Publications
“The Implied Cost of Capital: A New Approach” [PDF]
(with Kewei Hou and Yinglei Zhang) – Journal of Accounting and Economics, forthcoming.
“Understanding Commonality in Liquidity Around the World” [PDF] [DATA] [Internet Appendix]
(with G. Andrew Karolyi and Kuan-Hui Lee) – Journal of Financial Economics, forthcoming.
“Is Size Dead? A Review of the Size Effect in Equity Returns” – May 2011. [PDF]
Journal of Banking and Finance, forthcoming.
A previous version has circulated with the title “The Size Effect Paradox” – July 2007.
“Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion” [PDF] [Internet Appendix]
(with Kees G. Koedijk and Ben Tims) – Journal of International Money and Finance, 30, 246-267, 2011.
Supersedes “Purchasing Power Parity and Heterogeneous Mean Reversion”
“Inflation Risk and International Asset Returns” [PDF]
(with Gerard A. Moerman) – Journal of Banking and Finance, 34, 840-855, 2010.
“The Risk and Return of Arbitrage in Dual-Listed Companies” [PDF] [DATA]
(with Abe de Jong and Leonard Rosenthal) – Review of Finance, 13, 495-520, 2009.
Supersedes “The Limits of Arbitrage: Evidence from Dual-Listed Companies”
Featured in the text book Valuation by Koller, Goedhart & Wessels, 4th ed., 2005, page 93-94.
“The Market Reaction to Cross-Listings: Does the Destination Market Matter?” [PDF] [DATA (right click and save)]
(with Peter Roosenboom) – Journal of Banking and Finance, 33, 1898-1908, 2009.
“The Effect of a Temporary Prostatic Stent on Sexual Function” [PDF]
(with Marleen M. van Dijk, Hessel Wijkstra, Pilar M. Laguna, and Jean J. de la Rosette) – Central European Journal of Urology, 4, 243-248, 2009.
“Corporate Real Estate and Corporate Takeovers: International Evidence” [PDF]
(with Dirk Brounen and Piet M.A. Eichholtz) – Journal of Real Estate Research, 30, 293-314, 2008.
“Foreign Exchange Markets: Overview of the Special Issue” [PDF]
(with Kees G. Koedijk and James R. Lothian) – Journal of International Money and Finance, 25, 1–6, 2006
“Perspectives: Global Risk Factors and the Cost of Capital” [PDF]
(with Kees G. Koedijk) – Financial Analysts Journal, 60, 32–38, March/April, 2004.
Featured in the text book Applied Mergers & Acquisitions by Robert F. Bruner, 2004, page 381.
“Purchasing Power Parity and the Euro Area” [PDF]
(with Kees G. Koedijk and Ben Tims) – Journal of International Money and Finance, 23, 1081–1107, 2004.
“The Cost of Capital of Cross-Listed Firms” [PDF]
(with Kees G. Koedijk), European Financial Management – 10, 465–486, 2004.
Featured in the text book Applied Mergers & Acquisitions by Robert F. Bruner, 2004, page 381.
“The Cost of Capital in International Financial Markets: Local or Global?” [PDF]
(with Kees G. Koedijk, Clemens J.M. Kool, and Peter C. Schotman) – Journal of International Money and Finance, 21, 905–929, 2002.
“The Reemergence of PPP in the 1990s” [PDF]
(with Kees G. Koedijk and Peter C. Schotman), Journal of International Money and Finance, 17, 51–61, 1998.
“Resource Misallocation and Mark-ups: An Alternative Estimation Technique for Harberger Triangles” [PDF]
(with P.A.G. van Bergeijk), Economics Letters, 54, 165–167, 1997.
