Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs∗ Review of Financial Studies, 33(1):309--357.
807 Key Publications
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Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 213:451--481.
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Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271.
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Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109.
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Bosker, M. and Buringh, E. (2020). Ice(berg) transport costs Economic Journal, 130(629):1262--1287.
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Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979.
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Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models Journal of Applied Econometrics, 35(1):19--45.
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de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.
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Crutzen, B., Flamand, S. and Sahuguet, N. (2020). A model of a team contest, with an application to incentives under list proportional representation Journal of Public Economics, 182:.
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Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:.
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Wakker, P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, 186:.
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Beno\^it, J., Dubra, J. and Romagnoli, G. (2020). Belief Elicitation When More Than Money Matters: Controlling for “Control” American Economic Journal: Microeconomics, :.
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Pitkäjärvi, A., Suominen, M. and Vaittinen, L. (2020). Cross-asset signals and time series momentum Journal of Financial Economics, 136(1):63--85.
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König, MichaelD., Liu, X. and Zenou, Y. (2019). R&D Networks: Theory, Empirics and Policy Implications: Theory, Empirics, and Policy Implications Review of Economics and Statistics, 101(3):476--491.
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Cornea-Madeira, A., Hommes, C. and Massaro, D. (2019). Behavioral Heterogeneity in U.S. Inflation Dynamics Journal of Business and Economic Statistics, 37(2):288--300.
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Barr, A., Dekker, M., Janssens, W., Kebede, B. and Kramer, B. (2019). Cooperation in polygynous households American Economic Journal: Applied Economics, 11(2):266--283.
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Buser, T. and Yuan, H. (2019). Do women give up competing more easily? Evidence from the lab and the Dutch Math Olympiad American Economic Journal: Applied Economics, 11(3):225--252.
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Anufriev, M., Hommes, C. and Makarewicz, T. (2019). Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments Journal of the European Economic Association, 17(5):1538--1584.
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Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687.
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Hommes, C. and Lustenhouwer, J. (2019). Inflation targeting and liquidity traps under endogenous credibility Journal of Monetary Economics, 107:48--62.