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K. J. Martijn Cremers
K. J. Martijn Cremers
Professor of Finance, University of Notre Dame
Verified email at nd.edu - Homepage
Title
Cited by
Cited by
Year
How active is your fund manager? A new measure that predicts performance
KJM Cremers, A Petajisto
Review of Financial Studies 22 (9), 3329-3365, 2009
19942009
Governance mechanisms and equity prices
KJ Cremers, VB Nair
The Journal of Finance 60 (6), 2859-2894, 2005
18242005
The CEO pay slice
LA Bebchuk, KJ Cremers, UC Peyer
Journal of Financial Economics 102 (1), 199-221, 2011
10712011
TheCEO Pay Slice
LA Bebchuk, M Cremers, U Peyer
977*
Deviations from put-call parity and stock return predictability
M Cremers, D Weinbaum
Journal of Financial and Quantitative Analysis 45 (2), 335-367, 2010
6182010
Governance mechanisms and bond prices
KJM Cremers, VB Nair, C Wei
Review of Financial Studies 20 (5), 1359-1388, 2007
468*2007
Indexing and active fund management: International evidence
M Cremers, MA Ferreira, P Matos, L Starks
Journal of Financial Economics 120 (3), 539-560, 2016
396*2016
Tiebreaker: Certification and multiple credit ratings
D Bongaerts, KJ Cremers, WN Goetzmann
The Journal of Finance 67 (1), 113-152, 2012
3962012
Stock return predictability: A Bayesian model selection perspective
KJM Cremers
Review of Financial Studies 15 (4), 1223-1249, 2002
3712002
Takeovers and the cross-section of returns
KJM Cremers, VB Nair, K John
Review of Financial Studies 22 (4), 1409-1445, 2009
3612009
Should benchmark indices have alpha? Revisiting performance evaluation
M Cremers, A Petajisto, E Zitzewitz
3592010
Individual stock-option prices and credit spreads
M Cremers, J Driessen, P Maenhout, D Weinbaum
Journal of Banking & Finance 32 (12), 2706-2715, 2008
3442008
Thirty years of shareholder rights and firm value
M Cremers, A Ferrell
The Journal of Finance 69 (3), 1167-1196, 2014
292*2014
Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model
KJM Cremers, J Driessen, P Maenhout
Review of Financial Studies 21 (5), 2209-2242, 2008
2702008
Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns
M Cremers, M Halling, D Weinbaum
The Journal of Finance 70 (2), 577-614, 2015
2602015
Does the market for CEO talent explain controversial CEO pay practices?
KJM Cremers, Y Grinstein
Review of Finance 18 (3), 921-960, 2014
218*2014
Staggered boards and firm value, revisited
KJM Cremers, LP Litov, SM Sepe
Unpublished working paper. University of Notre Dame, Notre Dame, IN. http …, 2014
211*2014
Staggered boards and long-term firm value, revisited
KJM Cremers, LP Litov, SM Sepe
Journal of Financial Economics, 2017
1902017
Online Appendix Tables of'Staggered Boards and Long-Term Firm Value, Revisited'
M Cremers, LP Litov, SM Sepe
190*2016
Takeover defenses and competition: the role of stakeholders
KJ Cremers, VB Nair, U Peyer
Journal of Empirical Legal Studies 5 (4), 791-818, 2008
170*2008
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