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Details about Rik G. P. Frehen

Workplace:Finance Department, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)
CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Rik G. P. Frehen.

Last updated 2021-03-08. Update your information in the RePEc Author Service.

Short-id: pfr182


Jump to Journal Articles Chapters

Working Papers

2020

  1. Does credit affect stock trading? Evidence from the South Sea Bubble
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2019

  1. Would Ambiguity Averse Investors Hedge Risk in Equity Markets?
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2016

  1. Estimating security betas using prior information based on firm fundamentals
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (9)
    See also Journal Article in Review of Financial Studies (2016)

2010

  1. Pension Fund Performance and Costs: Small is Beautiful
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)

2009

  1. Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  2. New Evidence on the First Financial Bubble
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    See also Journal Article in Journal of Financial Economics (2013)

Journal Articles

2021

  1. Can unpredictable risk exposure be priced?
    Journal of Financial Economics, 2021, 139, (2), 522-544 Downloads View citations (1)

2016

  1. Estimating Security Betas Using Prior Information Based on Firm Fundamentals
    Review of Financial Studies, 2016, 29, (4), 1072-1112 Downloads View citations (12)
    See also Working Paper (2016)

2013

  1. New evidence on the first financial bubble
    Journal of Financial Economics, 2013, 108, (3), 585-607 Downloads View citations (21)
    See also Working Paper (2009)

2008

  1. Regret aversion and annuity risk in defined contribution pension plans
    Insurance: Mathematics and Economics, 2008, 42, (3), 1050-1061 Downloads View citations (1)

Chapters

2014

  1. Dutch Securities for American Land Speculation in the Late Eighteenth Century
    A chapter in Housing and Mortgage Markets in Historical Perspective, 2014, pp 287-304 Downloads View citations (4)
 
Page updated 2021-04-10