36 Key Publications

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  Gautier, P. and van der Klaauw, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84.
• Baillon, A., Driesen, B. and Wakker, P. (2012). Relative Concave Utility for Risk and Ambiguity Games and Economic Behavior, 75(2):481--489.

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  Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.

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  Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843.

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  Hoogerheide, L., Opschoor, A. and van Dijk, H.K. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics, 171(2):101--120.
• Duca, E.(., Dutordoir, M.(., Veld, C. and Verwijmeren, P. (2012). Why are convertible bond announcements associated with increasingly negative abnormal stock returns? An arbitrage-based explanation Journal of Banking and Finance, 36(11):2884--2899.

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  Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348.

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  Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.
• Buser, T. (2012). Digit ratios, the menstrual cycle and social preferences Games and Economic Behavior, 76(2):457--470.
• van den Brink, J.R. (2012). Efficiency and Collusion Neutrality in Cooperative Games and Networks Games and Economic Behavior, 76(1):344--348.
• Hommes, C. and Ochea, M. (2012). Multiple equilibria and limit cycles in evolutonary games with Logit Dynamics Games and Economic Behavior, 74(1):434--441.

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  Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.
• Baltussen, G., Post, G.(. and Van Vliet, P. (2012). Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle Journal of Banking and Finance, 36(12):3382--3398.

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  Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416.
• van Veelen, C.M. (2012). Robustness against indirect invasions Games and Economic Behavior, 74(1):382--393.

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  van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.