Jeroen Derwall

Maastricht University - European Centre for Corporate Engagement

Assistant Professor

FEBA

Tongersestraat 53

Maastricht, Limburg 6200MD

Netherlands

http://www.corporate-engagement.com/

Maastricht University - Department of Finance

Assistant Professor of Finance

Maastricht, 6200 MD

Netherlands

http://www.fdewb.unimaas.nl/finance/?page=member&id=175

Utrecht University - School of Economics

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, +31 30 253 7373 3584 EC

Netherlands

  • Maastricht University - European Centre for Corporate Engagement

  • Maastricht University - Department of Finance

  • Utrecht University - School of Economics

SCHOLARLY PAPERS

18

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SSRN CITATIONS
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125

CROSSREF CITATIONS

194

Scholarly Papers (18)

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1.

The Economic Value of Corporate Eco-Efficiency

Number of pages: 34 Posted: 28 Feb 2005
Rob Bauer, Nadja Guenster, Jeroen Derwall and Kees C. G. Koedijk
Maastricht University, University of Muenster - Finance Center Muenster, Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 2,192 (8,198)
Citation 4

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Corporate Social Responsibility, Eco-Efficiency, Shareholder value, Firm Value, Firm Operating Performance, Management Policies, Capital Markets

2.

Socially Responsible Investing: The Eco-Efficiency Premium Puzzle

Number of pages: 33 Posted: 13 Feb 2004
Jeroen Derwall, Rob Bauer, Nadja Guenster and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 1,493 (15,204)
Citation 4

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Socially Responsible Investing, SRI, Corporate Environmental Performance, Eco-Efficiency, Performance Measurement, Style Analysis

3.

'Hot Hands' in Bond Funds

Downloads 1,125 ( 23,344)
Citation 16

'Hot Hands' in Bond Funds

ERIM Research Paper Series
Number of pages: 34 Posted: 26 Aug 2005
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Downloads 1,125 (22,953)
Citation 16

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bond mutual funds, performance persistence, active management

'Hot Hands' in Bond Funds

Journal of Banking and Finance, Vol. 32, pp. 559-572, 2008
Posted: 19 Apr 2007 Last Revised: 24 Apr 2008
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management

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bond mutual funds, performance persistence, active management

4.

Employee Relations and Credit Risk

Number of pages: 43 Posted: 07 Oct 2009
Rob Bauer, Jeroen Derwall and Daniel Hann
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Deutsche Asset & Wealth Management
Downloads 1,054 (25,667)
Citation 21

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nonfinancial stakeholders, employee relations, cost of debt, credit ratings, idiosyncratic risk

5.

REIT Momentum and the Performance of Real Estate Mutual Funds

Downloads 946 ( 29,973)

REIT Momentum and the Performance of Real Estate Mutual Funds

ERIM Report Series Reference
Number of pages: 34 Posted: 17 Jul 2008 Last Revised: 10 Jun 2009
Jeroen Derwall, Joop Huij, Dirk Brounen and Wessel Marquering
Maastricht University - European Centre for Corporate Engagement, Erasmus University - Rotterdam School of Management, Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 946 (29,521)
Citation 4

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momentum, performance, mutual funds, REITs

REIT Momentum and the Performance of Real Estate Mutual Funds

Financial Analysts Journal, Vol. 65, No. 5, 2009
Posted: 08 Oct 2009
Jeroen Derwall, Joop Huij, Dirk Brounen and Wessel Marquering
Maastricht University - European Centre for Corporate Engagement, Erasmus University - Rotterdam School of Management, Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Department of Financial Management

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Alternative Investments, Real Estate, Equity Investments, Fundamental Analysis and Valuation Models, Performance Measurement and Evaluation, Performance Attribution, Portfolio Management, Equity Strategies

6.

The Eco-Efficiency Premium Puzzle

Downloads 819 ( 36,603)
Citation 45

The Eco-Efficiency Premium Puzzle

Number of pages: 36 Posted: 26 Aug 2006
Jeroen Derwall, Rob Bauer, Nadja Guenster and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance
Downloads 819 (36,077)
Citation 45

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corporate environmental performance, eco-efficiency, performance measurement, socially responsible investing (SRI), style analysis

The Eco-Efficiency Premium Puzzle

Financial Analysts Journal, Vol. 61, No. 2, pp. 51-63, March/April 2005
Posted: 05 May 2005
Jeroen Derwall, Rob Bauer, Nadja Guenster and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance

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Portfolio Management, Equity Strategies, Performance Measurement and Evaluation, Performance Measurement, Corporate Governance

7.

Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management

Downloads 778 ( 39,273)
Citation 3

Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management

ERIM Report Series Reference
Number of pages: 42 Posted: 18 Aug 2009 Last Revised: 25 May 2010
Joop Huij and Jeroen Derwall
Erasmus University - Rotterdam School of Management and Maastricht University - European Centre for Corporate Engagement
Downloads 778 (38,711)
Citation 3

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global fund performance, portfolio concentration, active management

Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management

Journal of Banking and Finance, Vol. 35, 2011
Posted: 13 Feb 2011
Joop Huij and Jeroen Derwall
Erasmus University - Rotterdam School of Management and Maastricht University - European Centre for Corporate Engagement

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global fund performance, portfolio concentration, active management

8.

