Rik Frehen is an associate professor at Tilburg University. He specializes in empirical asset pricing and financial history. His work in empirical asset pricing studies the relation between beta estimation and cross-sectional asset pricing tests. In his historically-oriented work, he tries to understand the dynamics of the South Sea Bubble by studying the trading behavior of individual investors. In additional work, he identifies mispricing as a result of salience-induced investor biases and gauges the consequences of informed trading for outsiders. His work has been published in the Review of Financial Studies and Journal of Financial Economics.
VoxEU Column
Credit and trading behaviour: New evidence from the South Sea Bubble
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- Economic history 
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- Monetary Policy