Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.
27 key alumni publications
-
-
Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.
-
Christensen, B. and van der Wel, M. (2019). An Asset Pricing Approach to Testing General Term Structure Models Journal of Financial Economics, 134(1):165--191.
-
Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
-
Belot, M., Kircher, P. and Muller, P. (2019). Providing advice to jobseekers at low cost: An experimental study on online advice Review of Economic Studies, 86(4):1411--1447.
-
Pietro Dindo (2019). Survival in speculative markets Journal of Economic Theory.
-
Brügemann, B., Gautier, P. and Menzio, G. (2019). Intra firm bargaining and shapley values Review of Economic Studies, 86(2):564--592.
-
Tim Willems (2019). A note on optimal experimentation under risk aversion Journal of Economic Theory.
-
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.
-
Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L. and van Dijk, H.K. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies Journal of Econometrics, 210(1):170--186.
-
Bolhaar, J., Ketel, N. and van Der Klaauw, B. (2019). Job search periods for welfare applicants: Evidence from a randomized experiment American Economic Journal: Applied Economics, 11(1):92--125.
-
Boot, T. and Pick, A. (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, 215(1):35--59.
-
Hommes, C. and Lustenhouwer, J. (2019). Inflation targeting and liquidity traps under endogenous credibility Journal of Monetary Economics, 107:48--62.
-
van den Berg, GerardJ. and van der Klaauw, B. (2019). Structural empirical evaluation of job search monitoring International Economic Review, 60(2):879--903.
-
Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
-
Galama, TitusJ. and van Kippersluis, H. (2019). A theory of socio-economic disparities in health over the life cycle Economic Journal, 129(617):338--374.
-
Francesco Ravazzolo (2019). Identification of financial factors in economic fluctuations Economic Journal.
-
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.
-
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.
-
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.