Professor Ben Jacobsen

Professor of Finance

 
 
Discipline
 Finance  
Qualification
 BA, Masters (Finance), PhD (University of Amsterdam)  
Room
 QB 2.55  
Phone
 64 9 414-0800 Ext:9464  
Email
 b.jacobsen@massey.ac.nz  
Research
 SSRN Profile  
 

Personal Profile

Professor Ben Jacobsen is a Professor of Finance at Massey University, Auckland, New Zealand. Before coming to Massey he worked at the University of Amsterdam and Erasmus University Rotterdam in the Netherlands.

Ben has written several books on investments and over the years he was a columnist for different Dutch magazines and newspapers. His academic work has been published in among others, the American Economic Review, the Journal of Financial Economics and the Journal of Banking and Finance. He ranks in the SSRN top 100 Business Authors worldwide.

His research is actively used by hedge funds and mutual funds around the world and given its practical relevance his academic work has been discussed in many major international magazines and newspapers like the Economist, the Wall Street Journal, the Financial Times and the New York Times. His work is also quoted on major websites like Market Watch and Barron's. Ben worked as a consultant for a large number of financial institutions and the media. He was also one of the co-founders of a company called Investment Insight.

Professor Jacobsen is also a certified dive instructor.

Research Interests  |   Selected Publications		  


Research Interests

  • Investments
  • Stock Markets
  • Asset Pricing
  • Empirical Finance


 

Selected Publications

Refereed Journal Publications

Jacobsen, B., Lee, J.B.T. , & Marquering, W. Economische toekomst: zijn mannen optimistischer? Forthcoming in Kwartaalschrift Economie.

Visaltanachoti, N. & Jacobsen, B. (2009). The halloween effect in US sectors. Financial Review, Vol 44(3), pp. 437 - 459.

Jacobsen, B., & Marquering, W. (2009). Is it the weather? Response. Journal of Banking and Finance, Vol. 33(3), pp. 583 - 587.

Jacobsen, B., & Marquering, W. (2008). Is it the weather? A comment on studies linking weather and stock market behaviour. Journal of Banking and Finance, Vol. 32(4), pp. 526 - 540.

Driesprong, G., Jacobsen, B., & Maat, B. (2008). Striking Oil: Another Puzzle?Journal of Financial Economics, Vol 89(2), pp. 307 - 327.

Stangl, J.S., & Jacobsen, B. (2007). Political Cycles in Industry Returns.Journal of International Finance & Economics, Vol. V(1), pp. 113 - 130.

Berkman, H., & Jacobsen, B. The impact of war and peace on stock markets, INFINZ July 2006, Issue 1, pp. 12-18.

Jacobsen, B. & Dannenburg, D. (2003) Volatility Clustering in Monthly Stock Returns, Journal of Empirical Finance, Vol 10(4), pp 479-503 .

Jacobsen, B. & Bouman, S. (2002) The Halloween indicator, Sell in May and go Away: Another Puzzle, American Economic Review , Vol 92(5), pp. 1618-1635 .

Jacobsen, B., Potters, J., Schram, A., van Winden, F. & Wit, J. (2000) (In)accuracy of a European Political Stock Market: the Influence of Common Value Structures, European Economic Review , Vol. 44, pp. 205-230 .

Jacobsen, B. (1996) Long Term Dependence in Stock Returns. Journal of Empirical Finance , Vol 3(4), pp. 393-417.

Jacobsen, B. (1995) Are Stock Returns Long Term Dependent? Some Empirical Evidence. Journal of International Financial Markets, Institutions, and Money Vol 5(2/3), pp. 37-52.

Working Papers

Berkman, H. &Jacobsen, B. (2005). "The world price of war and peace".
http://ssrn.com/abstract=828645

Jacobsen, B., Mamun, A., & Visaltanachoti, N. (2005). "Seasonal, size and value anomalies".
http://ssrn.com/abstract=784186



 
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