Rik Frehen

Tilburg University - Department of Finance

Associate Professor

P.O. Box 90153

Tilburg, DC Noord-Brabant 5000 LE

Netherlands

SCHOLARLY PAPERS

8

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9,484

SSRN CITATIONS
Rank 16,587

SSRN RANKINGS

Top 16,587

in Total Papers Citations

19

CROSSREF CITATIONS

46

Scholarly Papers (8)

1.

Pension Fund Performance and Costs: Small is Beautiful

Number of pages: 46 Posted: 27 Feb 2007 Last Revised: 06 Nov 2012
Rob Bauer, Martijn Cremers and Rik Frehen
Maastricht University, University of Notre Dame and Tilburg University - Department of Finance
Downloads 3,567 (3,427)
Citation 40

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Pension Fund, Performance, Costs, Liquidity

2.
Downloads 2,863 ( 5,049)
Citation 9

New Evidence on the First Financial Bubble

Journal of Financial Economics, Volume 108, Issue 3, June 2013, Pages 585-607
Number of pages: 81 Posted: 01 Apr 2009 Last Revised: 10 Sep 2019
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 2,771 (5,210)
Citation 3

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New Evidence on the First Financial Bubble

NBER Working Paper No. w15332
Number of pages: 43 Posted: 15 Sep 2009 Last Revised: 17 Jan 2015
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 92 (332,191)

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3.

Estimating Security Betas Using Prior Information Based on Firm Fundamentals

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, WFA 2009 San Diego Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 13 Feb 2009 Last Revised: 25 Feb 2017
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Department of Finance and Maastricht University
Downloads 1,400 (16,069)
Citation 5

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asset pricing, portfolio construction, time-varying betas, shrinkage, panel data

4.

Salience Theory and Stock Prices: Empirical Evidence

Journal of Financial Economics, Forthcoming, 2017 SFS Cavalcade Paper
Number of pages: 70 Posted: 21 Dec 2016 Last Revised: 20 Apr 2020
Mathijs Cosemans and Rik Frehen
Erasmus University - Rotterdam School of Management and Tilburg University - Department of Finance
Downloads 919 (29,976)
Citation 12

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salience theory, probability weighting, asset pricing, return predictability

Credit Provision and Stock Trading: Evidence From the South Sea Bubble

Number of pages: 59 Posted: 28 Jun 2019 Last Revised: 05 Nov 2020
Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Finance and University of Manchester - Division of Accounting and Finance
Downloads 297 (121,537)

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Bubble, Credit Provision, Margin Loans, Investor Behavior

Does Credit Affect Stock Trading? Evidence from the South Sea Bubble

CEPR Discussion Paper No. DP14532
Number of pages: 54 Posted: 08 May 2020
Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Finance and University of Manchester - Division of Accounting and Finance
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Bubble, Credit Provision, Investor Behavior, Margin Loans

6.

Can Unpredictable Risk Exposure Be Priced?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 65 Posted: 14 Feb 2018 Last Revised: 20 Dec 2019
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Department of Finance
Downloads 221 (164,506)
Citation 2

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Risk Factors, Beta, Ambiguity Aversion, Risk Hedging

7.

Regret Aversion and Annuity Risk in Defined Contribution Pension Plans

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 34 Posted: 31 Jan 2008
APG Asset Management, University of Maastricht - Department of Economics, Tilburg University - Department of Finance and Maastricht University - Department of Finance
Downloads 175 (203,347)

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Lookback Option, Life Annuity, Annuity Risk, Defined Contribution, Stochastic Discount Factor

8.

Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

Number of pages: 50 Posted: 19 Dec 2019 Last Revised: 18 Feb 2020
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Downloads 42 (488,617)

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hedging uncertainty, ambiguity aversion, inflation risk