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K. J. Martijn Cremers
K. J. Martijn Cremers
Professor of Finance, University of Notre Dame
Bestätigte E-Mail-Adresse bei nd.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
How active is your fund manager? A new measure that predicts performance
KJM Cremers, A Petajisto
Review of Financial Studies 22 (9), 3329-3365, 2009
23452009
Governance mechanisms and equity prices
KJ Cremers, VB Nair
The Journal of Finance 60 (6), 2859-2894, 2005
19572005
The CEO pay slice
LA Bebchuk, KJ Cremers, UC Peyer
Journal of Financial Economics 102 (1), 199-221, 2011
13652011
TheCEO Pay Slice
LA Bebchuk, M Cremers, U Peyer
1269*
Deviations from put-call parity and stock return predictability
M Cremers, D Weinbaum
Journal of Financial and Quantitative Analysis 45 (2), 335-367, 2010
7282010
Governance mechanisms and bond prices
KJM Cremers, VB Nair, C Wei
Review of Financial Studies 20 (5), 1359-1388, 2007
489*2007
Indexing and active fund management: International evidence
M Cremers, MA Ferreira, P Matos, L Starks
Journal of Financial Economics 120 (3), 539-560, 2016
4442016
Tiebreaker: Certification and multiple credit ratings
D Bongaerts, KJ Cremers, WN Goetzmann
The Journal of Finance 67 (1), 113-152, 2012
4362012
Should benchmark indices have alpha? Revisiting performance evaluation
M Cremers, A Petajisto, E Zitzewitz
4282010
Stock return predictability: A Bayesian model selection perspective
KJM Cremers
Review of Financial Studies 15 (4), 1223-1249, 2002
4062002
Takeovers and the cross-section of returns
KJM Cremers, VB Nair, K John
Review of Financial Studies 22 (4), 1409-1445, 2009
4052009
Individual stock-option prices and credit spreads
M Cremers, J Driessen, P Maenhout, D Weinbaum
Journal of Banking & Finance 32 (12), 2706-2715, 2008
3692008
Thirty years of shareholder rights and firm value
M Cremers, A Ferrell
The Journal of Finance 69 (3), 1167-1196, 2014
335*2014
Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns
M Cremers, M Halling, D Weinbaum
The Journal of Finance 70 (2), 577-614, 2015
3152015
Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model
KJM Cremers, J Driessen, P Maenhout
Review of Financial Studies 21 (5), 2209-2242, 2008
2972008
Staggered boards and firm value, revisited
KJM Cremers, LP Litov, SM Sepe
Unpublished working paper. University of Notre Dame, Notre Dame, IN. http …, 2014
274*2014
Shareholder Engagement on Environmental, Social, and Governance Performance
T Barko, M Cremers, L Renneboog
Tilburg University, Center for Economic Research Discussion Paper, 2017
272*2017
Does the market for CEO talent explain controversial CEO pay practices?
KJM Cremers, Y Grinstein
Review of Finance 18 (3), 921-960, 2014
266*2014
Staggered boards and long-term firm value, revisited
KJM Cremers, LP Litov, SM Sepe
Journal of Financial Economics, 2017
2532017
Online Appendix Tables of'Staggered Boards and Long-Term Firm Value, Revisited'
M Cremers, LP Litov, SM Sepe
253*2016
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