Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.
33 key alumni publications
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van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
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Menkveld, AlbertJ. and Yueshen, B.Z. (2019). The flash crash: A cautionary tale about highly fragmented markets Management Science, 65(10):4470--4488.
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van Ophem, H., van Giersbergen, N., van Garderen, K.J. and Bun, M. (2019). The cyclicality of R&D investment and innovation revisited Journal of Applied Econometrics, 34(2):315--324.
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Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L. and van Dijk, H.K. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies Journal of Econometrics, 210(1):170--186.
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Bolhaar, J., Ketel, N. and van Der Klaauw, B. (2019). Job search periods for welfare applicants: Evidence from a randomized experiment American Economic Journal: Applied Economics, 11(1):92--125.
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Galama, TitusJ. and van Kippersluis, H. (2019). A Theory of Socio-economic Disparities in Health over the Life Cycle Economic Journal, 129(617):338--374.
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Cornea-Madeira, A., Hommes, C. and Massaro, D. (2019). Behavioral Heterogeneity in U.S. Inflation Dynamics Journal of Business and Economic Statistics, 37(2):288--300.
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Barr, A., Dekker, M., Janssens, W., Kebede, B. and Kramer, B. (2019). Cooperation in polygynous households American Economic Journal: Applied Economics, 11(2):266--283.
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Buser, T. and Yuan, H. (2019). Do women give up competing more easily? Evidence from the lab and the Dutch Math Olympiad American Economic Journal: Applied Economics, 11(3):225--252.
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Kong, C., Granic, G., Lambert, N. and Teo, C.(. (2019). Judgment Error in Lottery Play: When the Hot-Hand Meets the Gambler's Fallacy Management Science, 66(2):844--862.
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Francesco Ravazzolo (2019). Identification of financial factors in economic fluctuations Economic Journal.
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Anufriev, M., Hommes, C. and Makarewicz, T. (2019). Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments Journal of the European Economic Association, 17(5):1538--1584.