dr. J.J. (Joop) Huij

Huij, J., Kyosev, G., Hanauer, M., & Lansdorp, SD. (2020). Does Earnings Growth Drive the Quality Premium? Journal of Banking and Finance, 114, Article 105785. https://doi.org/10.1016/j.jbankfin.2020.105785

Gelderen, E., Huij, J., & Kyosev, G. (2019). Factor Investing from Concept to Implementation. The Journal of Portfolio Management, 45(3), 125-140. https://doi.org/10.3905/jpm.2019.45.3.125

Huij, J., & de Groot, WA. (2018). Are the Fama-French Factors really Compensation for Distress Risk? Journal of International Money and Finance, 86(september), 50-69. https://doi.org/10.1016/j.jimonfin.2018.03.002

Huij, J., & Gelderen, E. (2014). Academic Knowledge Disemmination in the Mutual Fund Industry. The Journal of Portfolio Management, 40(4), 157-167. https://doi.org/10.3905/jpm.2014.40.4.157

Blitz, D., Huij, J., Lansdorp, SD., & Verbeek, M. (2013). Short-Term Residual Reversal. Journal of Financial Markets, 16(3), 477-504. https://doi.org/10.1016/j.finmar.2012.10.005

Blitz, D., Huij, J., & Swinkels, L. (2012). The Performance of European Index Funds and Exchange-Traded Funds. European Financial Management, 18(4), 649-662. https://doi.org/10.1111/j.1468-036X.2010.00550.x

Huij, J., & de Groot, WA. (2012). Another Look at Trading Costs and Short-Term Reversal Profits. Journal of Banking and Finance, 36(2), 371-382. https://doi.org/10.1016/j.jbankfin.2011.07.015

Huij, J., & Blitz, D. (2012). Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds. Emerging Markets Review, 13(2), 149-158. https://doi.org/10.1016/j.ememar.2012.01.004

Huij, J., & Derwall, JMM. (2011). Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management. Journal of Banking and Finance, 35(1), 155-165. https://doi.org/10.1016/j.jbankfin.2010.07.032

Blitz, D., Huij, J., & Martens, MPE. (2011). Residual Momentum. Journal of Empirical Finance, 18(3), 506-521. https://doi.org/10.1016/j.jempfin.2011.01.003

Huij, J., & Post, GT. (2011). On the Performance of Emerging Market Equity Mutual Funds. Emerging Markets Review, 12(3), 238-249. https://doi.org/10.1016/j.ememar.2011.03.001

Huij, J., & Verbeek, M. (2009). On the Use of Multifactor Models to Evaluate Mutual Fund Performance. Financial Management - FM, 38(1), 75-102. https://doi.org/10.1111/j.1755-053X.2009.01029.x

Derwall, JMM., Huij, J., Brounen, D., & Marquering, WA. (2009). REIT Momentum and the Performance of Real Estate Mutual Funds. Financial Analysts Journal, 65(5), 24-34. https://doi.org/10.2469/faj.v65.n5.4

Huij, J. (2008). Hot Hands in Bond Funds. Journal of Banking and Finance, 32(4), 559-572. https://doi.org/10.1016/j.jbankfin.2007.04.023

Huij, J., & Verbeek, M. (2007). Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance. Journal of Banking and Finance, 31(3), 973-997. https://doi.org/10.1016/j.jbankfin.2006.08.002

Blitz, D., Houweling, P., Huij, J., Rejeb, S., & Swinkels, L. (2010). Can theoretical risk premiums be captured by investing in passive funds? VBA Journaal, 26(4), 12-15.

Huij, J., & Brounen, D. (2010). Lucky bets and hot hands - Is your fund manager really performing? RSM Insight, 2(1), 10-11. http://hdl.handle.net/1765/39964

Brounen, D., & Huij, J. (2004). De Woningmarkt bestaat niet. Economisch-Statistische Berichten, 89(4429), 126-128. http://hdl.handle.net/1765/16927