Martijn Boons
Martijn Boons
Associate Professor with "Agregação" (Adjunct)

Martijn Boons is an Adjunct Associate Professor of Finance at Nova School of Business and Economics. He has a Ph.D. in Finance from Tilburg University. His research is in empirical asset pricing and has been published in top-tier finance journals, like the Journal of Finance and the Journal of Financial Economics.

His work has also been presented global academic conferences, such as the Annual Meetings of the American Finance Association; the Annual Meetings of the Financial Intermediation Research Society and the National Bureau of Economic Research.

His teaching experience includes graduate-level courses on Investment, Asset Management, and Corporate Finance.

2014 - Ph.D. in Finance - Tilburg University

2009 - M.Phil. in Business - Tilburg University

2007 - M.Sc. in Finance - Tilburg University

2006 - B.Sc. in Business Economics - Tilburg University

Asset Pricing 

  • Baba-Yara, Fahiz, Boons, Martijn, Tamoni, Andrea (2024). Persistent and transitory components of firm characteristics: Implications for asset pricing. Journal of Financial Economics, 154.
  • Boons, Martijn, Ottonello, Giorgio, Valkanov, Rossen (2023). Do credit markets respond to macroeconomic shocks? The case for reverse causality. The Journal of Finance, 78 (5), 2901-2943.
  • van Binsbergen, Jules H., Boons, Martijn, Opp, Christian C., Tamoni, Andrea (2023). Dynamic asset (mis)pricing: Build-up versus resolution anomalies. Journal of Financial Economics, 147 (2), 406-431.
  • Barroso, Pedro, Boons, Martijn, Karehnke, Paul (2021). Time-varying state variable risk premia in the ICAPM. Journal of Financial Economics, 139 (2), 428-451.
  • Yara, Fahiz Baba, Boons, Martijn, Tamoni, Andrea (2021). Value return predictability across asset classes and commonalities in risk premia. Review Of Finance, 25 (2), 449-484.
  • Boons, Martijn, Duarte, Fernando, de Roon, Frans, Szymanowska, Marta (2020). Time-varying inflation risk and stock returns. Journal of Financial Economics, 136 (2), 444-470.
  • Boons, Martijn, Prado, Melissa Porras (2019). Basis-momentum. The Journal of Finance, 74 (1), 239-279.
  • Boons, Martijn (2016). State variables, macroeconomic activity, and the cross section of individual stocks. Journal of Financial Economics, 119 (3), 489-511.
  • Baba-Yara, Fahiz, Boons, Martijn, Tamoni, Andrea (Nov 2019), (SSRN), Value return predictability across asset classes and commonalities in risk premia.