Duca, E.(., Dutordoir, M.(., Veld, C. and Verwijmeren, P. (2012). Why are convertible bond announcements associated with increasingly negative abnormal stock returns? An arbitrage-based explanation Journal of Banking and Finance, 36(11):2884--2899.
35 Key Publications
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van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978. -
Estevez Fernandez, M.A. (2012). New Characterizations for Largeness of the Core Games and Economic Behavior, 76(1):160--180.
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Fok, D., Paap, R. and van Dijk, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846. -
Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348. -
Santos, A., Nogales, F., Ruiz, E. and van Dijk, D. (2012). Optimal portfolios with minimum capital requirements Journal of Banking and Finance, 36(7):1928--1942.
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van Veelen, C.M. (2012). Robustness against indirect invasions Games and Economic Behavior, 74(1):382--393.
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Baillon, A., Driesen, B. and Wakker, P. (2012). Relative Concave Utility for Risk and Ambiguity Games and Economic Behavior, 75(2):481--489.
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Brown, S., Grundy, B., Lewis, C. and Verwijmeren, P. (2012). Convertibles and hedge funds as distributors of equity exposure Review of Financial Studies, 25(10):3077--3112. -
Bosker, M., Brakman, S., Garretsen, J. and Schramm, M. (2012). Relaxing Hukou: increased labor mobility and China's economic geography Journal of Urban Economics, 72:252--266.
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Lindsey, C., van den Berg, V.A.C. and Verhoef, E. (2012). Step tolling with bottleneck queuing congestion Journal of Urban Economics, 72(1):46--59.
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Geweke, J., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100. -
Stoop, J., Noussair, C.(. and van Soest, D. (2012). From the lab to the field: Cooperation among fishermen The Journal of Political Economy, 120(6):1027--1056. -
Bolt, W., de Haan, L., Hoeberichts, M., van Oordt, M.R.C. and Swank, J. (2012). Bank profitability during recessions Journal of Banking and Finance, 36(9):2552--2564.
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Marie, O. and Vall Castello, J. (2012). Measuring the (Income) Effect of Disability Insurance Generosity on Labour Market Participation. Journal of Public Economics, 96:198--210.