66 Key Publications

• Henkel, L. (2024). Experimental Evidence on the Relationship between Perceived Ambiguity and Likelihood Insensitivity Games and Economic Behavior, 145(May):312--338.
• Castiglionesi, F. and Zhao, S. (2024). Banks incentive pay, diversification and systemic risk Journal of Banking and Finance, 169.
• Artiga Gonzalez, T., Dyakov, T., Inhoffen, J. and Wipplinger, E. (2024). Crowding of international mutual funds Journal of Banking and Finance, 164(July):1--17.

• 

  DtextquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917.

• 

  Chen, Y., Ward, F., Palma, N. and Brzezinski, A. (2024). The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire Review of Economics and Statistics, 106(5):1220--1235.
• Breitung, J., Mayer, A. and Wied, D. (2024). Asymptotic properties of endogeneity corrections using nonlinear transformations Econometrics Journal, 27(3):362--383.
• Oosterwijk, T., Schmand, D. and Schröder, M. (2024). Bicriteria Nash flows over time Games and Economic Behavior, 147:19--37.

• 

  Tommasi, D. and Zhang, L. (2024). Bounding Program Benefits When Participation Is Misreported Journal of Econometrics, 238(1).

• 

  Bauer, M., Cahlikova, J., Celik Katreniak, D., Chytilova, J., Cingl, L. and Zelinsky, T. (2024). Nastiness in Groups Journal of the European Economic Association, 22(5):2075--2107.

• 

  Tommasi, D. and Zhang, L. (2024). Identifying program benefits when participation is misreported Journal of Applied Econometrics, 39(6):1123--1148.

• 

  D'Innocenzo, E., Lucas, A., Opschoor, A. and Zhang, X. (2024). Heterogeneity and dynamics in network models Journal of Applied Econometrics, 39(1):150--173.
• Kalemli-Özcan, S., Sorensen, BentE., Villegas-Sanchez, C., Volosovych, V. and Yesiltas, S. (2024). How to Construct Nationally Representative Firm-Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration American Economic Journal: Macroeconomics, 16(2):353--374.

• 

  Avdeev, S., Ketel, N., Oosterbeek, H. and van der Klaauw, B. (2024). Spillovers in fields of study: Siblings, cousins, and neighbors Journal of Public Economics, 238.

• 

  Koning, P., Lindeboom, M. and Godard, M. (2024). Application and Award Responses to Stricter Screening in Disability Insurance Journal of Human Resources, 59(5):1353--1386.

• 

  Koster, HansR.A. and Rouwendal, J. (2024). Housing market discount rates: evidence from bargaining and bidding wars International Economic Review, 65(2):955--1002.

• 

  Gorgi, P., Koopman, S.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, 244(2):1--23.

• 

  Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, 37(8):2403--2460.
• Koning, N. and Hemerik, J. (2024). More efficient exact group invariance testing: using a representative subgroup Biometrika, 111(2):441--458.

• 

  Muslimova, D., van Kippersluis, H., Rietveld, N., von Hinke, S. and Meddens, F. (2024). Gene-environment complementarity in educational attainment Journal of Labor Economics, 115(42).

• 

  Menkveld, AlbertJ., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neususs, S., Razen, M., Weitzel, U., Abad-Diaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, JamieT., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, JamesJ., Avetikian, AlejandroT., Bach, A., Baidoo, E., Bakalli, G., Bao, L., Barbon, A., Bashchenko, O., Bindra, ParampreetC., Bjønnes, GeirH., Black, JeffreyR., Black, BernhardS., Bogoev, D., Bohorquez Correa, S., Bondarenko, O., Bos, CharlesS., Bosch-Rosa, C., Bouri, E., Brownlees, C., Calamia, A., Cao, V.N., Capelle-Blancard, G., Capera Romero, LauraM., Mazzola, F., van Dijk, M., Verwijmeren, P., Vogel, S., Wagner, W., van der Wel, M., Yang, A. and Zhou, C. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390.