158 Key Publications

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  Koudijs, P. (2016). The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment The Journal of Finance, 71(3):1185--1226.

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

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  Baltussen, G., assem, M. and van Dolder, D.(. (2012). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.

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

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

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  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.

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  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.

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

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

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

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  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.
• Dittmann, I., Kübler, D., Maug, E. and Mechtenberg, L. (2014). Why votes have a value? Games and Economic Behavior, 84:17--38.

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

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

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  Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841.
• Dai, Y., Gryglewicz, S., Smit, H. and De Maeseneire, W. (2013). Similar Bidders in Takeover Contests Games and Economic Behavior, 82:544--561.
• Kosse, A. and Jansen, D.J. (2013). Choosing how to pay: The influence of foreign backgrounds Journal of Banking and Finance, 37(3):989--998.

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  Dittmann, I., Maug, E.G. and Spalt, O. (2013). Indexing executive compensation contracts Review of Financial Studies, 26(12):3182--3224.
• Baltussen, G., Post, G.(. and Van Vliet, P. (2012). Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle Journal of Banking and Finance, 36(12):3382--3398.
• Duca, E.(., Dutordoir, M.(., Veld, C. and Verwijmeren, P. (2012). Why are convertible bond announcements associated with increasingly negative abnormal stock returns? An arbitrage-based explanation Journal of Banking and Finance, 36(11):2884--2899.