Research output per year
Research output per year
Personal profile
Artistic and research interests
Matthijs Lof is Associate Professor of Finance at the Aalto University School of Business. He has a PhD in Economics from the University of Helsinki, and an MSc in Econometrics from the University of Amsterdam. He has previously worked at the Fiscal Policy Department of the European Central Bank, and at the Research Department of the Dutch Central Bank. His current research interests include asset pricing, time-series econometrics, and macroeconomics.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Doctoral degree, Social Sciences, University of Helsinki
Award Date: 4 Jun 2013
Keywords
- Finance
- Asset pricing
- Econometrics
Fingerprint
Dive into the research topics where Matthijs Lof is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Discount rates and cash flows: A local projection approach
Lof, M. & Nyberg, H., May 2024, In: Journal of Banking and Finance. 162, 18 p., 107127.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile57 Downloads (Pure) -
Identifying accounting conservatism in the presence of skewness
Jarva, H. & Lof, M., Feb 2024, In: Review of Quantitative Finance and Accounting. 62, 2, p. 553-577 25 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile36 Downloads (Pure) -
Nonstandard Errors
Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Díaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D. & Angel, J. J. & 11 others, , Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390 52 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile25 Citations (Scopus)27 Downloads (Pure) -
Asymmetric information and the distribution of trading volume
Lof, M. & van Bommel, J., Oct 2023, In: Journal of Corporate Finance. 82, 20 p., 102464.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile6 Citations (Scopus)241 Downloads (Pure) -
Mind the Basel gap
Jylhä, P. & Lof, M., Jul 2022, In: Journal of International Financial Markets, Institutions and Money. 79, 17 p., 101605.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile2 Citations (Scopus)57 Downloads (Pure)
Prizes
-
Best Paper Award - FMA Consortium on Investing
Lof, M. (Recipient), 2018
Prize: Award or honor granted for a specific work
-
Best paper award - SFM conference, Kaohsiung, Taiwan
Lof, M. (Recipient), 2019
Prize: Award or honor granted for a specific work
-
McKinsey Finance Teacher of the Year 2018
Lof, M. (Recipient), 2018
Prize: Award or honor granted for academic or artistic career
Activities
-
Poster presentation in American Economic Association 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Lof, M. (Speaker)
Jan 2020Activity: Talk or presentation types › Conference presentation
-
Conference presentation in SNDE 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Lof, M. (Speaker)
23 Sept 2020Activity: Talk or presentation types › Conference presentation
-
Conference presentation in European Finance Association 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Lof, M. (Speaker)
Aug 2020Activity: Talk or presentation types › Conference presentation
-
European Finance Association Annual Meeting
Lof, M. (Member)
2020Activity: Participating in or organising an event types › Membership of a scientific or program committee of a conference or seminar
-
Vrije Universiteit Amsterdam
Lof, M. (Visiting researcher)
Jun 2019 → Jul 2019Activity: Visiting an external institution types › Visiting an external academic institution
Press/Media
-
Admision requirements for the Master’s Programme in Finance are changing
03/07/2023
1 item of Media coverage
Press/Media: Media appearance
-
GLOBAL ROUND UP SECTOR WEEKLY: UNIVERSITY NEWSLETTER OF WEEK-ENDED MAY 22, 2022
Lof, M., Oulasvirta, A., Gane, P., Halme, J. & Sammalkorpi, M.
23/05/2022
1 item of Media coverage
Press/Media: Media appearance
-
Aalto University: Alexander Wirtz Receives a Master's Thesis Award
19/05/2022
1 item of Media coverage
Press/Media: Media appearance