Aït-Sahalia, Y., Fan, J., Laeven, R., Wang, C. and Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects Journal of the American Statistical Association, 112(520):1744--1758.
831 Key Publications
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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. -
Bleichrodt, H., Kothiyal, A., Filko, M. and Wakker, P. (2017). Making Case-Based Decision Theory Directly Observable American Economic Journal: Microeconomics, 9(1):123--151. -
Boring, A. (2017). Gender biases in student evaluations of teaching Journal of Public Economics, 145:27--41. -
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. -
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. -
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. -
Menkveld, AlbertJ. and Zoican, MariusA. (2017). Need for speed? Exchange latency and liquidity Review of Financial Studies, 30(4):1188--1228. -
Koster, HansR.A. and Rouwendal, J. (2017). Historic Amenities and Housing Externalities: Evidence from the Netherlands Economic Journal, 127(605):F396--F420. -
Buser, T., Peter, N. and Wolter, S. (2017). Gender, competitiveness, and study choices in high school: Evidence from Switzerland American Economic Review, 107(5):125--130. -
Erbahar, A. and Zi, Y. (2017). Cascading Trade Protection: Evidence from the US Journal of International Economics, 108:274--299. -
Karabiyik, H., Reese, S. and Westerlund, J. (2017). On the role of the rank condition in CCE estimation of factor-augmented panel regressions Journal of Econometrics, 197(1):60--64. -
Gerritsen, A. (2017). Equity and efficiency in rationed labor markets Journal of Public Economics, 153:56--68. -
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. -
Jacobs, B., Jongen, E. and Zoutman, F. (2017). Revealed social preferences of Dutch political parties Journal of Public Economics, 156:81--100. -
Kole, E. and van Dijk, D. (2017). How to identify and forecast bull and bear markets? Journal of Applied Econometrics, 32(1):120--139. -
Marie, O. and Chevalier, A. (2017). Economic Uncertainty, Parental Selection, and Children’s Educational Outcome. The Journal of Political Economy, 152(2):393--430. -
Marie, O. and Zoelitz, U. (2017). High Achievers? Cannabis Access and Student Performance Review of Economic Studies, :. -
Markiewicz, A. and Lansing, K. (2017). Top Incomes, Rising Inequality, and Welfare Economic Journal, 138(608):262--297.