Guido Baltussen

National Trust — United Kingdom

Economics, Econometrics and Finance · Social Sciences

18h-index1.7kcitations55works0.22yr avg
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Research Topics

Financial Markets and Investment Strategies(31), Decision-Making and Behavioral Economics(17), Market Dynamics and Volatility(11), Economic and Environmental Valuation(10), Experimental Behavioral Economics Studies(9)

Publications55 total

Momentum Factor Investing: Evidence and Evolution
The Journal of Portfolio Management·2025
Momentum factor investing: Evidence and evolution
SSRN Electronic Journal·2025Open Access
The Cross-Section of Corporate Bond Returns
SSRN Electronic Journal·2025· 1 citedOpen Access
Factoring in the Low-Volatility Factor
SSRN Electronic Journal·2025Open Access
End-of-Day Reversal
SSRN Electronic Journal·2024Open Access
Investing in Deflation, Inflation, and Stagflation Regimes
Financial Analysts Journal·2023· 16 citedOpen Access
The Equity Derivative Payoff Bias
SSRN Electronic Journal·2023· 1 citedOpen Access
Fund Selection: Sense and Sensibility
Financial Analysts Journal·2022· 1 citedOpen Access
Investing in Deflation, Inflation, and Stagflation Regimes
SSRN Electronic Journal·2022· 9 citedOpen Access
Caught by Surprise: How Markets Respond to Macroeconomic News
SSRN Electronic Journal·2022· 3 citedOpen Access
Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
The Journal of Portfolio Management·2021· 4 citedOpen Access
Global factor premiums
Journal of Financial Economics·2021· 70 citedOpen Access
Predicting Bond Returns: 70 Years of International Evidence
Financial Analysts Journal·2021· 6 citedOpen Access
Hedging demand and market intraday momentum
Journal of Financial Economics·2021· 86 citedOpen Access
Hedging Demand and Market Intraday Momentum
SSRN Electronic Journal·2021· 2 citedOpen Access
The Cross-Section of Stock Returns before 1926 (And Beyond)
SSRN Electronic Journal·2021· 7 citedOpen Access
Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
SSRN Electronic Journal·2021· 3 citedOpen Access
When Equity Factors Drop Their Shorts
Financial Analysts Journal·2020· 28 citedOpen Access
Predicting Bond Returns: 70 Years of International Evidence
SSRN Electronic Journal·2020· 5 citedOpen Access
Equity Styles and the Spanish Flu
SSRN Electronic Journal·2020· 6 citedOpen Access
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Frequent Co-authors

Pim van Vliet(15), Martijn J. van den Assem(11), Thierry Post(10), Martin Martens(6), Zhi Da(5), Sjoerd van Bekkum(4), Laurens Swinkels(4), David Blitz(4), Bart van Vliet(4), Olaf Penninga(4), Richard H. Thaler(3), Bart van der Grient(3), G.T. Post(3), Dennie van Dolder(3), Sten Lammers(2), Kaisa Hytönen(2), Vasily Klucharev(2), Alan G. Sanfey(2), Ale Smidts(2), Amar Soebhag(2)