Matthijs Lof
Associate Professor
Associate Professor
E707 Dept. Finance
Matthijs Lof is Associate 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.
Full researcher profile
https://research.aalto.fi/...
Contact information
Email
[email protected]
Postal address
Ekonominaukio 1
02150 Espoo
Finland
Phone number
+358504014448
Areas of expertise
Finance, Asset pricing, Econometrics
Honors and awards
Best paper award - SFM conference, Kaohsiung, Taiwan
Asymmetric Information and the Distribution of Trading Volume
Award or honor granted for a specific work
Department of Finance
Jan 2019
Best Paper Award - FMA Consortium on Investing
Slow Trading and Stock Return Predictability
Award or honor granted for a specific work
Department of Finance
Jan 2018
McKinsey Finance Teacher of the Year 2018
An annual award based on votes by finance students of Aalto University School of Business.<br/>
Award or honor granted for academic or artistic career
Department of Finance
Jan 2018
Publications
Identifying accounting conservatism in the presence of skewness
Henry Jarva, Matthijs Lof
2024
Review of Quantitative Finance and Accounting
Discount rates and cash flows: A local projection approach
Matthijs Lof, Henri Nyberg
2024
JOURNAL OF BANKING AND FINANCE
Asymmetric information and the distribution of trading volume
Matthijs Lof, Jos van Bommel
2023
JOURNAL OF CORPORATE FINANCE
Mind the Basel gap
Petri Jylhä, Matthijs Lof
2022
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY
Expected market returns: SVIX, realized volatility, and the role of dividends
Matthijs Lof
2019
JOURNAL OF APPLIED ECONOMETRICS
Identifying Accounting Conservatism in the Presence of Skewness
Henry Jarva, Matthijs Lof
2018
100th Anniversary Accounting Conference Final Papers
Noncausality and the commodity currency hypothesis
Matthijs Lof, Henri Nyberg
2017
Energy Economics
Aid and income: Another time-series perspective
Matthijs Lof, Tseday Jemaneh Mekasha, Finn Tarp
2015
WORLD DEVELOPMENT
Rational speculators, contrarians, and excess volatility
Matthijs Lof
2015
Management Science
Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014)
Matthijs Lof, Tseday Jemaneh Mekasha, Finn Tarp
2015
WORLD DEVELOPMENT
Does sovereign debt weaken economic growth? A panel VAR analysis
Matthijs Lof, Tuomas Malinen
2014
Economics Letters
GMM estimation with non-causal instruments under rational expectations
Matthijs Lof
2014
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
Noncausality and Asset Pricing
Matthijs Lof
2013
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
Heterogeneity in stock prices: A STAR model with multivariate transition function
Matthijs Lof
2012
Journal of Economic Dynamics and Control