20122019

Research output per year

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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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Research Output

  • 9 Article
  • 1 Conference contribution

Expected market returns: SVIX, realized volatility, and the role of dividends

Lof, M., Aug 2019, In : JOURNAL OF APPLIED ECONOMETRICS. 34, 5, p. 858-864

Research output: Contribution to journalArticleScientificpeer-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 proceedingConference contributionScientificpeer-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 journalArticleScientificpeer-review

    Open Access
    File
    5 Citations (Scopus)
    92 Downloads (Pure)

    Aid and income: Another time-series perspective

    Lof, M., Mekasha, T. J. & Tarp, F., 2015, In : WORLD DEVELOPMENT. 69, p. 19-30

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
    File
  • 15 Citations (Scopus)
    120 Downloads (Pure)

    Rational speculators, contrarians, and excess volatility

    Lof, M., 2015, In : Management Science. 61, 8, p. 1889-1901

    Research output: Contribution to journalArticleScientificpeer-review

    17 Citations (Scopus)

    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

    Vrije Universiteit Amsterdam

    Matthijs Lof (Visiting researcher)
    Jun 2019Jul 2019

    Activity: Visiting an external institution typesVisit abroad

    Paper presentation in BoF/ESRB Conference on Systemic Risk Analytics: "Mind the Basel Gap"

    Matthijs Lof (Speaker)
    May 2019

    Activity: Talk or presentation typesConference presentation

    Press / Media

    Slow Trading And Stock Return Predictability

    Matthijs Lof & Matti Suominen

    22/10/2015

    1 item of Media coverage

    Press/Media: Media appearance