Menkveld, A. and Hendershott, T. (2014). Price Pressures Journal of Financial Economics, 114(3):405--423.
39 Key Publications
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Peters, F. and Wagner, A. (2014). The executive turnover risk premium The Journal of Finance, 69(4):1529--1563.
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Jungbacker, B., Koopman, S. and van der Wel, M. (2014). Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates Journal of Applied Econometrics, 29(1):65--90.
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Gielen, A., Borghans, L. and Luttmer, E. (2014). Social support substitution and the earnings rebound: Evidence from a regression discontinuity in disability insurance reform American Economic Journal: Economic Policy, 6(4):34--70.
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Heufer, J.P.M. (2014). Nonparametric Comparative Revealed Risk Aversion Journal of Economic Theory, 153:569--616.
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Kalemli-Ozcan, S., Sorensen, B. and Volosovych, V. (2014). Deep Financial Integration and Volatility Journal of the European Economic Association, 12(6):1558--1585.
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Peeters, T. and Szymanski, S. (2014). Financial Fair Play in European Football Economic Policy, 29(78):343--390.
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Plug, E., Webbink, D. and Martin, N. (2014). Sexual Orientation, Prejudice and Segregation Journal of Labor Economics, 32(1):123--159.
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Pozzi, L. and Everaert, G. (2014). The predictability of aggregate consumption growth in OECD countries Journal of Applied Econometrics, 29(3):431--453.
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Szymanowska, M., de Roon, F., Nijman, T. and van den Goorbergh, R. (2014). An Anatomy of Commodity Futures Risk Premia The Journal of Finance, 69(1):453--482.
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Dijk, D.van, Koopman, S., van der Wel, M. and Wright, J. (2014). Forecasting Interest Rates with Shifting Endpoints Journal of Applied Econometrics, 29(5):693--712.
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von Hinke Kessler Scholder, S., Wehby, G., Lewis, S. and Zuccolo, L. (2014). Alcohol Exposure In Utero and Child Academic Achievement Economic Journal, 124(576):634--667.
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de Haan, M., Plug, E. and Rosero, J. (2014). Birth order and human capital development: evidence from Ecuador Journal of Human Resources, 49(2):359--392.
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Onderstal, S., Schram, A. and Soetevent, A. (2014). Reprint of: Bidding to give in the field Journal of Public Economics, 114:87--100.
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Kapoor, S. and Magesan, A. (2014). Paging Inspector Sands: The Costs of Public Information American Economic Journal: Economic Policy, 6(1):92--113.
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Kleibergen, F. and Mavroeidis, S. (2014). Identification issues in limited-information Bayesian analysis of structural macroeconomic models Journal of Applied Econometrics, 29(7):1183--1207.
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Tol, RichardS.J. (2014). Correction and update: The economic effects of climate change Journal of Economic Perspectives, 28(2):221--226.
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Jacobs, B. and Boadway, R. (2014). Optimal linear commodity taxation under optimal non-linear income taxation Journal of Public Economics, 117(1):201--210.
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Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135.