Research output per year
Research output per year
Personal profile
Artistic and research interests
Matthijs Lof is Assistant 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
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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
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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 AccessFile18 Downloads (Pure) -
Identifying accounting conservatism in the presence of skewness
Jarva, H. & Lof, M., 8 Oct 2023, (E-pub ahead of print) In: Review of Quantitative Finance and Accounting.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
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 AccessFile1 Citation (Scopus)27 Downloads (Pure) -
Expected market returns: SVIX, realized volatility, and the role of dividends
Lof, M., Aug 2019, In: JOURNAL OF APPLIED ECONOMETRICS. 34, 5, p. 858-864Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile103 Downloads (Pure) -
Identifying Accounting Conservatism in the Presence of Skewness
Jarva, H. & Lof, M., 2018, 100th Anniversary Accounting Conference Final Papers. Temple University, 41 p. (SSRN Electronic Journal ; vol. 2018, no. 1).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Open AccessFile123 Downloads (Pure)
Prizes
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Best Paper Award - FMA Consortium on Investing
Lof, Matthijs (Recipient), 2018
Prize: Award or honor granted for a specific work
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Best paper award - SFM conference, Kaohsiung, Taiwan
Lof, Matthijs (Recipient), 2019
Prize: Award or honor granted for a specific work
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McKinsey Finance Teacher of the Year 2018
Lof, Matthijs (Recipient), 2018
Prize: Award or honor granted for academic or artistic career
Activities
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Poster presentation in American Economic Association 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)
Jan 2020Activity: Talk or presentation types › Conference presentation
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European Finance Association Annual Meeting
Matthijs Lof (Member)
2020Activity: Participating in or organising an event types › Membership of a scientific or program committee of a conference or seminar
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Conference presentation in SNDE 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)
23 Sept 2020Activity: Talk or presentation types › Conference presentation
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Conference presentation in European Finance Association 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)
Aug 2020Activity: Talk or presentation types › Conference presentation
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Paper presentation in ABFER, CEPR and CUHK First Annual Symposium in Financial Economics 2019: “Asymmetric Information and the Distribution of Trading Volume”
Matthijs Lof (Speaker)
May 2019Activity: Talk or presentation types › Conference presentation
Press/Media
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Admision requirements for the Master’s Programme in Finance are changing
03/07/2023
1 item of Media coverage
Press/Media: Media appearance
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GLOBAL ROUND UP SECTOR WEEKLY: UNIVERSITY NEWSLETTER OF WEEK-ENDED MAY 22, 2022
Matthijs Lof, Antti Oulasvirta, Patrick Gane, Janne Halme & Maria Sammalkorpi
23/05/2022
1 item of Media coverage
Press/Media: Media appearance
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Aalto University: Alexander Wirtz Receives a Master's Thesis Award
19/05/2022
1 item of Media coverage
Press/Media: Media appearance