de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.
35 Key Publications
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Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66.
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Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.
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Holzmeister, F., Huber, J., Kirchler, M., Lindner, F., Weitzel, U. and Zeisberger, S. (2020). What drives risk perception? A global survey with financial professionals and laypeople Management Science, 66(9):3977--4002.
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List, J., van Soest, D., Stoop, J. and Zhou, H. (2020). On The Role of Group Size in Tournaments: Theory and Evidence from Lab and Field Experiments Management Science, 66(10):4359--4919.
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Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.
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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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van Bilsen, S., Laeven, R. and Nijman, T. (2020). Consumption and Portfolio Choice under Loss Aversion and Endogenous Updating of the Reference Level Management Science, 66(9):3927–3955.
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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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Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.
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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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Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.
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Lindner, I. and Strulik, H. (2020). Innovation and inequality in a small world International Economic Review, 61(2):683--719.
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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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Peeters, T., Salaga, S. and Juravich, M. (2020). Matching and Winning? The Impact of Upper and Middle Managers on Team Performance Management Science, 66(6):2291--2799.
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Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297.
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Gryglewicz, S., Mayer, S.(. and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.
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Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and financial professionals Review of Financial Studies, 33(6):2659--2696.
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Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs∗ Review of Financial Studies, 33(1):309--357.
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Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:.