42 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.

• 

  Lucas, A., Schwaab, B. and Zhang, X. (2017). Modeling Financial Sector Joint Tail Risk in the Euro Area Journal of Applied Econometrics, 32(1):171--191.

• 

  De Haan, M. (2017). THE EFFECT OF ADDITIONAL FUNDS FOR LOW-ABILITY PUPILS: A NON-PARAMETRIC BOUNDS ANALYSIS Economic Journal, 127(599):177--198.

• 

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

• 

  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.

• 

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

• 

  Bernasco, W., de Graaff, T., Rouwendal, J. and Steenbeek, W. (2017). Social Interactions and Crime Revisited: An Investigation Using Individual Offender Data in Dutch Neighborhoods Review of Economics and Statistics, 99(4):622--636.

• 

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

• 

  Lundborg, P., Plug, E. and Rasmussen, A. (2017). Can women have children and a career? IV evidence from IVF treatments American Economic Review, 107(6):1611--1637.

• 

  Kole, E. and van Dijk, D. (2017). How to identify and forecast bull and bear markets? Journal of Applied Econometrics, 32(1):120--139.

• 

  Grossman, Z. and van der Weele, J.J. (2017). Self-image and willful ignorance in social decisions Journal of the European Economic Association, 15(1):173--217.

• 

  Westerlund, J., Karabiyik, H. and Narayan, P. (2017). Testing for predictability in panels with general predictors Journal of Applied Econometrics, 32(3):554--574.

• 

  Marie, O. and Zölitz, U. (2017). 'High' achievers? Cannabis access and academic performance Review of Economic Studies, 84(3):1210--1237.

• 

  Everaert, G., Pozzi, L. and Schoonackers, R. (2017). On the stability of the excess sensitivity of aggregate consumption growth in the USA Journal of Applied Econometrics, 32(4):819--840.

• 

  Erbahar, A. and Zi, Y. (2017). Cascading Trade Protection: Evidence from the US Journal of International Economics, 108:274--299.

• 

  Gautier, PieterA. and Holzner, ChristianL. (2017). Simultaneous search and efficiency of entry and search intensity American Economic Journal: Microeconomics, 9(3):245--282.

• 

  Weber, M. and Schram, A. (2017). The Non-Equivalence of Labour Market Taxes: A Real-Effort Experiment Economic Journal, 127(604):2187--2215.

• 

  Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.

• 

  Brinkman, S.A., Hasan, A., Jung, H., Kinnell, A. and Pradhan, M. (2017). The impact of expanding access to early childhood education services in rural Indonesia Journal of Labor Economics, 35(S1):S305--S335.

• 

  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.