Hoffmann, F. and Pfeil, S. (2021). Dynamic multitasking and managerial investment incentives Journal of Financial Economics, 142(2):954--974.
788 Key Publications
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Baltussen, G., Da, Z., Lammers, S. and Martens, M. (2021). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.
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Assenza, T., Heemeijer, P., Hommes, C. and Massaro, D. (2021). Managing self-organization of expectations through monetary policy: A macro experiment Journal of Monetary Economics, 117:170--186.
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Kleibergen, F. (2021). Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics, 221(1):78--96.
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Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.
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Adams, RenéeB., Kräussl, R., Navone, M. and Verwijmeren, P. (2021). Gendered Prices Review of Financial Studies, 34(8):3789--3839.
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Boswijk, H., Cavaliere, G., Georgiev, I. and Rahbek, A. (2021). Bootstrapping non-stationary stochastic volatility Journal of Econometrics, 224(1):161--180.
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van den Brink, R., Núñez, M. and Robles, F. (2021). Valuation monotonicity, fairness and stability in assignment problems Journal of Economic Theory, 195:1--27.
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Eichholtz, P., Korevaar, M., Lindenthal, T. and Tallec, R. (2021). The Total Return and Risk to Residential Real Estate Review of Financial Studies, 34(8):.
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Einmahl, JohnH.J., Yang, F. and Zhou, C. (2021). Testing the Multivariate Regular Variation Model Journal of Business and Economic Statistics, 39(4):907--919.
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Blasques, F., Gorgi, P. and Koopman, S.J. (2021). Missing observations in observation-driven time series models Journal of Econometrics, 221(2):542--568.
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Okui, R. and Wang, W. (2021). Heterogeneous structural breaks in panel data models Journal of Econometrics, 220(2):447--473.
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Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.
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Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66.
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Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.
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Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.
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Huo, Z. and Pedroni, M. (2020). A Single-Judge Solution to Beauty Contests American Economic Review, 110(2):526--568.
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Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.
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Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and financial professionals Review of Financial Studies, 33(6):2659--2696.
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Lindner, I. and Strulik, H. (2020). Innovation and inequality in a small world International Economic Review, 61(2):683--719.