted: 24 Feb 2019 Last Revised: 08 Jul 2020
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 68 (363,598)

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Corporate bond issuance, Sovereign bond issuance, Bond maturity, Sovereign benchmark, 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