28 Key Publications

• 

  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.

• 

  Khadjavi, M. and Tjaden, JasperD. (2018). Setting the bar - an experimental investigation of immigration requirements Journal of Public Economics, 165:160--169.

• 

  Kirchler, M., Lindner, F. and Weitzel, U. (2018). Rankings and Risk-Taking in the Finance Industry The Journal of Finance, 73(5):2271--2302.

• 

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

• 

  Andonov, A., Hochberg, YaelV. and Rauh, JoshuaD. (2018). Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds The Journal of Finance, 73(5):2041--2086.

• 

  Cheshire, P., Hilber, ChristianA.L. and Koster, HansR.A. (2018). Empty homes, longer commutes: The unintended consequences of more restrictive local planning Journal of Public Economics, 158(2):126--151.

• 

  Malmendier, U., Moretti, E. and Peters, F. (2018). Winning by Losing: Evidence on the Long-Run Effects of Mergers Review of Financial Studies, 31(8):3212–3264.

• 

  van der Ploeg, F. and de Zeeuw, A. (2018). Climate Tipping and Economic Growth: Precautionary Capital and the Price of Carbon Journal of the European Economic Association, 16(5):1577–1617.

• 

  de Vries, C. and Sun, P. (2018). Exploiting tail shape biases to discriminate between stable and student t alternatives. Journal of Applied Econometrics, 33(5):708--726.

• 

  Grundy, B. and Verwijmeren, P. (2018). The buyers’ perspective on security design: Hedge funds and convertible bond call provisions Journal of Financial Economics, 127(1):77--93.

• 

  Opschoor, A., Janus, P., Lucas, 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.

• 

  Picchio, M., Suetens, S. and van Ours, J.C. (2018). Labor Supply effects of winning a lottery Economic Journal, 128(611):1700--1729.

• 

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

• 

  Webbink, D., van Erp, J. and van Gastel, F. (2018). The Effect of Media Exposure of Suspects on Solving Crime Economic Journal, 127(600):547--570.

• 

  Bos, M., Breza, E. and Liberman, A. (2018). The labor market effects of credit market information Review of Financial Studies, 31(6):2005--2037.

• 

  Golez, B. and Koudijs, P. (2018). Four centuries of return predictability Journal of Financial Economics, 127(2):248--263.

• 

  Haufler, A., Mardan, M. and Schindler, D. (2018). Double tax discrimination to attract FDI and fight profit shifting: The role of CFC rules Journal of International Economics, 114:25--43.

• 

  De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.

• 

  Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects Journal of Business and Economic Statistics, 36(1):47--61.

• 

  Leung, E. and Veenman, D. (2018). Non-GAAP Earnings Disclosure in Loss Firms Journal of Accounting Research, 56(4):1083--1137.