3457 Discussion Papers

• 15-090/III - Daily Market News Sentiment and Stock Prices

  Authors: David E. Allen, Centre for Applied Financial Studies, Adelaide, University of South Australia, and University of Sydney, Australia; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, and Complutense University of Madrid, Spain; Abhay K. Singh, Edith Cowan University, Perth, Australia

  Date: July 28, 2015

• 15-089/III - Multivariate Volatility Impulse Response Analysis of GFC News Events

  Authors: David E. Allen, University of Sydney, and University of South Australia, Australia; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, and Complutense University of Madrid, Spain; Robert Powell, Edith Cowan University; Abhay K. Singh, Edith Cowan University

  Date: July 27, 2015

• 15-088/II - Booms, Busts and Behavioural Heterogeneity in Stock Prices

  Authors: Cars Hommes, University of Amsterdam; Daan in't Veld, University of Amsterdam

  Date: July 27, 2015

• 15-087/II - Monetary Policy under Behavioral Expectations: Theory and Experiment

  Authors: Cars Hommes, University of Amsterdam; Domenico Massaro, University of Amsterdam; Matthias Weber, University of Amsterdam

  Date: July 27, 2015

• 15-086/III - Specification Testing in Hawkes Models

  Authors: Francine Gresnigt, Erasmus University Rotterdam, the Netherlands; Erik Kole, Erasmus University Rotterdam, the Netherlands; Philip Hans Franses, Erasmus University Rotterdam, the Netherlands

  Date: July 24, 2015

• 15-085/VIII - Congestion Pricing in Urban Polycentric Networks with Distorted Labor Markets: A Spatial General Equilibrium Model for the Area Randstad

  Author: Ioannis Tikoudis, VU University Amsterdam, the Netherlands

  Date: July 23, 2015

• 15-084/III - Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance

  Authors: Roberto Casarin, University Ca' Foscari of Venice; Stefano Grassi, University of Kent, United Kingdom; Francesco Ravazzolo, Norges Bank, Norway; Herman K. van Dijk, VU University Amsterdam, Erasmus University Rotterdam, the Netherlands

  Date: March 24, 2016

• 15-083/III - In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models

  Authors: Francisco Blasques, VU University Amsterdam, the Netherlands; Siem Jan Koopman, VU University Amsterdam, the Netherlands; Katarzyna Lasak, VU University Amsterdam, the Netherlands; André Lucas, VU University Amsterdam, the Netherlands

  Date: July 09, 2015

• 15-082/III - Why do Pit-Hours outlive the Pit?

  Authors: Sait R. Ozturk, Erasmus University Rotterdam, the Netherlands; Michel van der Wel, Erasmus University Rotterdam, the Netherlands; Dick van Dijk, Erasmus University Rotterdam, the Netherlands

  Date: July 07, 2015

• 15-081/V - Employers Opting Out of Public Disability Insurance: Selection or Incentive Effects?

  Authors: Wolter H.J. Hassink, Utrecht University School of Economics, the Netherlands; Pierre Koning, VU University Amsterdam, the Netherlands; Wim Zwinkels, VU University Amsterdam, the Netherlands

  Date: July 07, 2015

• 15-080/II - Note on ‘Competition in Two-sided Markets’

  Authors: Yuyu Zeng, VU University Amsterdam, the Netherlands; Harold Houba, VU University Amsterdam, the Netherlands; Gerard van der Laan, VU University Amsterdam, the Netherlands

  Date: July 06, 2015

• 15-079/IV - Mortgage Finance and Technological Change

  Authors: Robin Döttling, University of Amsterdam, the Netherlands; Enrico Perotti, University of Amsterdam, the Netherlands

  Date: July 06, 2015

• 15-078/VIII - Train Commuters' Scheduling Preferences: Evidence from a Large-Scale Peak Avoidance Experiment

  Authors: Stefanie Peer, VU University Amsterdam, the Netherlands, and Vienna University of Economics and Business, Vienna, Austria; Jasper Knockaert, VU University Amsterdam, the Netherlands; Erik Verhoef, VU University Amsterdam, the Netherlands

  Date: July 06, 2015

• 15-077/III - Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Yiying Li, National Tsing Hua University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam; Complutense University of Madrid, Spain

  Date: July 06, 2015

• 15-076/IV - Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model

  Authors: Siem Jan Koopman, VU University Amsterdam; Rutger Lit, VU University Amsterdam; Andre Lucas, VU University Amsterdam

  Date: July 01, 2015

• 15-075/VIII - Measuring Competition Intensity; An Application to Air/HSR Transport Markets

  Authors: Christiaan Behrens, VU University Amsterdam; Mark Leijsen, VU University Amsterdam

  Date: June 24, 2015

• 15-074/VI - On Positive Value of Information in Risk Sharing

  Authors: Piotr Denderski, VU University Amsterdam, the Netherlands; Christian Stoltenberg, University of Amsterdam, the Netherlands

  Date: June 15, 2015

• 15-073/V - The Effect of Sibling's Gender on Earnings, Education and Family Formation

  Authors: Noemi Peter, University of Bern, Switzerland; Petter Lundborg, Lund University, Sweden; Dinand Webbink, Erasmus University Rotterdam, the Netherlands

  Date: June 04, 2015

• 15-072/II - From Hierarchies to Levels: New Solutions for Games

  Authors: Mikel Álvarez-Mozos, Universitat de Barcelona, Spain; René van den Brink, VU University Amsterdam, the Netherlands; Gerard van der Laan, VU University Amsterdam, the Netherlands; Oriol Tejada, ETH Zürich, Switzerland

  Date: June 02, 2015

• 15-071/II - A Bargaining Experiment with Asymmetric Institutions and Preferences

  Authors: Aaron Kamm, University of Amsterdam, the Netherlands; Harold Houba, VU University Amsterdam, the Netherlands

  Date: June 01, 2015