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.
Education/Academic qualification
Doctor of Social Sciences
Keywords
- Finance
- Asset pricing
- Econometrics
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Network
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Research Output
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
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 Access
Noncausality and the commodity currency hypothesis
Lof, M. & Nyberg, H., Jun 2017, In : Energy Economics. 65, p. 424-433 10 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Aid and income: Another time-series perspective
Lof, M., Mekasha, T. J. & Tarp, F., 2015, In : WORLD DEVELOPMENT. 69, p. 19-30Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Rational speculators, contrarians, and excess volatility
Lof, M., 2015, In : Management Science. 61, 8, p. 1889-1901Research output: Contribution to journal › Article › Scientific › peer-review
Prizes
Best Paper Award - FMA Consortium on Investing
Matthijs Lof (Recipient), 2018
Prize: Award or honor granted for a specific work
Best paper award - SFM conference, Kaohsiung, Taiwan
Matthijs Lof (Recipient), 2019
Prize: Award or honor granted for a specific work
McKinsey Finance Teacher of the Year 2018
Matthijs Lof (Recipient), 2018
Prize: Award or honor granted for academic career
Activities
Poster presentation in American Economic Association 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)Jan 2020
Activity: Talk or presentation types › Conference presentation
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 2019
Activity: Talk or presentation types › Conference presentation
Paper presentation at Finnish Economic Association “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)Feb 2019
Activity: Talk or presentation types › Conference presentation
Vrije Universiteit Amsterdam
Matthijs Lof (Visiting researcher)Jun 2019 → Jul 2019
Activity: Visiting an external institution types › Visit abroad
Paper presentation in BoF/ESRB Conference on Systemic Risk Analytics: "Mind the Basel Gap"
Matthijs Lof (Speaker)May 2019
Activity: Talk or presentation types › Conference presentation
Press / Media
Slow Trading And Stock Return Predictability
22/10/2015
1 item of Media coverage
Press/Media: Media appearance