The Real-Time Predictability of the Size and Value Premium in Japan

Downloads 589 ( 56,805)
Citation 1

The Real-Time Predictability of the Size and Value Premium in Japan

Number of pages: 32 Posted: 09 Dec 2002
Rob Bauer, Jeroen Derwall and Roderick Molenaar
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management
Downloads 589 (56,157)
Citation 1

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size premium, value premium, style rotation, recursive modeling, model selection

The Real-Time Predictability of the Size and Value Premium in Japan

Posted: 25 Dec 2004
Rob Bauer, Jeroen Derwall and Roderick Molenaar
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management

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Size premium, value premium, recursive modeling, model selection, style switching, real time predictability

9.

Climate Change, Firm Performance, and Investor Surprises

Number of pages: 71 Posted: 30 Aug 2019 Last Revised: 18 Mar 2021
Nora M. C. Pankratz, Rob Bauer and Jeroen Derwall
University of California, Los Angeles (UCLA) - Luskin School of Public Affairs, Maastricht University and Maastricht University - European Centre for Corporate Engagement
Downloads 548 (62,189)
Citation 3

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Climate Change, Extreme Temperatures, Firm Performance, Analyst Forecast Accuracy, Investor Expectations

10.

The Short-Term Corporate Bond Anomaly

Number of pages: 39 Posted: 03 Mar 2008 Last Revised: 16 Aug 2009
Jeroen Derwall, Joop Huij and Gerben J. de Zwart
Maastricht University - European Centre for Corporate Engagement, Erasmus University - Rotterdam School of Management and APG Asset Management
Downloads 485 (72,331)
Citation 8

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asset pricing, corporate bond returns, factor models, mutual funds

11.

Socially Responsible Fixed-Income Funds

Downloads 484 ( 72,504)
Citation 18

Socially Responsible Fixed-Income Funds

Journal of Business Finance and Accounting, Vol. 36, pp. 210-229, 2009
Number of pages: 36 Posted: 26 Jan 2005 Last Revised: 16 Aug 2009
Jeroen Derwall and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 481 (72,336)
Citation 3

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Socially Responsible Investing, bonds, mutual funds, performance, SRI, ethical investing, sustainable investing

Socially Responsible Fixed-Income Funds

Journal of Business Finance & Accounting, Vol. 36, Issue 1-2, pp. 210-229, January/March 2009
Number of pages: 20 Posted: 27 Apr 2009
Jeroen Derwall and Kees C. G. Koedijk
Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 3 (789,611)
Citation 2
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12.

Stakeholder Relations and Stock Returns: On Errors in Expectations and Learning

UCD & CalPERS Sustainability & Finance Symposium 2013
Number of pages: 49 Posted: 23 Feb 2013 Last Revised: 19 Oct 2014
Arian Borgers, Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University, Maastricht University - European Centre for Corporate Engagement, Tilburg University - Department of Finance and TIAS School for Business and Society
Downloads 337 (110,426)
Citation 9

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Socially Responsible Investing, ESG, Stakeholders, Stock Return, Errors in Expectations, Learning

13.

Employee Well-Being, Firm Leverage, and Bankruptcy Risk

Journal of Banking and Finance, Forthcoming
Number of pages: 32 Posted: 27 Oct 2009
Patrick Verwijmeren and Jeroen Derwall
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Maastricht University - European Centre for Corporate Engagement
Downloads 290 (129,680)
Citation 13

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Employee well-being, Capital structure, Bankruptcy risk, Corporate social responsibility

14.

Insider Ownership, Governance Mechanisms, and Corporate Bond Pricing Around the World

Number of pages: 52 Posted: 24 Aug 2019
Rob Bauer, Jeroen Derwall and Nora M. C. Pankratz
Maastricht University, Maastricht University - European Centre for Corporate Engagement and University of California, Los Angeles (UCLA) - Luskin School of Public Affairs
Downloads 56 (446,108)

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Corporate Bonds, Insider Ownership, Tunnelling

15.

The Economic Value of Corporate Eco‐Efficiency

European Financial Management, Vol. 17, Issue 4, pp. 679-704, 2011
Number of pages: 26 Posted: 17 Aug 2011
Nadja Guenster, Rob Bauer, Jeroen Derwall and Kees C. G. Koedijk
University of Muenster - Finance Center Muenster, Maastricht University, Maastricht University - European Centre for Corporate Engagement and Tilburg University - Department of Finance
Downloads 5 (741,050)
Citation 17
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Corporate social responsibility, eco‐efficiency, shareholder value, firm value, firm operating performance, management policies, capital markets

16.

The Impact of Terrorist Attacks on International Stock Markets

European Financial Management, Vol. 16, No. 4, pp. 585-598, September 2010
Number of pages: 14 Posted: 24 Aug 2010
Dirk Brounen and Jeroen Derwall
Erasmus University Rotterdam (EUR) - Department of Financial Management and Maastricht University - European Centre for Corporate Engagement
Downloads 1 (777,810)
Citation 2
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17.

Do Social Factors Influence Investment Behavior and Performance? Evidence from Mutual Fund Holdings

Journal of Banking and Finance, Forthcoming
Posted: 12 Aug 2015
Arian Borgers, Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University, Maastricht University - European Centre for Corporate Engagement, Tilburg University - Department of Finance and TIAS School for Business and Society

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Mutual funds, Social Norms, Sin Stocks, Socially Responsible Investing, SRI, Ethical Investing, Sustainable Investing, Controversial Stocks, ESG

18.

A Tale of Values-Driven and Profit-Seeking Social Investors

Posted: 18 Jul 2010 Last Revised: 23 Jan 2015
Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University - European Centre for Corporate Engagement, Tilburg University - Department of Finance and TIAS School for Business and Society

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Investor Behavior, Values, Socially Responsible Investing (SRI), Risk, Return