1
TITLE: Persistent and transitory components of firm characteristics: Implications for asset pricing
AUTHORS: Fahiz Baba-Yara; Martijn Boons; Andrea Tamoni;
PUBLISHED: 2024, SOURCE: Journal of Financial Economics, VOLUME: 154
INDEXED IN: CrossRef: 2
IN MY: ORCID
2
TITLE: Dynamic asset (mis)pricing: Build-up versus resolution anomalies
AUTHORS: van Binsbergen, Jules H.; Boons, Martijn; Opp, Christian C.; Tamoni, Andrea;
PUBLISHED: 2023, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 147, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 18
IN MY: ORCID
3
TITLE: Do Credit Markets Respond to Macroeconomic Shocks? The Case for Reverse Causality
AUTHORS: MARTIJN BOONS; GIORGIO OTTONELLO; ROSSEN VALKANOV;
PUBLISHED: 2023, SOURCE: The Journal of Finance, VOLUME: 78, ISSUE: 5
INDEXED IN: CrossRef: 5
IN MY: ORCID
4
TITLE: Time-varying state variable risk premia in the ICAPM
AUTHORS: Barroso, P; Boons, M; Karehnke, P;
PUBLISHED: 2021, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 139, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 22
IN MY: ORCID
5
TITLE: Value Return Predictability across Asset Classes and Commonalities in Risk Premia
AUTHORS: Yara, FB; Boons, M; Tamoni, A;
PUBLISHED: 2021, SOURCE: REVIEW OF FINANCE, VOLUME: 25, ISSUE: 2
INDEXED IN: WOS CrossRef: 17
IN MY: ORCID
6
TITLE: Time-varying inflation risk and stock returns
AUTHORS: Boons, M; Duarte, F; de Roon, F; Szymanowska, M;
PUBLISHED: 2020, SOURCE: JOURNAL OF FINANCIAL ECONOMICS, VOLUME: 136, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 57
IN MY: ORCID
7
TITLE: Basis‐Momentum
AUTHORS: MARTIJN BOONS; MELISSA PORRAS PRADO;
PUBLISHED: 2018, SOURCE: The Journal of Finance, VOLUME: 74, ISSUE: 1
INDEXED IN: CrossRef: 98
IN MY: ORCID