Scholtus, M.(., van Dijk, D. and Frijns, B. (2014). Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements Journal of Banking and Finance, 38:89--105.
28 key alumni publications
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Mesters, G. and Koopman, S. (2014). Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time Journal of Econometrics, 180(2):127--140. -
Linde, J., Sonnemans, J. and Tuinstra, J. (2014). Strategies and evolution in the minority game: a multi-round strategy experiment Games and Economic Behavior, 86:77--95.
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Albrecht, J., Gautier, P. and Vroman, S. (2014). Efficient Entry in Competing Auctions American Economic Review, 104(10):3288--3296. -
Bartelsman, E. and Wolf, Z. (2014). Forecasting Aggregate Productivity using Information from Firm-level Data Review of Economics and Statistics, 96(4):745--755. -
Mulalic, I., van Ommeren, J.N. and Pilegaard, N. (2014). Wages and commuting: quasi-natural experiments' evidence from firms that relocate Economic Journal, 124(579):1086--1105. -
Buser, T., Niederle, M. and Oosterbeek, H. (2014). Gender, competitiveness and career choices Quarterly Journal of Economics, 129(3):1409--1447. -
Francesco Lippi (2014). Price Setting With Menu Cost for Multiproduct Firms Econometrica.