Basis‐momentum M Boons, MP Prado The Journal of Finance 74 (1), 239-279, 2019 | 211* | 2019 |
State Variables, Macroeconomic Activity and the Cross-Section of Individual Stocks M Boons Journal of Financial Economics (forthcoming), 2015 | 107 | 2015 |
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 | 93* | 2020 |
The price of commodity risk in stock and futures markets M Boons, F De Roon, M Szymanowska Afa 2012 Chicago meetings paper, 2014 | 64* | 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 | 34 | 2023 |
Horizon-specific macroeconomic risks and the cross-section of expected returns M Boons, A Tamoni SSRN, 2017 | 33 | 2017 |
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 | 19 | 2020 |
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 | 6 | 2023 |
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 | 6 | 2020 |
Basis-momentum in the futures curve and volatility risk M Boons, MP Prado Available at SSRN 2587784, 2015 | 4 | 2015 |
Excess Volatility in Professional Stock Return Forecasts M Boons, G Ottonello, RI Valkanov Available at SSRN 4537181, 2023 | 3 | 2023 |
Macroeconomic Announcements and the News that Matters Most to Investors S Badidi, M Boons, R Frehen Available at SSRN 4262275, 2022 | 2 | 2022 |
Dynamic Asset (Mis) Pricing: Build-up vs. Resolution Anomalies M Boons, J van Binsbergen, C Opp, A Tamoni Available at SSRN, 2021 | 2 | 2021 |
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 | 1 | 2024 |
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 | | |