Personal profile
Research interests
Guido Baltussen is full Professor in Finance (Chair: Behavioral Finance and Financial Markets) and a Tinbergen and ERIM (high performance) fellow. His expertise is financial markets, investments, and investor behavior. Guido has published several articles in the leading academic finance journals (e.g., American Economic Review, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis) as well as practitioner journals (e.g., Financial Analysts Journal, Journal of Portfolio Management). His research is covered in various media such as the Wall Street Journal, America Today, Bloomberg News, MoneyWeek, and Financial Times. Guido also works in the investment industry at Northern Trust Asset Management, managing quantitative investment teams and strategies. Before he obtained his PhD in Finance at the Erasmus University Rotterdam, and was visiting at Stern School of Business of New York University, New York, USA.
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Collaborations and top research areas from the last five years
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Global factor premiums
Baltussen, G., Swinkels, L. & Van Vliet, P., 1 Jul 2021, In: Journal of Financial Economics. 142, 3, p. 1128-1154 27 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile45 Citations (Scopus)254 Downloads (Pure) -
Hedging Demand and Market Intraday Momentum
Baltussen, G., Da, Z., Lammers, S. & Martens, M., Oct 2021, In: Journal of Financial Economics.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile42 Citations (Scopus)1269 Downloads (Pure) -
Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show
Post, G., assem, M., Baltussen, G. & Thaler, R., 2008, In: The American Economic Review. 98, 1, p. 38-71 34 p.Research output: Contribution to journal › Article › Academic › peer-review
247 Citations (Scopus) -
Indexing and Stock Market Serial Dependence Around the World
Baltussen, G., Bekkum, S. & Da, Z., 26 Oct 2018, In: Journal of Financial Economics. 132, 1, p. 26-48 23 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile44 Citations (Scopus)15 Downloads (Pure) -
When Equity Factors Drop Their Shorts
Baltussen, G., Blitz, D. & Van Vliet, P., 2020, In: Financial Analysts Journal. 76, 4, 27 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile25 Citations (Scopus)104 Downloads (Pure)
Datasets
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Replication data for: Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show
Post, G. (Creator), Van Den Assem, M. J. (Creator), Baltussen, G. (Creator) & Thaler, R. H. (Creator), 2008
DOI: 10.3886/e113232v1, https://www.openicpsr.org/openicpsr/project/113232
Dataset
Press/Media
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Your stock portfolio didn't have to lose so much this year
27/05/22
2 items of Media coverage
Press/Media: Public engagement activities › Academic
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All risk, no premia?
5/03/19
1 item of Media coverage
Press/Media: Public engagement activities › Academic
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All risk, no premia?
5/03/19
1 item of Media coverage
Press/Media: Public engagement activities › Academic
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Weekly Top 5 Papers – February 18, 2019
18/02/19
1 item of Media coverage
Press/Media: Public engagement activities › Academic