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Finance Group

About the Finance Group

The Finance Group at the University of Amsterdam is one of the top research-oriented finance departments in Europe. It has a large group of academics researching in finance and it is fiercely international, with researchers from 12 countries.

News

Alessandro Beber and Enrique Schroth win awards at EFA 2009

Alessandro Beber and Enrique Schroth have both impressed fellow academics at the EFA annual meeting 2009

Two papers by Stefan Arping accepted for publication

The papers "Public Initiatives to Support Entrepreneurs: Credit Guarantees versus Co-Funding" and "Strategic versus Financial Investors: The Role of Strategic Objectives in Financial Contracting" will be published in the Journal of Financial Stability and Oxford Economic Papers respectively.

Paper Daniela Fabbri to be published in JFE

The paper by Daniela Fabbri "Trade credit, collateral liquidation and borrowing constraints" has been accepted for publication at the Journal of Financial Economics.

Papers Enrique Schroth accepted for publication

The paper "Quantifying Private Benefits of Control from a Structural Model of Block Trades" has been accepted at the Journal of Financial Economics. The paper "Cash Breeds Success: The Role of Financing Constraints on Patent Races" will be published in the Review of Finance.

Fifth Annual Asset Pricing Retreat

The Finance Group organizes the 2009 Annual Conference on Asset Pricing on the 29th of June, 2009.

Monday, 29 June 2009

Second Real Estate Workshop

The Second Real Estate Workshop will take place on March 23rd, 2009

Monday, 23 March 2009

Visiting Scholar Program 2009

A number of overseas scholars will visit the ABS in March and June

Ludovic Phalippou appointed board member FAJ

Ludovic Phalippou has recently been appointed as editorial board member of the Financial Analysts Journal.

Conference on Legal Innovation in Finance, Amsterdam 16 & 17 October 2008

Organised by the Duisenberg School of Finance - University of Amsterdam - Oxford University the conference will take place on 16 & 17 October at the Rode Hoed, Keizersgracht 102 Amsterdam

Thursday, 16 October, 9:00 - Friday, 17 October 2008, 13:00 hrs.

RICAFE2 Third Conference Regional Comparative Advantage and Knowledge-Based Entrepreneurship

The RICAFE2 Third Conference will be held on 9 & 10 October 2008 at the University of Amsterdam Business School. The conference will focus on the financing of knowledge-based entrepreneurial firms, on the influence of venture capital on firms’ ability to translate technological advances into successful products, and on the contribution of knowledge-based entrepreneurship to regional dynamics

Paper by Enrico Perotti and Bruno Biais to be published in RJE

The paper "Entrepreneurs and new ideas" by Enrico Perotti and Bruno Biais was recently accepted for publication at the RAND Journal of Economics.

Papers by Alessandro Beber and Daniela Fabbri accepted at RF and JEEE

The paper "Resolving Macroeconomic Uncertainty in Stock and Bond Markets" by Alessandro Beber (joint with Michael W. Brandt) was recently accepted for publication at the Review of Finance and the paper "Law Enforcement and Firm Financing: Theory and Evidence" by Daniela Fabbri was recently accepted for publication at the Journal of the European Economic Association.

Papers by Joost Driessen accepted at JF and JFQA

The paper "The Price of Correlation Risk: Evidence from Equity Options" by Joost Driessen (with Pascal Maenhout and Greg Vilkov) was recently accepted for publication at the Journal of Finance, and the paper "Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry" by Joost Driessen (with Martijn Cremers, Pascal Maenhout and David Weinbaum) has been accepted by the Journal of Financial Quantitative Analysis.

4th Annual Asset Pricing Retreat

Amsterdam, Monday June 16, 2008

INVITED SPEAKERS:
Hanno Lustig (UCLA) and Pedro Santa-Clara (UCLA and UNL)

The objective of the meeting is to bring together a group of academic researchers in a stimulating and pleasant atmosphere. We hope to generate convivial interaction between academic researchers on all continents who share an interest in (empirical) asset pricing. The plan is to have 8 presentations followed by a discussion. In addition, there will be a social program, including dinner on Monday evening and a boat trip.

