29 Key Publications

• 

  Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.

• 

  Pitkäjärvi, A., Suominen, M. and Vaittinen, L. (2020). Cross-asset signals and time series momentum Journal of Financial Economics, 136(1):63--85.

• 

  Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271.

• 

  Bosker, M. and Buringh, E. (2020). Ice(berg) transport costs Economic Journal, 130(629):1262--1287.

• 

  Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979.

• 

  Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.

• 

  Lindner, I. and Strulik, H. (2020). Innovation and inequality in a small world International Economic Review, 61(2):683--719.

• 

  Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 214(2):451--481.

• 

  Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297.

• 

  Gryglewicz, S., Mayer, S.(. and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.

• 

  Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and financial professionals Review of Financial Studies, 33(6):2659--2696.

• 

  Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs∗ Review of Financial Studies, 33(1):309--357.

• 

  Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109.

• 

  Huo, Z. and Pedroni, M. (2020). A Single-Judge Solution to Beauty Contests American Economic Review, 110(2):526--568.

• 

  Cabrera, J. and Webbink, D. (2020). Do higher salaries yield better teachers and better student outcomes Journal of Human Resources, 55(4):1222--1257.

• 

  Crutzen, B., Flamand, S. and Sahuguet, N. (2020). A model of a team contest, with an application to incentives under list proportional representation Journal of Public Economics, 182:.

• 

  Koudijs, P. and Salisbury, L. (2020). Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850 Journal of Financial Economics, 138(1):1--26.

• 

  Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.

• 

  Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.

• 

  de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.