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Rik Frehen
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Year
Salience theory and stock prices: Empirical evidence
M Cosemans, R Frehen
Journal of Financial Economics 140 (2), 460-483, 2021
1622021
New evidence on the first financial bubble
RGP Frehen, WN Goetzmann, KG Rouwenhorst
Journal of Financial Economics 108 (3), 585-607, 2013
1522013
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
1042010
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
922016
The performance of US pension funds
R Bauer, R Frehen, R Otten, H Lum
Se puede descargar en http://ssrn. com/abstract 965388, 2007
572007
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
222007
Can unpredictable risk exposure be priced?
R Barahona, J Driessen, R Frehen
Journal of Financial Economics 139 (2), 522-544, 2021
192021
Effcient estimation of firm-specific betas and its benefits for asset pricing tests and portfolio choice
M Cosemans, R Frehen, P Schotman, R Bauer
192009
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
142014
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
102008
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
82013
Does Credit Affect Stock Trading?: Evidence from the South Sea Bubble
F Braggion, R Frehen, E Jerphanion
Centre for Economic Policy Research, 2020
62020
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
42023
Financial Innovation in Late-Eighteenth Century Netherlands: The Case of American Land Securities
R Frehen, KG Rouwenhorst, WNG Yale
Draft, 2012
42012
A Bayesian panel data approach to explaining market beta dynamics
R Bauer, M Cosemans, R Frehen, P Schotman
42008
Macroeconomic Announcements and the News that Matters Most to Investors
S Badidi, M Boons, R Frehen
Available at SSRN 4262275, 2022
22022
South Seas Bubble 1720 Project
R Frehen, WN Goetzmann, KG Rouwenhorst
database). Yale University School of Management, International Center for …, 2013
22013
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
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Articles 1–20