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Home | Alumni | Key alumni publications

Alumni types

Year

35 key alumni publications

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  • Bleichrodt, H., Kothiyal, A., Filko, M. and Wakker, P. (2017). Making Case-Based Decision Theory Directly Observable American Economic Journal: Microeconomics, 9(1):123--151.
  • Menkveld, \AlbertJ.\, Yueshen, \.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534.

  • Sven Fischer (2017). Potential Pareto Public Goods Journal of Public Economics.
  • Lucas, A., Schwaab, B. and Zhang, X. (2017). Modeling Financial Sector Joint Tail Risk in the Euro Area Journal of Applied Econometrics, 32(1):171--191.
  • \Moraga Gonzalez\, J.L., Sandor, Z. and Wildenbeest, M. (2017). Prices and heterogeneous search costs RAND Journal of Economics, 48(1):125--146.
  • Opschoor, A., \Van Dijk\, D. and \van der Wel\, M. (2017). Combining density forecasts using focused scoring rules Journal of Applied Econometrics, 32(7):1298--1313.

  • Francesco Ravazzolo (2017). Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts Journal of Business and Economic Statistics.
  • Menkveld, \AlbertJ.\ and Zoican, \MariusA.\ (2017). Need for speed? Exchange latency and liquidity Review of Financial Studies, 30(4):1188--1228.
  • Koster, \HansR.A.\ and Rouwendal, J. (2017). Historic Amenities and Housing Externalities: Evidence from the Netherlands Economic Journal, 127(605):F396--F420.
  • Buser, T., Peter, N. and Wolter, S. (2017). Gender, competitiveness, and study choices in high school: Evidence from Switzerland American Economic Review, 107(5):125--130.

  • Francesco Ravazzolo (2017). Density Forecasts With Midas Models Journal of Applied Econometrics.

  • Francesco Lippi (2017). Cash burns: An inventory model with a cash-credit choice Journal of Monetary Economics.
  • Aït-Sahalia, Y., Fan, J., Laeven, R., Wang, C. and Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects Journal of the American Statistical Association, 112(520):1744--1758.
  • Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.
  • van Bruggen, P. and Heufer, J.P.M. (2017). Afriat in the lab Journal of Economic Theory, 169:546--550.