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martijn Boons. Published 7 articles in journals. In his curriculum Ciência Vitae the most frequent terms in the context of scientific, technological and artistic-cultural output are: credit spreads; time-varying risk premia; macroeconomic risk; shocks; return predictability; dynamic price wedges; alphas; persistence; real misallocation; Value spread; Global asset pricing; Return predictability; Alternative assets; Common and asset class-specific value; BOOK-TO-MARKET; CROSS-SECTION; TIME-SERIES; STOCK; MOMENTUM; SIZE; LIQUIDITY; GROWTH; MODEL; Conditional asset pricing models; State variables; Intertemporal CAPM; Consumption predictability; Time-varying equity risk premia; CONDITIONAL CAPM; STOCK RETURNS; ASSET; CONSUMPTION; VOLATILITY; INFORMATION; PERFORMANCE; .
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Identification

Personal identification

Full name
martijn Boons

Citation names

  • Boons, martijn

Author identifiers

Ciência ID
3F12-A369-1B0B
ORCID iD
0000-0001-5210-992X
Education
Degree Classification
2013/08/31
Concluded
 Finance (Doktor (PhD))
Tilburg University, Netherlands
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2023/12/31 - Current Full Professor (University Teacher) Universidade Nova de Lisboa Faculdade de Economia e Gestão, Portugal
Universidade Nova de Lisboa Faculdade de Economia e Gestão, Portugal
2022/01/01 - 2023/12/31 Full Professor (University Teacher) Tilburg University, Netherlands
2019/09/01 - 2023/12/30 Associate Professor (University Teacher) Universidade Nova de Lisboa Faculdade de Economia e Gestão, Portugal
Universidade Nova de Lisboa Faculdade de Economia e Gestão, Portugal
2020/09/01 - 2021/12/31 Associate Professor (University Teacher) Tilburg University, Netherlands
2013/09/01 - 2019/08/31 Assistant Professor (University Teacher) Universidade Nova de Lisboa Faculdade de Economia e Gestão, Portugal
Universidade Nova de Lisboa Faculdade de Economia e Gestão, Portugal
Projects

Grant

Designation Funders
2022 - Current Economic implcations of long term return predictability
00000000000000
Principal investigator
Ongoing
Outputs

Publications

Journal article
  1. Martijn Boons; Giorgio Ottonello; Rossen Valkanov. "Do credit markets respond to macroeconomic shocks? The case for reverse causality". Journal of Finance 78 5 (2023): 2901-2943. https://research.tilburguniversity.edu/en/publications/623222ad-6fe8-45b3-ae42-23bdfbc9d6b9.
    10.2139/ssrn.3677936
  2. Jules van Binsbergen; Martijn Boons; Christian Opp; Andrea Tamoni. "Dynamic asset (mis)pricing: Build-up vs. resolution anomalies". Journal of Financial Economics 147 2 (2023): 406-431. https://research.tilburguniversity.edu/en/publications/3a47cf00-3c88-4cf0-8d18-50e7c448edbb.
    10.2139/ssrn.3785040
  3. Fahiz Baba Yara; Martijn Boons; Andrea Tamoni. "Value return predictability across asset classes and commonalities in risk premia". Review of Finance 25 2 (2021): 449-484. https://research.tilburguniversity.edu/en/publications/b5c01c4d-81a9-463b-97e6-cd3213fbb5b5.
    10.1093/rof/rfaa011
  4. Pedro Barroso; Martijn Boons; Paul Karehnke. "Time-varying state variable risk premia in the ICAPM". Journal of Financial Economics 139 2 (2021): 428-451. https://research.tilburguniversity.edu/en/publications/651c36b2-510a-4ab5-9e81-4684e9eafcf7.
    10.1016/j.jfineco.2020.07.016
  5. Boons, martijn. "Time-varying inflation risk and stock returns". Journal of Financial Economics (2020):
    https://doi.org/10.1016/j.jfineco.2019.09.012
  6. Boons, martijn. "Basis-momentum". Journal of Finance (2019):
    https://doi.org/10.1111/jofi.12738
  7. Boons, M.. "State variables, macroeconomic activity, and the cross section of individual stocks". Journal of Financial Economics 119 3 (2016): 489-511. http://www.scopus.com/inward/record.url?eid=2-s2.0-84960805156&partnerID=MN8TOARS.
    10.1016/j.jfineco.2015.05.010
Activities

Supervision

Thesis Title
Role 		Degree Subject (Type)
Institution / Organization
2021 - Current Samia Badidi Tilburg University
Supervisor
2016 - 2021 Fahiz Baba Yara Nova SBE
Supervisor

Event organisation

Event name
Type of event (Role) 		Institution / Organization
2023 - Current Tilburg Finance Summit (2023)
2018 - Current Nova SBE asset management workshop 2018 (2018)

Ad Hoc journal article review

Journal title (ISSN) Publisher
2023/01 - Current Journal of Finance
2013/09 - Current Review of Financial Studies
2013/01 - Current Journal of Financial Economics

Conference scientific committee

Conference name Conference host
2013/09 - Current European Finance Association
2013/09 - Current Financial Intermediation Research Society
2013/09 - Current Western Finance Association

Evaluation committee

Activity description
Role 		Institution / Organization Funding entity
2021 - Current Veni grants NWO netherlands
Evaluator

Journal scientific committee

Journal title (ISSN) Publisher
2017 - Current Journal of Empirical Finance Associate Editor