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

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