Details about Rik G. P. Frehen

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

Last updated 2021-06-14. Update your information in the RePEc Author Service.

Short-id: pfr182

Working Papers

2020

1. Credit Provision and Stock Trading: Evidence from the South Sea Bubble
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2019

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

2016

3. Estimating security betas using prior information based on firm fundamentals
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (22)
   See also Journal Article Estimating Security Betas Using Prior Information Based on Firm Fundamentals, The Review of Financial Studies, Society for Financial Studies (2016) View citations (25) (2016)

2010

4. Pension Fund Performance and Costs: Small is Beautiful
   MPRA Paper, University Library of Munich, Germany View citations (30)

2009

5. Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice
   MPRA Paper, University Library of Munich, Germany View citations (5)
6. New Evidence on the First Financial Bubble
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
   See also Journal Article New evidence on the first financial bubble, Journal of Financial Economics, Elsevier (2013) View citations (42) (2013)

Journal Articles

2021

1. Can unpredictable risk exposure be priced?
   Journal of Financial Economics, 2021, 139, (2), 522-544 View citations (7)
2. Salience theory and stock prices: Empirical evidence
   Journal of Financial Economics, 2021, 140, (2), 460-483 View citations (46)

2016

3. Estimating Security Betas Using Prior Information Based on Firm Fundamentals
   The Review of Financial Studies, 2016, 29, (4), 1072-1112 View citations (25)
   See also Working Paper Estimating security betas using prior information based on firm fundamentals, Other publications TiSEM (2016) View citations (22) (2016)

2013

4. New evidence on the first financial bubble
   Journal of Financial Economics, 2013, 108, (3), 585-607 View citations (42)
   See also Working Paper New Evidence on the First Financial Bubble, NBER Working Papers (2009) View citations (26) (2009)

2008

5. Regret aversion and annuity risk in defined contribution pension plans
   Insurance: Mathematics and Economics, 2008, 42, (3), 1050-1061 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 View citations (5)