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D-Index & Metrics

Economics and Finance

D-Index
51
Citations
13782
World Ranking
1312
National Ranking
795

Overview

Martijn Cremers is affiliated with the University of Notre Dame in the United States and specializes in research at the intersection of economics, econometrics, finance, business, management, and accounting.

Their scholarly activity spans a range of topics with a focus on financial markets and investment strategies, corporate finance and governance, auditing, earnings management, governance, market dynamics and volatility, sustainable finance and green bonds, banking stability, regulation, efficiency, and corporate social responsibility reporting.

Their most cited papers include:

  • Short-Term Investors, Long-Term Investments, and Firm Value: Evidence from Russell 2000 Index Inclusions (2020, Management Science)
  • Benchmark Discrepancies and Mutual Fund Performance Evaluation (2021, Journal of Financial and Quantitative Analysis)
  • Treasury yield implied volatility and real activity (2020, Journal of Financial Economics)

Other recent works, not authored by Cremers but part of the sourced data, include contributions in the Journal of Business Ethics and Management Science, indicating engagement with broader topics such as shareholder engagement and option trading activity.

Frequent collaborators in Martijn Cremers's research include:

  • Timothy B. Riley
  • Jon A. Fulkerson
  • Ankur Pareek
  • Zacharias Sautner
  • Simone M. Sepe

Their research has been published primarily in the following venues:

  • SSRN Electronic Journal
  • Management Science
  • Journal of Financial and Quantitative Analysis
  • Journal of Business Ethics
  • Journal of Financial Economics

Martijn Cremers's work in economics and finance is informed by deep engagement with accounting and finance subfields, alongside contributions that span economics and econometrics. Their research output consists of 22 publications in economics, econometrics, and finance, and 16 publications in business, management, and accounting, with 14 and 13 of those addressing accounting and finance respectively.

Best Publications

  • How Active Is Your Fund Manager? A New Measure That Predicts Performance

    K. J. Martijn Cremers;Antti Petajisto

  • Governance Mechanisms and Equity Prices

    K. J. Martijn Cremers;Vinay B. Nair

  • The CEO pay slice

    Lucian Arye Bebchuk;K.J. Martijn Cremers;Urs C. Peyer

  • Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

    Martijn Cremers;Antti Petajisto;Eric Zitzewitz

  • Deviations from Put-Call Parity and Stock Return Predictability

    Martijn Cremers;David Weinbaum

  • Tiebreaker: Certification and Multiple Credit Ratings

    Dion Bongaerts;K.J. Martijn Cremers;William N Goetzmann

  • Individual stock-option prices and credit spreads

    Martijn Cremers;Joost Driessen;Pascal Maenhout;David Weinbaum

  • Indexing and active fund management: International evidence

    Martijn Cremers;Miguel A. Ferreira;Pedro Matos;Laura T Starks

  • Stock Return Predictability: A Bayesian Model Selection Perspective

    K. J. Martijn Cremers

  • Shareholder Engagement on Environmental, Social, and Governance Performance

    Tamas Barko;Martijn Cremers;Luc Renneboog

  • Takeovers and the Cross-Section of Returns

    K. J. Martijn Cremers;Vinay B. Nair;Kose John

  • How Active is Your Fund Manager? A New Measure That Predicts Performance

    Martijn Cremers;Antti Petajisto;Antti Petajisto;Antti Petajisto

  • Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

    Martijn Cremers;Antti Petajisto;Antti Petajisto;Antti Petajisto;Eric Zitzewitz;Eric Zitzewitz

  • Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

    Martijn Cremers;Antti Petajisto;Eric Zitzewitz

  • Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns

    Martijn Cremers;Michael Halling;David Weinbaum

  • Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model

    K.J. Martijn Cremers;Joost Driessen;Pascal Maenhout

  • Pension Fund Asset Allocation and Liability Discount Rates

    Aleksandar Andonov;Rob M.M.J. Bauer;K.J. Martijn Cremers

  • Governance Mechanisms and Equity Prices

    Martijn Cremers;Vinay B. Nair

  • Staggered boards and long-term firm value, revisited

    K.J. Martijn Cremers;Lubomir P. Litov;Simone M. Sepe;Simone M. Sepe

  • Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

    Martijn Cremers;Antti Petajisto;Eric Zitzewitz

  • Thirty Years of Shareholder Rights and Firm Value

    Martijn Cremers;Allen Ferrell

  • Patient capital outperformance: The investment skill of high active share managers who trade infrequently

    Martijn Cremers;Ankur Pareek

  • Takeover Defenses and Competition: The Role of Stakeholders

    K. J. Martijn Cremers;Vinay B. Nair;Urs Peyer

  • Governance Mechanisms and Bond Prices

    Martijn Cremers;Vinay Nair;Chenyang Wei

  • Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?

    R.M.M.J. Bauer;A. Andonov;M. Cremers

Frequent Co-Authors

Rob Bauer
Rob Bauer Maastricht University
Roberta Romano
Roberta Romano Yale University
Lucian Arye Bebchuk
Lucian Arye Bebchuk Harvard University
Miguel A. Ferreira
Miguel A. Ferreira Universidade Nova de Lisboa
Luc Renneboog
Luc Renneboog Tilburg University
Laura T. Starks
Laura T. Starks The University of Texas at Austin
Kose John
Kose John New York University
William N. Goetzmann
William N. Goetzmann Yale University
Pedro Matos
Pedro Matos University of Virginia
Alan Schwartz
Alan Schwartz Yale University

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