De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.
36 Key Publications
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Haufler, A., Mardan, M. and Schindler, D. (2018). Double tax discrimination to attract FDI and fight profit shifting: The role of CFC rules Journal of International Economics, 114:25--43. -
Blasques, F. and Duplinskiy, A. (2018). Penalized indirect inference Journal of Econometrics, 205(1):34--54. -
Janus, P., Lucas, A.(., Opschoor, A.(. and van Dijk, D. (2018). New HEAVY models for fat-tailed realized covariances and returns Journal of Business and Economic Statistics, 36(4):643--657. -
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. -
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. -
van Bekkum, S., Gabarro Bonet, M. and Irani, RustomM. (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896. -
de Haan, L. and van Oordt, M.R.C. (2018). Timing of banks’ loan loss provisioning during the crisis Journal of Banking and Finance, 87:293--303.
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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. -
Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects Journal of Business and Economic Statistics, 36(1):47--61. -
Bos, M., Breza, E. and Liberman, A. (2018). The labor market effects of credit market information Review of Financial Studies, 31(6):2005--2037. -
van der Ploeg, F. and de Zeeuw, A. (2018). Climate Tipping and Economic Growth: Precautionary Capital and the Price of Carbon Journal of the European Economic Association, 16(5):1577–1617. -
Jochem, T., Ladika, T. and Sautner, Z. (2018). The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting Review of Financial Studies, 31(11):4142–4186. -
Webbink, D., van Erp, J. and van Gastel, F. (2018). The Effect of Media Exposure of Suspects on Solving Crime Economic Journal, 127(600):547--570. -
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. -
Golez, B. and Koudijs, P. (2018). Four centuries of return predictability Journal of Financial Economics, 127(2):248--263.