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Martijn Boons
Martijn Boons
Verified email at tilburguniversity.edu - Homepage
Title
Cited by
Cited by
Year
Basis‐momentum
M Boons, MP Prado
The Journal of Finance 74 (1), 239-279, 2019
207*2019
State Variables, Macroeconomic Activity and the Cross-Section of Individual Stocks
M Boons
Journal of Financial Economics (forthcoming), 2015
1072015
Time-varying inflation risk and stock returns
M Boons, F Duarte, F De Roon, M Szymanowska
Journal of Financial Economics 136 (2), 444-470, 2020
91*2020
The price of commodity risk in stock and futures markets
M Boons, F De Roon, M Szymanowska
Afa 2012 Chicago meetings paper, 2014
63*2014
Value Timing: Risk and Return Across Asset Classes
FB Yara, M Boons, A Tamoni
Available at SSRN 3054017, 2018
44*2018
Dynamic asset (mis) pricing: Build-up versus resolution anomalies
JH Van Binsbergen, M Boons, CC Opp, A Tamoni
Journal of Financial Economics 147 (2), 406-431, 2023
332023
Horizon-specific macroeconomic risks and the cross-section of expected returns
M Boons, A Tamoni
SSRN, 2017
332017
Time-varying state variable risk premia in the ICAPM
P Barroso, M Boons, P Karehnke
Journal of Financial Economics 139 (2), 428-451, 2021
27*2021
Persistent and transitory components of characteristics: Implications for asset pricing
F Baba Yara, M Boons, A Tamoni
Martijn and Tamoni, Andrea, Persistent and Transitory Components of …, 2020
192020
Do credit markets respond to macroeconomic shocks? The case for reverse causality
M Boons, G Ottonello, R Valkanov
The Journal of Finance 78 (5), 2901-2943, 2023
62023
New and old sorts: Implications for asset pricing
B Yara, M Boons, A Tamoni
Martijn and Tamoni, Andrea, New and Old Sorts: Implications for Asset …, 2020
62020
Basis-momentum in the futures curve and volatility risk
M Boons, MP Prado
Available at SSRN 2587784, 2015
42015
Excess Volatility in Professional Stock Return Forecasts
M Boons, G Ottonello, RI Valkanov
Available at SSRN 4537181, 2023
22023
Macroeconomic Announcements and the News that Matters Most to Investors
S Badidi, M Boons, R Frehen
Available at SSRN 4262275, 2022
22022
Dynamic Asset (Mis) Pricing: Build-up vs. Resolution Anomalies
M Boons, J van Binsbergen, C Opp, A Tamoni
Available at SSRN, 2021
22021
Persistent and transitory components of firm characteristics: Implications for asset pricing
F Baba-Yara, M Boons, A Tamoni
Journal of Financial Economics 154, 103808, 2024
12024
When do Investors Care About Fund Performance?
S Badidi, M Boons, R Zambrana
Available at SSRN 4767844, 2024
2024
The Response of Equity Yields to a Long-Run Shock
M Boons, AM Diercks, P Sinagl, A Tamoni
Available at SSRN 4432167, 2024
2024
Sorting out commodity and macroeconomic risk in expected stock returns
MF Boons
2014
Online Appendix to “Time-varying state variable risk premia in the ICAPM”
P Barroso, M Boons, P Karehnke
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Articles 1–20