129 Key Publications

• 

  Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.

• 

  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.

• 

  Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.

• 

  Acharya, V. V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411.

• 

  Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.

• 

  Baltussen, G., van Bekkum, S. and Da, Z. (2019). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.

• 

  Quaedvlieg, R. (2019). Multi-Horizon Forecast Comparison Journal of Business and Economic Statistics, :.

• 

  Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.

• 

  Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985.

• 

  Kirchler, M., Lindner, F. and Weitzel, U. (2018). Rankings and Risk-Taking in the Finance Industry The Journal of Finance, 73(5):2271--2302.

• 

  Leung, E. and Veenman, D. (2018). Non-GAAP Earnings Disclosure in Loss Firms Journal of Accounting Research, 56(4):1083--1137.

• 

  Acharya, V. V., Eisert, T., Eufinger, C. and Hirsch, C. (2018). Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans Review of Financial Studies, 31(8):2855--2896.

• 

  Adams, R, Akyol, A and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662.

• 

  Andonov, A., Hochberg, YaelV. and Rauh, JoshuaD. (2018). Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds The Journal of Finance, 73(5):2041--2086.

• 

  Malmendier, U., Moretti, E. and Peters, F. (2018). Winning by Losing: Evidence on the Long-Run Effects of Mergers Review of Financial Studies, 31(8):3212–3264.

• 

  Grundy, B. and Verwijmeren, P. (2018). The buyers’ perspective on security design: Hedge funds and convertible bond call provisions Journal of Financial Economics, 127(1):77--93.

• 

  Janus, P., Lucas, A., Opschoor, A. and van Dijk, D.J.C. (2018). New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics, 36(4):643--657.

• 

  Leung, P.Y.E. and Veenman, D. (2018). Non-GAAP Earnings in Loss Firms Journal of Accounting Research, 56(4):1083--1137.

• 

  van Bekkum, S., Irani, R. and Gabarro Bonet, M. (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896.

• 

  Quaedvlieg, R., Bollerslev, T. and Patton, A. (2018). Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions Journal of Econometrics, 207(1):71--91.