3372 Discussion Papers

• 13-155/III - A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data

  Authors: Charles S. Bos, VU University Amsterdam; Pawel Janus, VU University Amsterdam

  Date: October 04, 2013

• 13-154/IV - Identifying Cross-Sided Liquidity Externalities

  Authors: Johannes A. Skjeltorp, Norges Bank, Norway; Elvira Sojli, Rotterdam School of Management, Erasmus University Rotterdam, Duisenberg school of finance; Wing Wah Tham, Erasmus University Rotterdam

  Date: October 03, 2013

• 13-153/IV - Hole in the Wall: Informed Short Selling ahead of Private Placements

  Authors: Henk Berkman, University of Auckland, Australia; Michael McKenzie, University of Sydney; Patrick Verwijmeren, Erasmus University Rotterdam, Duisenberg School of Finance, The Netherlands; University of Melbourne; University of Glasgow

  Date: October 03, 2013

• 13-152/IV - Does it pay to invest in Art? A Selection-corrected Returns Perspective

  Authors: Arthur Korteweg, Stanford Graduate School of Business, Stanford, California, United States of America; Roman Kräussl, Luxembourg School of Finance and the Center for Alternative Investments at Goizueta Business School, Emory University; Patrick Verwijmeren, Erasmus University Rotterdam, Duisenberg School of Finance,The Netherlands; University of Melbourne; University of Glasgow

  Date: October 03, 2013

• 13-151/III - A Note on an Estimation Problem in Models with Adaptive Learning

  Authors: Norbert Christopeit, University of Bonn, Germany; Michael Massmann, VU University Amsterdam

  Date: September 26, 2013

• 13-150/VI - Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis

  Authors: Roel Beetsma, University of Amsterdam; Massimo Giuliodori, University of Amsterdam; Frank de Jong, Tilburg University; Daniel Widijanto, BNG Vermogensbeheer, The Hague

  Date: September 23, 2013

• 13-149/VI - Participation Constraints in Pension Systems

  Authors: Roel Beetsma, University of Amsterdam; Ward Romp, University of Amsterdam

  Date: September 23, 2013

• 13-148/VIII - Space and Knowledge Spillovers in European Regions

  Authors: Andrea Caragliu, Politecnico di Milano, Italy; Peter Nijkamp, VU University Amsterdam

  Date: September 20, 2013

• 13-147/VIII - Assessment of Local Key Sectors in a Triple-Layer Spatial System

  Authors: Eveline van Leeuwen, VU University Amsterdam; Yoshifumi Ishikawa, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam

  Date: September 20, 2013

• 13-146/VIII - Crowding Externalities from Tourist Use of Urban Space

  Authors: Bart Neuts, KU Leuven, Belgium; Peter Nijkamp, VU University Amsterdam; Eveline van Leeuwen, VU University Amsterdam

  Date: September 20, 2013

• 13-145/VIII - Modelling Tourism Development and Long-run Economic Growth in Aruba

  Authors: Jorge Ridderstaat, Central Bank of Aruba, The Netherlands; Robertico Croes, University of Central Florida, United States of America; Peter Nijkamp, VU University Amsterdam

  Date: September 19, 2013

• 13-144/VIII - Homeownership, Unemployment and Commuting Distances

  Authors: Yuval Kantor, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam; Jan Rouwendal, VU University Amsterdam

  Date: September 19, 2013

• 13-143/V - The Wear and Tear on Health: What is the Role of Occupation?

  Authors: Bastian Ravesteijn, Erasmus University Rotterdam; Hans van Kippersluis, Erasmus University Rotterdam; Eddy van Doorslaer, Erasmus University Rotterdam

  Date: September 17, 2013

• 13-142/III - Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model

  Authors: Monica Billio, University of Venice, GRETA Assoc. and School for Advanced Studies in Venice, Italy; Roberto Casarin, University of Venice, GRETA Assoc. and School for Advanced Studies in Venice, Italy; Francesco Ravazzolo, Norges Bank and BI Norwegian Business School, Norway; Herman K. van Dijk, Erasmus University Rotterdam, and VU University Amsterdam, The Netherlands

  Date: September 16, 2013

• 13-141/VIII - From Islands to Hubs of Innovation: Connecting Innovative Regions

  Authors: Andrea Caragliu, Politecnico di Milano, Italy; Peter Nijkamp, VU University Amsterdam

  Date: September 12, 2013

• 13-140/VIII - An Exploratory Landscape Metrics Approach to Agricultural Changes: Applications of Spatial Economic Consequences for the Algarve, Portugal

  Authors: Eric de Noronha Vaz, Ryerson University, Department of Geography, Toronto, Canada, and University of the Algarve, CIEO, Faro, Portugal; Teresa de Noronha, University of the Algarve, CIEO, Faro, Portugal; Peter Nijkamp, VU University Amsterdam

  Date: September 12, 2013

• 13-139/VIII - Mobile Phone Data and Urban Analysis: An Exploratory Space – Time Study

  Authors: Emmanouil Tranos, VU University Amsterdam; John Steenbruggen, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam

  Date: September 30, 2013

• 13-138/VIII - Digital Destinations in the Tourist Sector: A Path Model for the Impact of e-Services on Tourist Expenditures in Amsterdam

  Authors: Bart Neuts, KU Leuven, Belgium; Joao Romao, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam; Eveline van Leeuwen, VU University Amsterdam

  Date: September 12, 2013

• 13-137/VIII - A Target-Oriented Data Envelopment Analysis for Energy-Environment Efficiency Improvement in Japan

  Authors: Soushi Suzuki, Hokkai-Gakuen University, Japan; Peter Nijkamp, VU University Amsterdam; Piet Rietveld, VU University Amsterdam

  Date: September 10, 2013

• 13-136/VI - Labour Market Effects of International Fragmentation of Production; Evidence from a Survey and Case Studies in the Dutch Industry

  Authors: Ebel Berghuis, Windesheim Business School, Zwolle, The Netherlands; Frank A.G. den Butter, VU University Amsterdam

  Date: September 10, 2013