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Prof. dr. Kees Koedijk

Hoogleraar 
Recht, Economie, Bestuur en Organisatie
Departement Economie
Sectie Finance
Sectie Finance
Adam Smith Hall (AA)
Kriekenpitplein 21-22
3584 EC Utrecht

Prof. dr. Kees Koedijk

Hoogleraar
Sectie Finance
c.g.koedijk@uu.nl
Profiel Publicaties In de media Onderzoek Nevenwerkzaamheden Contact
Profiel Publicaties In de media Onderzoek Nevenwerkzaamheden Contact

Publicaties

2024

Wetenschappelijke publicaties

Yang, X., Chen, Z. H. J., Feng, Y., Gao, X., & Koedijk, K. G. (2024). Corporate SDG performance and investor trading behavior. Finance Research Letters, 66, Article 105659. Advance online publication. https://doi.org/10.1016/j.frl.2024.105659
Chen, Z. H., Chu, W. W., Gao, X., Koedijk, K. G., & Xu, Y. (2024). Extreme weather, climate risk, and the lead–lag role of carbon. Global Finance Journal, 61, Article 100974. https://doi.org/10.1016/j.gfj.2024.100974
Ryu, S., Koedijk, K. G., Chow, V., & Gao, X. (2024). Environmental, Social, and Governance (ESG) for Online Marketplaces. Electronic Markets, 34(1), Article 19. https://doi.org/10.1007/s12525-024-00701-7
Chen, Z.-H., Wu, W.-L., Li, S.-P., Bao, K., & Koedijk, K. (2024). Social media information diffusion and excess stock returns co-movement. International Review of Financial Analysis, 91, Article 103036. https://doi.org/10.1016/j.irfa.2023.103036
https://dspace.library.uu.nl/bitstream/handle/1874/435733/1-s2.0-S1057521923005525-main.pdf?sequence=1

2023

Wetenschappelijke publicaties

Xu, C., Gao, J., Liu, X., Sun, Y., & Koedijk, K. (2023). Great Chinese famine, corporate social responsibility and firm value. Pacific Basin Finance Journal, 79. https://doi.org/10.1016/j.pacfin.2023.102010
https://dspace.library.uu.nl/bitstream/handle/1874/435732/1-s2.0-S0927538X23000768-main.pdf?sequence=1
Koedijk, K., & Slager, A. (2023). Putting the Long Term to Work: Shaping the Prudent Society Investment Model. Journal of Portfolio Management, 49(3), 97-105. https://doi.org/10.3905/jpm.2022.1.451
https://dspace.library.uu.nl/bitstream/handle/1874/435731/JPM-2023-Koedijk-97-105.pdf?sequence=1
Hsu, Y.-T., Huang, C.-W., & Koedijk, K. (2023). Unintended consequences of compensation peer groups on corporate innovation. Journal of Corporate Finance, 78, Article 102321. https://doi.org/10.1016/j.jcorpfin.2022.102321
https://dspace.library.uu.nl/bitstream/handle/1874/435730/1-s2.0-S092911992200164X-main.pdf?sequence=1
Gibbon, K., Derwall, J., Gerritsen, D., & Koedijk, K. (2023). Renaming with purpose: Investor response and fund manager behaviour after fund ESG-renaming. SSRN. https://doi.org/10.2139/ssrn.4614978

2022

Wetenschappelijke publicaties

Cao, S., Li, Z., Koedijk, K., & Gao, X. (2022). The emotional cost-of-carry: Chinese investor sentiment and equity index future basis. China Finance Review International, 12(3), 451-476. https://doi.org/10.1108/CFRI-07-2021-0144
Ding, H., Koedijk, K., Qi, T., & Shen, Y. (2022). U.S.-China trade war and corporate reallocation: Evidence from Chinese listed companies. World Economy, 45(12), 3907-3932. https://doi.org/10.1111/twec.13308
Ding, H., Jin, Y., Koedijk, K., & Ma, C. (2022). Reform of the interantional economic order: Uncertainty and economic policy coordination. Journal of International Money and Finance, 127, Article 102692. https://doi.org/10.1016/j.jimonfin.2022.102692
Hsu, Y.-T., Koedijk, K., Liu, H.-C., & Wang, J.-N. (2022). Further evidence on calendar anomalies. European Financial Management, 28(2), 545-566. https://doi.org/10.1111/eufm.12301
https://dspace.library.uu.nl/bitstream/handle/1874/437222/Euro_Fin_Management_-_2021_-_Hsu_-_Further_evidence_on_calendar_anomalies.pdf?sequence=1
Gao, X., Koedijk, K., Walther, T., & Wang, Z. (2022). Relative Investor Sentiment Measurement. (pp. 3-25). (U.S.E. Discussion paper series; Vol. 22, No. 05). U.S.E. Research Institute. https://doi.org/10.2139/ssrn.4122594
https://dspace.library.uu.nl/bitstream/handle/1874/429796/LEG_USE_WP_22_05.pdf?sequence=1

