Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555.
33 key alumni publications
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van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
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Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
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Pietro Dindo (2019). Survival in speculative markets Journal of Economic Theory.
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Brügemann, B., Gautier, P. and Menzio, G. (2019). Intra firm bargaining and shapley values Review of Economic Studies, 86(2):564--592.
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Tim Willems (2019). A note on optimal experimentation under risk aversion Journal of Economic Theory.
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Tse-Chun Lin (2019). Ex-Day Returns of Stock Distributions: An Anchoring Explanation Management Science.
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Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.
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Alexei Parakhonyak (2019). Optimal Sales Schemes for Network Goods Management Science.
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Koster, HansR.A. and van Ommeren, J. (2019). Place-based policies and the housing market Review of Economics and Statistics, 101(3):400--414.
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Wang, W., Zhang, X.(. and Paap, R. (2019). To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
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Turmunkh, U., Van den Assem, MartijnJ. and Van Dolder, D. (2019). Malleable Lies: Communication and Cooperation in a High Stakes TV Game Show Management Science, 65(10):4795--4812.
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Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.