35 Key Publications

• 

  van Ours, J.C. and Vollaard, B.A. (2016). The engine immobiliser Economic Journal, 126(593):1264--1291.

• 

  Zoutman, F. and Jacobs, B. (2016). Optimal redistribution and monitoring of labor supply Journal of Public Economics, 135:15--31.

• 

  Koudijs, P. (2016). The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment The Journal of Finance, 71(3):1185--1226.

• 

  Hillert, A., Maug, E. and Obernberger, S. (2016). Stock repurchases and liquidity Journal of Financial Economics, 119(1):186--209.

• 

  Korteweg, A., Kraussl, R. and Verwijmeren, P. (2015). Does it pay to invest in art? A selection-corrected returns perspective Review of Financial Studies, 29(4):1007--1038.

• 

  Grundy, BruceD. and Verwijmeren, P. (2016). Disappearing Call Delay and Dividend-Protected Convertible Bonds The Journal of Finance, 71(1):195--223.

• 

  van Ours, J. and Vollaard, B. (2016). The Engine Immobiliser: A Non‐starter for Car Thieves Economic Journal, 126(593):1264--1291.

• 

  Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.
• Janssen, M.(. and Karamychev, V. (2016). Spiteful Bidding and Gaming in Combinatorial Clock Auctions Games and Economic Behavior, 100:186--207.

• 

  Diks, C. and Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis Journal of Applied Econometrics, 31(7):1333--1351.

• 

  Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.

• 

  Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.

• 

  Christensen, B.J., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.
• Einmahl, J., De Haan, L. and Zhou, C. (2016). Statistics of heteroscedastic extremes Journal of the Royal Statistical Society. Series B. Statistical Methodology, 78(1):31--51.
• van Ommeren, J. and van der Vlist, A.J. (2016). Households' willingness to pay for public housing Journal of Urban Economics, 92(March):91--105.