Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
46 Key Publications
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Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411.
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Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.
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Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
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De Luca, G., Magnus, JanR. and Peracchi, F. (2019). Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” Journal of Business and Economic Statistics, 37(2):217--222.
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Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.
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Christensen, B. and van der Wel, M. (2019). An Asset Pricing Approach to Testing General Term Structure Models Journal of Financial Economics, 134(1):165--191.
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de Haas, R. and Poelhekke, S. (2019). Mining Matters: Natural Resource Extraction and Firm-level Constraints Journal of International Economics, 117:109--124.
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Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.
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Turmunkh, U., Van den Assem, MartijnJ. and Van Dolder, D. (2019). Malleable Lies: Communication and Cooperation in a High Stakes TV Game Show Management Science, 65(10):4795--4812.
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Eisert, T. and Eufinger, C. (2018). Interbank Networks and Backdoor Bailouts: Benefiting from other Banks’ Government Guarantees Management Science, 65(8):3673--3693.
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Bloemen, H. (2019). Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach Journal of Business and Economic Statistics, 37(3):471--483.
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Koster, HansR.A. and van Ommeren, J. (2019). Place-based policies and the housing market Review of Economics and Statistics, 101(3):400--414.
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Kong, C., Granic, G., Lambert, N. and Teo, C.(. (2019). Judgment Error in Lottery Play: When the Hot-Hand Meets the Gambler's Fallacy Management Science, 66(2):844--862.
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Rohde, K. (2019). Measuring Decreasing and Increasing Impatience Management Science, 65(4):1700--1716.
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Wakker, P. and Yang, J. (2019). A Powerful Tool for Analyzing Concave/Convex Utility and Weighting Functions Journal of Economic Theory, 181:143--159.
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Wang, W., Zhang, X.(. and Paap, R. (2019). To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
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Jorda, O., Schularick, M., Taylor, A. and Ward, F. (2019). Global financial cycles and risk premiums IMF Economic Review, 67(1):109--150.
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Chen, Y. and Ward, F. (2018). When do fixed exchange rates work? Evidence from the Gold Standard Journal of International Economics, 116:158--172.
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Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.