Prof.dr. Ben Jacobsen
Expert areas: Finance (Asset Pricing, Behavioural Finance, Capital Markets, Estate Planning, Financial Analysis, Financial Engineering, Financial Institutions, International Finance, Investment Banking, Investment Management, Investments, Personal Financial Planning, Private Banking Services, Quantitative Finance)
Professor Ben Jacobsen is a Professor of Finance at the TIAS Business School at the University of Tilburg in the Netherlands. His research focuses on forecasting financial markets and behavioral finance. Ben has published over thirty refereed academic journal articles in, among others, the American Economic Review, Management Science and the Journal of Financial Economics. In over five hundred columns and thirty articles he has discussed insights of academic research for professional and private investors. He has written six books on investments and has been a columnist for different Dutch magazines and newspapers (including HP/DeTijd, de Volkskrant and Algemeen Dagblad). Ben is an associate editor of the Journal of Banking and Finance.
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 major international magazines and newspapers such as the Economist, the Wall Street Journal, the Financial Times and the New York Times. His work is also regularly quoted on major websites such as Market Watch, Forbes and Barron's.
- "The Halloween Indicator, “Sell in May and Go Away”: Everywhere and All the Time", with Cherry Zhang. Journal of International Money and Finance, 2021.
- “Forecasting Stock Returns with Model Uncertainty and Parameter Instability” with Hongwei Zhang and Fuwei Jiang, Journal of Applied Econometrics, 2020.
- “Peer Effects, Personal Characteristics and Asset Allocation” with Annie Zhang, Jasmine Fang and Ben Marshall, Journal of Banking and Finance, 2018
- “Stock Market Predictability and Industrial Metal Returns”, with Ben Marshall and Nuttawat Visaltanachoti, Management Science, 2018
- “Popularity versus Profitability: Evidence from Bollinger Bands”, with Jasmine Fang and Yafeng Qin. Journal of Portfolio management (Fall 2017).
- “Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities”, with Helen Lu. Journal of International Money and Finance, 2016.