158 Key Publications

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  Adams, R., Akyol, A. and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662.

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  Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985.

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  Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2018). Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans Review of Financial Studies, 31(8):2855--2896.

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  Janus, P., Lucas, A.(., Opschoor, A.(. and van Dijk, D. (2018). New HEAVY models for fat-tailed realized covariances and returns Journal of Business and Economic Statistics, 36(4):643--657.

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  van Bekkum, S., Gabarro Bonet, M. and Irani, RustomM. (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896.

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  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.
• Siganos, A., Vagenas-Nanos, E. and Verwijmeren, P. (2017). Divergence of sentiment and stock market trading Journal of Banking and Finance, 78(May):130--141.

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  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.
• van Bekkum, S. (2017). Ireland's 2010 EU/IMF Intervention: Costs and Benefits Journal of Banking and Finance, 72(4):175--183.

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  Goyal, S., Rosenkranz, S., Weitzel, U. and Buskens, V. (2017). Information Acquisition and Exchange in Social Networks Economic Journal, 127(606):2302--2331.

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

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  Busch, P. and Obernberger, S. (2017). Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices Review of Financial Studies, 30(1):324--362.

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  Andonov, A., Bauer, R. and Cremers, M. (2017). Pension Fund Asset Allocation and Liability Discount Rates Review of Financial Studies, 30(8):2555--2595.

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  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.
• Kaeck, A., Rodrigues, P. and Seeger, N.J. (2017). Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models Journal of Banking and Finance, 83:85--103.
• van de Leur, M.C.W., Lucas, A. and Seeger, NormanJ. (2017). Network, market, and book-based systemic risk rankings Journal of Banking and Finance, 78:84--90.

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

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  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.

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

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  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.