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.
30 Key Publications
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Khadjavi, M. and Tjaden, JasperD. (2018). Setting the bar - an experimental investigation of immigration requirements Journal of Public Economics, 165:160--169. -
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. -
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{\textquoteright} perspective on security design: Hedge funds and convertible bond call provisions Journal of Financial Economics, 127(1):77--93. -
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. -
Cheshire, P., Hilber, ChristianA.L. and Koster, HansR.A. (2018). Empty homes, longer commutes: The unintended consequences of more restrictive local planning Journal of Public Economics, 158(2):126--151. -
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.