115 Key Publications

• 

  Menkveld, AlbertJ., Yueshen, B.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534.

• 

  Menkveld, AlbertJ. and Zoican, MariusA. (2017). Need for speed? Exchange latency and liquidity Review of Financial Studies, 30(4):1188--1228.

• 

  Gryglewicz, S., Décamps, J., Morellec, E. and Villeneuve, S. (2017). Corporate Policies with Permanent and Transitory Shocks Review of Financial Studies, 30(1):162--210.

• 

  Opschoor, A., Van Dijk, D. and van der Wel, M. (2017). Combining density forecasts using focused scoring rules Journal of Applied Econometrics, 32(7):1298--1313.

• 

  Pfeil, S., Klimenko, N. and Rochet, J. (2017). A simple macroeconomic model with extreme financial frictions Journal of Mathematical Economics, 86:92--102.

• 

  Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779.

• 

  Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.

• 

  Grundy, BruceD. and Verwijmeren, P. (2016). Disappearing Call Delay and Dividend-Protected Convertible Bonds The Journal of Finance, 71(1):195--223.

• 

  Hillert, A., Maug, E. and Obernberger, S. (2016). Stock repurchases and liquidity Journal of Financial Economics, 119(1):186--209.

• 

  Korteweg, A., Kraussl, R. and Verwijmeren, P. (2015). Does it pay to invest in art? A selection-corrected returns perspective Review of Financial Studies, 29(4):1007--1038.

• 

  Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.

• 

  Seeger, N., Rodrigues, P. and Ignatieva, K. (2015). Empirical Analysis of Affine vs. Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices Journal of Business and Economic Statistics, 33(1):68--75.

• 

  van Dolder, D., van den Assem, M.J., Camerer, C. and Thaler, R. (2015). Standing United or Falling Divided? High Stakes Bargaining in a TV Game Show American Economic Review, 105(5):402--407.

• 

  Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557.

• 

  Koudijs, P. (2015). Those who know most: Insider trading in eighteenth-century Amsterdam Journal of Political Economy, 123(6):1356--1409.

• 

  Buch, C., Buchholz, M. and Tonzer, L. (2015). Uncertainty, Bank Lending, and Bank-Level Heterogeneity IMF Economic Review, 63(4):919--954.

• 

  Alfaro, L., Kalemli-Ozcan, S. and Volosovych, V. (2014). Sovereigns, Upstream Capital Flows and Global Imbalances Journal of the European Economic Association, 12(5):1240--1284.

• 

  Menkveld, A. and Hendershott, T. (2014). Price Pressures Journal of Financial Economics, 114(3):405--423.

• 

  Peters, F. and Wagner, A. (2014). The executive turnover risk premium The Journal of Finance, 69(4):1529--1563.

• 

  Kalemli-Ozcan, S., Sorensen, B. and Volosovych, V. (2014). Deep Financial Integration and Volatility Journal of the European Economic Association, 12(6):1558--1585.