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Martijn Boons
Observed names:
Boons, Martijn,
MARTIJN BOONS
Institutions:
University of Iowa,
Tilburg University,
NOVA School of Business and Economics
Observed institutions:
University of Iowa,
Tilburg University,
Nova Southeastern University,
Aarhus University,
University of California San Diego,
Network for Studies on Pensions, Aging and Retirement,
NOVA School of Business and Economics,
Universidade Nova de Lisboa
show all 8
ORCID:
0000-0001-5210-992X
Observed ORCID:
0000-0001-5210-992X
OpenAlex ID:
A5039120096
Basis‐Momentum
2018
·
MARTIJN BOONS
, MELISSA PORRAS PRADO
·
The Journal of Finance
·
139
Time-varying inflation risk and stock returns
2019
·
Martijn Boons
, Fernando Duarte
, et al.
·
Journal of Financial Economics
·
120
PDF
State variables, macroeconomic activity, and the cross section of individual stocks
2016
·
Martijn Boons
·
Journal of Financial Economics
·
102
Dynamic asset (mis)pricing: Build-up versus resolution anomalies
2022
·
Jules H. van Binsbergen
, Martijn Boons
, et al.
·
Journal of Financial Economics
·
46
Value Return Predictability across Asset Classes and Commonalities in Risk Premia
2018
·
Fahiz Baba Yara
, Martijn Boons
, et al.
·
European Finance Review
·
42
Time-varying state variable risk premia in the ICAPM
2020
·
Pedro Barroso
, Martijn Boons
, et al.
·
Journal of Financial Economics
·
41
The Price of Commodity Risk in Stock and Futures Markets
2011
·
Martijn Boons
, Frans A. de Roon
, et al.
·
SSRN Electronic Journal
·
39
New and Old Sorts: Implications for Asset Pricing
2020
·
Fahiz Baba-Yara
, Martijn Boons
, et al.
·
Journal of Financial Economics
·
32
Horizon-Specific Macroeconomic Risks and the Cross-Section of Expected Returns
2014
·
Martijn Boons
, Andrea Tamoni
·
SSRN Electronic Journal
·
21
Do Credit Markets Respond to Macroeconomic Shocks? The Case for Reverse Causality
2020
·
MARTIJN BOONS
, GIORGIO OTTONELLO
, et al.
·
The Journal of Finance
·
14
PDF
Time-varying inflation risk and the cross section of stock returns
2013
·
Martijn Boons
, Fernando Duarte
, et al.
·
RePEc: Research Papers in Economics
·
3
What drives the volatility of professional stock return forecasts? Causal evidence from macro shocks
2026
·
Martijn Boons
, Giorgio Ottonello
, et al.
·
Journal of Econometrics
·
2
Macroeconomic Announcements and the News That Matters Most to Investors
2022
·
Samia Badidi
, Martijn Boons
, et al.
·
Management Science
·
2
Time-Varying State Variable Risk Premia in an ICAPM
2017
·
Pedro Barroso
, Martijn Boons
, et al.
·
SSRN Electronic Journal
·
2
A Tale of Bad Days: Flow-Performance Sensitivity and Portfolio Manager Skill
2024
·
Samia Badidi
, Martijn Boons
, et al.
·
SSRN Electronic Journal
·
1
State Variables, Macroeconomic Activity and the Cross-Section of Indivdual Stocks
2014
·
Martijn Boons
·
SSRN Electronic Journal
·
1
The Stock Market Price of Inflation Risk and Its Variation over Time
2012
·
Martijn Boons
, Frans A. de Roon
, et al.
·
SSRN Electronic Journal
·
1
The Response of Equity Yields to a Long-Run Shock
2026
·
Martijn Boons
, Anthony M. Diercks
, et al.
·
Finance and Economics Discussion Series
PDF
The Multifactor Risk-Return Tradeoff
2025
·
Fahiz Baba Yara
, Martijn Boons
, et al.
·
SSRN Electronic Journal
A Tale of Bad Days: Investor Preferences and Fund Manager Skill
2024
·
Samia Badidi
, Martijn Boons
, et al.
·
SSRN Electronic Journal
Time-Varying Inflation Risk and Stock Returns
2016
·
Frans de Roon
, Fernando Duarte
, et al.
·
RePEc: Research Papers in Economics
Sorting out commodity and macroeconomic risk in expected stock returns
2014
·
Martijn Boons
·
RePEc: Research Papers in Economics
The stock market price of commodity, inflation and state variable risk
2009
·
F.A. de Roon
, Martijn Boons
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Works count:
26
Citation count:
608
H-index:
10
I10-index:
10
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