30 Key Publications

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  Aastveit, K.A., Ravazzolo, F. and H.K. van Dijk (2018). Combined Density Nowcasting in an Uncertain Economic Environment Journal of Business and Economic Statistics, 36(1):131-145.

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  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.

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

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

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  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.

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  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.

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  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.

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  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.

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

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

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  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.

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  Jochem, T., Ladika, T. and Sautner, Z. (2018). The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting Review of Financial Studies, 31(11):4142–4186.

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

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

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  Morgan, J., Sisak, D. and Várdy, F. (2017). The Ponds Dilemma Economic Journal, 128(611):1634--1682.

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  Keijsers, B., Diris, B. and Kole, E. (2018). Cyclicality in losses on bank loans Journal of Applied Econometrics, 33(4):533--552.

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  Muller, P., van der Klaauw, B., Gautier, P., Rosholm, M. and Svarer, M. (2018). Estimating equilibrium effects of job search assistance Journal of Labor Economics, 36(4):1073--1125.

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  Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.

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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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  Blasques, F. and Duplinskiy, A. (2018). Penalized indirect inference Journal of Econometrics, 205(1):34--54.