Vakpublicaties

Derwall, J., & Koedijk, K. (2022). Actief aandeelhouderschap, engagement en ESG: rendement en impact? In KVS Preadviezen 2022: Corporate Governance en het Maatschappelijk Belang (pp. 59-66). ESB.
https://dspace.library.uu.nl/bitstream/handle/1874/451819/BMLJmaxnS9FcKRldqAey9XRl5C8.pdf?sequence=1

2021

Wetenschappelijke publicaties

Gao, X., Gu, C., & Koedijk, K. (2021). Institutional investor sentiment and aggregate stock returns. European Financial Management, 27(5), 899-924. https://doi.org/10.1111/eufm.12292
Koedijk, K., & Slager, A. (2021). New Perspective on Investment Models. Journal of Portfolio Management, 47(5). https://doi.org/10.3905/jpm.2021.1.224
Ding, H., Koedijk, K., Li, C., & Qi, T. (2021). The internationalisation of Chinese firms: Impact of FDI experience on export performance. World Economy, 44(12), 3609-3640. https://doi.org/10.1111/twec.13175

2020

Wetenschappelijke publicaties

Gao, X., Koedijk, K., & Wang, Z. (2020). Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a Difference. Journal of Portfolio Management, 46(8), 108-119. https://doi.org/10.3905/jpm.2020.1.173
Ding, H., Jin, Y., Koedijk, K., & Wang, Y. (2020). Valuation effect of capital account liberalization: Evidence from the Chinese stock market. Journal of International Money and Finance, 107, Article 102208. https://doi.org/10.1016/j.jimonfin.2020.102208
https://dspace.library.uu.nl/bitstream/handle/1874/411544/1_s2.0_S0261560620301649_main.pdf?sequence=1
Lo, H.-C., Koedijk, K., Gao, X., & Hsu, Y.-T. (2020). How do job vacancy rates predict firm performance? A web crawling massive data perspective. Pacific Basin Finance Journal, 62, Article 101371. https://doi.org/10.1016/j.pacfin.2020.101371

2015

Wetenschappelijke publicaties

Borgers, A. C. T., Derwall, J., Koedijk, C. G., & Horst, ter, J. (2015). Do social factors influence investment behavior and performance? Evidence from mutual fund holdings. Journal of Banking and Finance, 60, 112-126. https://doi.org/10.1016/j.jbankfin.2015.07.001, https://doi.org/10.1016/j.jbankfin.2015.07.001

2013

Wetenschappelijke publicaties

Borgers, A., Derwall, J., Koedijk, C. G., & Horst, J. R. (2013). Stakeholder relations and stock returns: On errors in investors' expectations and learning. Journal of Empirical Finance, 22, 159-175. https://doi.org/10.1016/j.jempfin.2013.04.003

2005

Wetenschappelijke publicaties

Derwall, J., Günster, N. K., Bauer, R. M. M. J., & Koedijk, C. G. (2005). The Eco-Efficiency Premium Puzzle. Financial Analysts Journal. https://doi.org/10.2469/faj.v61.n2.2716

2001

Wetenschappelijke publicaties

Campbell, R., Huisman, R., & Koedijk, K. (2001). Optimal portfolio selection in a Value-at-Risk framework. Journal of Banking and Finance. https://doi.org/10.1016/S0378-4266(00)00160-6
Huisman, R., Koedijk, K. G., Kool, C. J. M., & Palm, F. (2001). Tail-index estimates in small samples. Journal of Business and Economic Statistics. https://doi.org/10.1198/073500101316970421

1999

Wetenschappelijke publicaties

Flood, M. D., Huisman, R., Koedijk, K. G., & Mahieu, R. J. (1999). Quote disclosure and price discovery in multiple-dealer financial markets. Review of Financial Studies. https://doi.org/10.1093/rfs/12.1.37

1998

Wetenschappelijke publicaties

Huisman, R., Koedijk, K., Kool, C., & Nissen, F. (1998). Extreme support for uncovered interest parity. Journal of International Money and Finance. https://doi.org/10.1016/S0261-5606(97)98057-8
Eichholtz, P., Huisman, R., Koedijk, K., & Schuin, L. (1998). Continental factors in international real estate returns. Real Estate Economics. https://doi.org/10.1111/1540-6229.00754
Huisman, R., & Koedijk, K. G. (1998). Financial market competition: The effects of transparency. Economist. https://doi.org/10.1023/A:1003299912449
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