Martijn Boons

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5210-992X

Nova School of Business and Economics, Universidade NOVA de Lisboa, 2775-405 Carcavelos, Portugal

Publications

• Persistent and transitory components of firm characteristics: Implications for asset pricing — Journal of Financial Economics 2024
• Do Credit Markets Respond to Macroeconomic Shocks? The Case for Reverse Causality — The Journal of Finance 2023
• Dynamic asset (mis)pricing: Build-up versus resolution anomalies — Journal of Financial Economics 2023
• Value Return Predictability across Asset Classes and Commonalities in Risk Premia — Review of Finance 2021
• Time-varying state variable risk premia in the ICAPM — Journal of Financial Economics 2021
• Time-varying inflation risk and stock returns — Journal of Financial Economics 2020
• Basis-Momentum — The Journal of Finance 2019
• State variables, macroeconomic activity, and the cross section of individual stocks — Journal of Financial Economics 2016
• Macroeconomic Announcements and the News That Matters Most to Investors — Management Science