Basis‐momentum M Boons, MP Prado The Journal of Finance 74 (1), 239-279, 2019 | 172* | 2019 |
State Variables, Macroeconomic Activity and the Cross-Section of Individual Stocks M Boons Journal of Financial Economics (forthcoming), 2015 | 100 | 2015 |
Time-varying inflation risk and stock returns M Boons, F Duarte, F De Roon, M Szymanowska Journal of Financial Economics 136 (2), 444-470, 2020 | 68* | 2020 |
The price of commodity risk in stock and futures markets M Boons, F De Roon, M Szymanowska Afa 2012 Chicago meetings paper, 2014 | 60* | 2014 |
Value Timing: Risk and Return Across Asset Classes FB Yara, M Boons, A Tamoni Available at SSRN 3054017, 2018 | 40* | 2018 |
Horizon-specific macroeconomic risks and the cross-section of expected returns M Boons, A Tamoni Available at SSRN 2516251, 2015 | 34 | 2015 |
Time-varying state variable risk premia in the ICAPM P Barroso, M Boons, P Karehnke Journal of Financial Economics 139 (2), 428-451, 2021 | 25 | 2021 |
New and old sorts: Implications for asset pricing F Baba-Yara, M Boons, A Tamoni Martijn and Tamoni, Andrea, New and Old Sorts: Implications for Asset …, 2020 | 19 | 2020 |
Dynamic asset (mis) pricing: Build-up versus resolution anomalies JH van Binsbergen, M Boons, CC Opp, A Tamoni Journal of Financial Economics 147 (2), 406-431, 2023 | 16* | 2023 |
Do credit markets respond to macroeconomic shocks? The case for reverse causality M Boons, G Ottonello, R Valkanov The Journal of Finance 78 (5), 2901-2943, 2023 | 4 | 2023 |
Basis-momentum in the futures curve and volatility risk M Boons, MP Prado Available at SSRN 2587784, 2015 | 4 | 2015 |
Macroeconomic Announcements and the News that Matters Most to Investors S Badidi, M Boons, R Frehen Available at SSRN 4262275, 2022 | 1 | 2022 |
Persistent and transitory components of firm characteristics: Implications for asset pricing FB Yara, M Boons, A Tamoni Journal of Financial Economics, 2023 | | 2023 |
Excess Volatility in Professional Stock Return Forecasts M Boons, G Ottonello, RI Valkanov Available at SSRN 4537181, 2023 | | 2023 |
The Response of Equity Yields to a Long-Run Shock M Boons, P Sinagl, A Tamoni Available at SSRN 4432167, 2023 | | 2023 |
Persistent and Transitory Components of Characteristics: Implications for Asset Pricing F Baba Yara, M Boons, A Tamoni Martijn and Tamoni, Andrea, Persistent and Transitory Components of …, 2020 | | 2020 |
Sorting out commodity and macroeconomic risk in expected stock returns MF Boons | | 2014 |
Online Appendix to “Time-varying state variable risk premia in the ICAPM” P Barroso, M Boons, P Karehnke | | |
Online Appendix to “Time-Varying Inflation Risk and Stock Returns” M Boons, F Duarte, F de Roon, M Szymanowska | | |