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dr. L. (Lammertjan) Dam

Universitair Hoofddocent

Supervision of PhD students


  • Bosma, J. (2014). On systemic risk formation: The role of risk spillovers, interconnectivity and macroprudential policy.
  • Qiao, K. (2020). Leverage and inefficiencies in financial markets.
  • Sklavos, K. (2021) Energy Markets and the Financial Environment. Defense planned Januari 2021
  • Vullings, D. (2021) The design and pricing of hybrid debt. Defense planned March 2021
Currently supervising

  • Bart Claassen - Macro-Finance/Asset Pricing
  • Samuel Nelemans - Consumption-based Asset Pricing/Inequality
  • Meng Han - Commodity Markets
  • Jhordano Aguilar-Loyo - Return Predictability/Panel Data Econometrics

Working papers/ Work in Progress

"Payouts and Stock Ownership" with Adri de Ridder (Uppsala University) and Kent Baker (American University) - Revise & Resubmit, 2nd round.

"The contributions of betas versus characteristics to the ESG premium” with Ambrogio Dalò (University of Groningen) and Rocco Ciciretti (University of Rome "Tor Vergata") - Submitted

"The convenience yield and the cross-section of commodity returns" with Meng Han (University of Groningen) and Bert Scholtens (University of Groningen) - Submitted

"Revisiting Predictability in Panels with General Predictors" with Jhordano Aguilar-Loyo (University of Groningen) and Arturas Juodis (University of Amsterdam) - Submitted

"What drives commodity price variation?" with Meng Han (University of Groningen) and Walt Pohl (Norwegian School of Economics) - in Progress

"The level and business cycle components of nominal and real yield curves" with Paul Bekker (University of Groningen) - in Progress

"Corporate Financing Decisions and Stock Returns: A Dynamic Stochastic General Equilibrium Approach" - with Pim Heijnen (University of Groningen) and Bart Claassen - in Progress

"The Role of Leverage in Unconditional Tests of the Capital Asset Pricing Model" with Kenan Qiao (Chinese Academy of Sciences) - in Progress

Laatst gewijzigd:25 juni 2022 15:50