Professor Ben Jacobsen
Professor of Finance
Professor Ben Jacobsen is a Professor of Finance at Massey University and a member of the New Zealand Institute of Advanced Study (NZIAS) Auckland, New Zealand. Before coming to New Zealand he worked at the University of Amsterdam and Erasmus University Rotterdam in the Netherlands.
Ben has written five books on investments and he was a columnist for different Dutch magazines and newspapers. He has published over thirty refereed academic journal articles in among others, the American Economic Review, the Journal of Financial Economics, the European Economic Review and the Journal of Banking and Finance. He was among the top 100 business economists (out of over a 100,000) to obtain more than 25,000 downloads on the SSRN. In over five hundred columns and thirty articles he has discussed insights of academic research for professional and private investors. He is an associate editor for 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 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 and the media frequently interviews him on actual market developments.
Ben is an advisor to Saemor Capital and a member of the supervisory board of Wilgenhaege. In the past he has worked as a consultant for a large number of financial institutions and the media. He was one of the co-founders of the company Investment Insight.
- Stock Markets
- Asset Pricing
Zhang, C. & Jacobsen, B. (2012). Are monthly seasonals real? A three century perspective. Forthcoming in Review of Finance.
Berkman, H., Jacobsen, B. & Lee, J. Time-varying rare disaster risk and stock returns. Journal of Financial Economics, Vol. 101(2), pp. 313 - 332.
Gregory-Allen, R., Jacobsen, B. & Marquering, W. (2010) The Daylight Saving Time Anomaly in Stock Returns: Fact or Fiction? The Journal of Financial Research, Vol. XXXIII(4), pp. 403 - 427.
Jacobsen, B., Marquering, W. & Lee, J.B.T. (2009). Waarom beleggen mannen meer in aandelen dan vrouwen? Kwartaalschrift Economie, Vol 6(1), pp. 59 - 77.
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.
Berkman, H. & Jacobsen, B. (2005). The world price of war and peace. SSRN Working Paper Series