Salience theory and stock prices: Empirical evidence M Cosemans, R Frehen Journal of Financial Economics 140 (2), 460-483, 2021 | 156 | 2021 |
New evidence on the first financial bubble RGP Frehen, WN Goetzmann, KG Rouwenhorst Journal of Financial Economics 108 (3), 585-607, 2013 | 151 | 2013 |
Pension fund performance and costs: Small is beautiful R Bauer, M Cremers, R Frehen Rik, Pension Fund Performance and Costs: Small is Beautiful (April 30, 2010), 2010 | 104 | 2010 |
Estimating security betas using prior information based on firm fundamentals M Cosemans, R Frehen, PC Schotman, R Bauer The Review of Financial Studies 29 (4), 1072-1112, 2016 | 92 | 2016 |
The performance of US pension funds R Bauer, R Frehen, R Otten, H Lum Se puede descargar en http://ssrn. com/abstract 965388, 2007 | 57 | 2007 |
The performance of US pension funds: New insights into the agency costs debate R Bauer, R Frehen, H Lum, R Otten Business Information Centre, Rotman School of Management, 2007 | 22 | 2007 |
Effcient estimation of firm-specific betas and its benefits for asset pricing tests and portfolio choice M Cosemans, R Frehen, P Schotman, R Bauer | 19 | 2009 |
Can unpredictable risk exposure be priced? R Barahona, J Driessen, R Frehen Journal of Financial Economics 139 (2), 522-544, 2021 | 17 | 2021 |
Dutch securities for American land speculation in the late eighteenth century R Frehen, WN Goetzmann, KG Rouwenhorst Housing and mortgage markets in historical perspective, 287-304, 2014 | 14 | 2014 |
Regret aversion and annuity risk in defined contribution pension plans RGP Frehen, RPMM Hoevenaars, FC Palm, PC Schotman Insurance: Mathematics and Economics 42 (3), 1050-1061, 2008 | 10 | 2008 |
Finance in the great mirror of folly RGP Frehen, W Goetzmann, KG Rouwenhorst The Great Mirror of Folly: Finance, Culture, and the Crash of 1720, 63-87, 2013 | 8 | 2013 |
Does Credit Affect Stock Trading?: Evidence from the South Sea Bubble F Braggion, R Frehen, E Jerphanion Centre for Economic Policy Research, 2020 | 6 | 2020 |
Financial Innovation in Late-Eighteenth Century Netherlands: The Case of American Land Securities R Frehen, KG Rouwenhorst, WNG Yale Draft, 2012 | 4 | 2012 |
A Bayesian panel data approach to explaining market beta dynamics R Bauer, M Cosemans, R Frehen, P Schotman | 4 | 2008 |
Credit provision and stock trading: evidence from the South Sea Bubble F Braggion, R Frehen, E Jerphanion Journal of Financial and Quantitative Analysis, 1-31, 2023 | 3 | 2023 |
Macroeconomic Announcements and the News that Matters Most to Investors S Badidi, M Boons, R Frehen Available at SSRN 4262275, 2022 | 2 | 2022 |
South Seas Bubble 1720 Project R Frehen, WN Goetzmann, KG Rouwenhorst database). Yale University School of Management, International Center for …, 2013 | 2 | 2013 |
Forthcoming.“Dutch Securities for American Land Speculation in the Late-Eighteenth Century.” R Frehen, KG Rouwenhorst, WN Goetzmann Housing and Mortgage Markets in Historical Perspective, 0 | 2 | |
Credit Provision and Stock Trading: Evidence from the South Sea Bubble E Jerphanion, F Braggion, R Frehen | | 2023 |
How harmful is insider trading for outsiders? Evidence from the eighteenth century M Cosemans, R Frehen Evidence from the Eighteenth Century (January 5, 2022). AFA, 2022 | | 2022 |