Martijn Boons is an Assistant Professor of finance at Nova School of Business & Economics.
He has a Ph.D. in Finance from Tilburg University.
His research is in empirical asset pricing and has been published in top-tier finance journals, like the Journal of Finance and the Journal of Financial Economics.
His work has also been presented global academic conferences, such as the Annual Meetings of the American Finance Association; the Annual Meetings of the Financial Intermediation Research Society and the National Bureau of Economic Research.
His teaching experience includes graduate-level courses on Investment, Asset Management, and Corporate Finance.
- Ph.D. in Finance, 2013 - Tilburg University
- M.Phil. in Finance (Cum Laude), 2009 - Tilburg University
- M.Sc. in Investment Analysis (Cum Laude), 2007 - Tilburg University
- B.Sc. in Business Administration (Cum Laude), 2006 - Tilburg University
- State variables, macroeconomic activity and the cross-section of individual stocks, Journal of Financial Economics, March (2016), Volume 119.3
Data: Internet Appendix with supplementary material, Replication data
with Melissa Prado, Journal of Finance, February (2019, Volume 74.1
Data: Internet Appendix with supplementary material and replication data
- Time-varying inflation risk and stock returns
with Fernando Duarte, Frans A. de Roon and Marta Szymanowska, Journal of Financial Economics, Forthcoming
- Time-varying state variable risk premia in an ICAPM
with Pedro Barroso and Paul Karehnke, Journal of Financial Economics, Forthcoming
- Value return predictability across asset classes and commonalities in risk premia
with Fahiz Baba Yara and Andrea Tamoni, Review of Finance, Forthcoming
- New and Old Characteristic-Sorted Portfolios: Implications for Asset Pricing
with Fahiz Baba Yara and Andrea Tamoni
- Horizon-specific macroeconomic risks and the cross-section of expected returns
with Andrea Tamoni; SFS Finance Cavalvade 2015, EFA 2015, AFA 2016, SOFIE 2016
- The price of commodity risk in stock and futures markets
with Frans A. de Roon and Marta Szymanowska; NBER 2013 Commodities Workshop, AFA 2011, FIRS 2011
- Asset Pricing, Empirical Finance, Risk Management, Commodities, Futures Markets, Asset Management, International Finance and Investments