Martijn Cremers
Finance · with Driessen · 2008–2016
A researcher in the Science corpus: 9 papers; trusts 43 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 142 citations into it; #5,990 of 10,518 by trust here, #1,461 by citations
- Accounting — 89 citations into it; #7,480 of 8,970 by trust here, #3,014 by citations
- Economics and Econometrics — 62 citations into it; #19,453 of 23,481 by trust here, #13,168 by citations
- Strategy and Management — 14 citations into it
Whom Martijn Cremers trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- K. Cremers
- Y. Amihud
- Jun Pan
- Robin Greenwood
- Steven Kou
- John M. Bizjak
- Antti Petajisto
- Tarun Chordia
- G. Garvey
- Carola Frydman
Who trusts Martijn Cremers overall
- Turan G. Bali
- Peter P. Carr
- Ľuboš Pástor
- George Tauchen
- D. Tang
- Shu Yan
- Joshua D. Coval
- K. Brown
- Adrian Buss
- Xavier Gabaix
Papers from Martijn Cremers's perspective
Ordered by how strongly the researchers Martijn Cremers trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- Common risk factors in the returns on stocks and bonds
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses
- Are CEOs Rewarded for Luck? The Ones Without Principals Are
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage
- Why Has CEO Pay Increased so Much
- Commonality in Liquidity
- Informed Trading in Stock and Option Markets
Their papers
- Deviations from Put-Call Parity and Stock Return Predictability (2010) — 513 citations
- Should Benchmark Indices Have Alpha? Revisiting Performance (2010) — 333 citations
- Patient Capital Outperformance: The Investment Skill of High Active Share Managers Who Trade Infrequently (2016) — 148 citations
- Indexing and Active Fund Management: International Evidence (2016) — 301 citations
- Does the Market for CEO Talent Explain Controversial CEO Pay Practices (2014) — 139 citations
- Thirty Years of Shareholder Rights and Firm Value: Thirty Years of Shareholder Rights and Firm Value (2014) — 161 citations
- Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans? (2012) — 174 citations
- Individual Stock-Option Prices and Credit Spreads (2008) — 280 citations
- Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model (2008) — 242 citations