VoxEU Column Asset pricing anomalies before modern theory Fabio Braggion Joost Driessen Lyndon Moore 18 Jul 2024 Financial Markets
Discussion paper DP18850 The cross-section of stock returns around the world in the early twentieth century Fabio Braggion Joost Driessen Lyndon Moore 19 Feb 2024 Economic History Asset Pricing G12
Discussion paper DP18196 Anomalies at any time in any place? Momentum, reversal and size around the world in the early twentieth century Fabio Braggion Joost Driessen Lyndon Moore 6 Jun 2023 Economic History Asset Pricing G10 G12 N20
Discussion paper DP8710 Pricing Liquidity Risk with Heterogeneous Investment Horizons Alessandro Beber Joost Driessen Patrick Tuijp 1 Dec 2011 Financial Economics G11 G12
Discussion paper DP4180 Confidence Building on Euro Conversion: Theory and Evidence from Currency Options Enrico Perotti Joost Driessen 23 Jan 2004 Financial Economics International Macroeconomics C22 F21 F34 G13 G38