Jank, S., Roling, C. and Smajlbegovic, E. (2021). Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices Journal of Financial Economics, 139(1):209--233.
55 Key Publications
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Einmahl, JohnH.J., Yang, F. and Zhou, C. (2021). Testing the Multivariate Regular Variation Model Journal of Business and Economic Statistics, 39(4):907--919. -
Denter, P., Morgan, J. and Sisak, D. (2021). Showing Off or Laying Low? The Economics of Psych-outs American Economic Journal: Microeconomics. -
Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348. -
Blasques, F., Gorgi, P. and Koopman, S.J. (2021). Missing observations in observation-driven time series models Journal of Econometrics, 221(2):542--568. -
Dur, R., Fleming, D., Van Garderen, M. and Van Lent, M. (2021). A Social Norm Nudge to Save More: A Field Experiment at a Retail Bank Journal of Public Economics, 200. -
Khadjavi, M., Sipangule, K. and Thiele, R. (2021). Social Capital and Large-Scale Agricultural Investments: An Experimental Investigation Economic Journal, 131(633):420--449. -
Karabiyik, H. and Westerlund, J. (2021). Forecasting using cross-section average-Augmented time series regressions Econometrics Journal, 24(2):315--333.
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Kopányi-Peuker, A. and Weber, M. (2021). Experience Does not Eliminate Bubbles: Experimental Evidence Review of Financial Studies, 34(9):4450–4485. -
Qin, X. and Zhou, C. (2021). Systemic risk allocation using the asymptotic marginal expected shortfall Journal of Banking and Finance, 126.
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Zou, Z., van den Brink, R. and Funaki, Y. (2021). Compromising between the proportional and equal division values Journal of Mathematical Economics, 97:1--11. -
Egebark, J., Ekström, M., Plug, E. and van Praag, M. (2021). Brains or beauty? Causal evidence on the returns to education and attractiveness in the online dating market Journal of Public Economics, 196. -
Okui, R. and Wang, W. (2021). Heterogeneous structural breaks in panel data models Journal of Econometrics, 220(2):447--473. -
Koster, HansR.A. and Ozgen, C. (2021). Cities and tasks Journal of Urban Economics, 126:1--25.
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Hommes, C. (2021). Behavioral and experimental macroeconomics and policy analysis: A complex systems approach Journal of Economic Literature, 59(1):149--219.