Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33.
32 Key Publications
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Janssens, W. (2011). Externalities in program evaluation: the impact of a women’s empowerment program on immunization Journal of the European Economic Association, 9(6):1082--1113. -
Daniels, T., Jager, H. and Klaassen, F. (2011). Currency crises with the threat of an interest rate defence Journal of International Economics, 85(1):14--24. -
Marie, O. and Machin, S. (2011). Crime and Police Resources: The Street Crime Initiative Journal of the European Economic Association, 9:678--701. -
Belot, M. and van de Ven, J. (2011). Friendships and favouritism on the schoolground: a framed field experiment Economic Journal, 121(557):1228--1251. -
Jacobs, B. (2011). Comment: Crime in Europe and the United States: Dissecting the {\textquoteleft}Reversal of Misfortunes' Economic Policy, 26(67):347--385. -
Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325. -
Holmlund, H., Lindahl, M. and Plug, E. (2011). The causal effect of parents' schooling on children's schooling: a comparison of estimation methods Journal of Economic Literature, 49(3):615--651. -
Diks, C., Panchenko, V. and van Dijk, D. (2011). Likelihood-Based Scoring Rules for Comparing Density Forecast in Tails Journal of Econometrics, 163(2):215--230. -
Haan, M. and Moraga González, J.L. (2011). Advertising for attention in a consumer search model Economic Journal, 121(552):552--579. -
van Ours, J.C. and Williams, J. (2011). Cannabis use and mental health problems Journal of Applied Econometrics, 26(7):1137--1156. -
van Ours, J.C. and Vollaard, B.A. (2011). Does regulation of built-in security reduce crime? Evidence from a natural experiment Economic Journal, 121(552):485--504.