Finance Group Nr. 2 Outside US

The Finance Group of the University of Amsterdam was ranked Nr. 2 (after LBS) outside the US, and Nr. 23 Worldwide in a new Finance ranking. The ranking looks at the 300 most cited articles published in the area of Finance during the period 2000-2006. The ranking can be seen in Table 9 of the article below.

SSRN Ranking: Amsterdam Number 1 Outside the US

The Business School of the University of Amsterdam was recently ranked by SSRN the top business school outside the US in terms of number of research papers downloaded per author. The overwhelming majority of those downloads concern research papers provided by the finance group.

Call for papers for a Symposium on Real Estate Risk Management

Amsterdam - Cambridge - UNC Charlotte Symposium on Real Estate Risk Management

The Organizers:
Richard Buttimer (University of North Carolina at Charlotte)
Erasmo Giambona (University of Amsterdam)
Kanak Patel (University of Cambridge)
Date: June 13-15, 2008
Venue: Amsterdam, Netherlands

Call for papers for a Workshop on Comparative Governance Systems

Organizers:
Franklin Allen (Wharton, University of Pennsylvania)
Stijn Claessens (IMF Research Department, University of Amsterdam)
Enrico Perotti (University of Amsterdam, CIFRA)
Date: April 3-5, 2008
Location: Erice, Sicily, Italy

Paper by Arnoud Boot accepted at the JF

The paper "Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms Go Private?" by Arnoud Boot (with R. Gopalan and A.V. Thakor) was recently accepted for publication at the Journal of Finance.

Paper by Lev Ratnovski accepted at the JFI

The paper "Liquidity Regulation and Solvency Information" by Lev Ratnovski was recently accepted for publication at the Journal of Financial Intermediation.

Private Equity Paper by Ludovic Phalippou accepted at the Review of Financial Studies

The paper “Performance of Private equity Funds” by Ludovic Phalippou from the Finance Group (joint with Oliver Gottschalg) has recently been accepted for publication at the Review of Financial Studies. Using a dataset of 1328 mature private equity funds, they find that performance estimates found in previous research and used as industry benchmark are overstated.

Paper by Paul Sengmueller accepted at the JF

The paper "Correlated trading and returns" by Paul Sengmueller (joint with D. Dorn and G. Huberman) was recently accepted for publication at the Journal of Finance.

Another Paper by PhD Student of the Finance Group accepted at the JFE

The paper "The Real Effect of Bank Branching Deregulation: Comparing contiguous counties across U.S. state borders" by our Finance PhD student Rocco Huang has recently been accepted at the Journal of Financial Economics.

Enrico Perotti elected as council member EEA

Enrico Perotti was elected council member of the European Economic Associaition. For more information on the EEA, please check: http://www.eeassoc.org/

Paper by Joost Driessen accepted at the RFS and paper by Stijn Claessens and Erik Feijen accepted at the JFE

The paper "Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model" by Joost Driessen (joint with M. Cremers and P. Maenhout) was recently accepted for publication at the Review of Financial Studies. We also congratulate Stijn Claessens and Erik Feijen. Their paper "Political Connections and Preferential Access to Finance: The Role of Campaign Contributions" was accepted at the Journal of Financial Economics.

Paper by Ines Chaieb accepted at the JFE

The paper "International Asset Pricing Under Segmentation and PPP Deviations" by Ines Chaieb (joint with V.R. Errunza) was recently accepted for publication at the Journal of Financial Economics. Ines joined the Finance Group in September 2006.

SSRN Ranking: Amsterdam Number 1 Outside the US

The Business School of the University of Amsterdam was recently ranked by SSRN the top business school outside the US in terms of number of research papers downloaded per author. The overwhelming majority of those downloads concern research papers provided by the finance group.

Amsterdam Center for Finance and Insurance

Tinbergen Institute