Gertjan Verdickt
@gertjanv.bsky.social
Finance lecturer at the University of Auckland, specializing in financial history with interests of behavioral and wine economics on the side. Running enthusiast and mountain aficionado.
Website: www.verdickt.eu
Website: www.verdickt.eu
New paper alert!
How large are the equity and corporate bond risk premium given illiquidity and selection biases? Considerably lower. It has real-life consequences, using the 19th century as our case study.
papers.ssrn.com/sol3/papers....
How large are the equity and corporate bond risk premium given illiquidity and selection biases? Considerably lower. It has real-life consequences, using the 19th century as our case study.
papers.ssrn.com/sol3/papers....
June 5, 2025 at 7:47 PM
New paper alert!
How large are the equity and corporate bond risk premium given illiquidity and selection biases? Considerably lower. It has real-life consequences, using the 19th century as our case study.
papers.ssrn.com/sol3/papers....
How large are the equity and corporate bond risk premium given illiquidity and selection biases? Considerably lower. It has real-life consequences, using the 19th century as our case study.
papers.ssrn.com/sol3/papers....
Challenge accepted #BreadSky @paulgp.com
November 26, 2024 at 10:22 PM
Challenge accepted #BreadSky @paulgp.com
New paper: "Selection Neglect and the Cross-Section of Wine Returns" (co-authored with Robbe Van Tillo)
Through a novel dataset of over 3 million auction transactions, we show that wines in the highest quintile of selection neglect have higher risk-adjusted expected returns.
Link: lnkd.in/eKUyTkbn
Through a novel dataset of over 3 million auction transactions, we show that wines in the highest quintile of selection neglect have higher risk-adjusted expected returns.
Link: lnkd.in/eKUyTkbn
November 19, 2023 at 12:13 PM
New paper: "Selection Neglect and the Cross-Section of Wine Returns" (co-authored with Robbe Van Tillo)
Through a novel dataset of over 3 million auction transactions, we show that wines in the highest quintile of selection neglect have higher risk-adjusted expected returns.
Link: lnkd.in/eKUyTkbn
Through a novel dataset of over 3 million auction transactions, we show that wines in the highest quintile of selection neglect have higher risk-adjusted expected returns.
Link: lnkd.in/eKUyTkbn