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Home | People | Remco Zwinkels
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Remco Zwinkels

Research Fellow

University
Vrije Universiteit Amsterdam
Research field
Finance
Interests
Finance

List of publications

Markiewicz, AgnieszkaP., Verhoeks, RalphC., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2023). Inattentive Search for Currency Fundamentals IMF Economic Review, 71(4):907--952.

Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2023). Non-Standard Errors The Journal of Finance, :.

Osinga, A.J., Schauten, MarcB.J. and Zwinkels, RemcoC.J. (2021). Timing is money: The factor timing ability of hedge fund managers Journal of Empirical Finance, 62:266--281.

Huisman, R., Van der Sar, N.L. and Zwinkels, R. (2021). Volatility expectations and disagreement Journal of Economic Behavior and Organization, 188:379--393.

ter Ellen, S., Hommes, C. and Zwinkels, R. (2021). Comparing Behavioural Heterogeneity Across Asset Classes Journal of Economic Behavior and Organization, 185:747--769.

Stork, PhilipA., Vidojevic, M. and Zwinkels, RemcoC.J. (2021). Behavioral heterogeneity in return expectations across equity style portfolios International Review of Finance, 21(4):1225--1250.

Buis, B., Pieterse-Bloem, M., Verschoor, W. and Zwinkels, R. (2020). Expected issuance fees and market liquidity Journal of Financial Markets, 48:1--20.

Montone, M. and Zwinkels, R. (2020). Investor Sentiment and Employment Journal of Financial and Quantitative Analysis, 55(5):1581--1618.

Frijns, B. and Zwinkels, R. (2020). Absence of Speculation in the European Sovereign Debt Markets Journal of Economic Behavior and Organization, 169:245--265.

Cox, R. and Zwinkels, R. (2019). Mortgage Insurance Adoption in the Netherlands Real Estate Economics, 47(4):977--1012.

ter Ellen, S., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2019). Agreeing on disagreement: Heterogeneity or uncertainty? Journal of Financial Markets, 44:17--30.

Frijns, B. and Zwinkels, RemcoC.J. (2018). Time-varying arbitrage and dynamic price discovery Journal of Economic Dynamics and Control, 91:485--502.

Kouwenberg, R., Markiewicz, A., Verhoeks, R. and Zwinkels, R. (2017). Model Uncertainty and Exchange Rate Forecasting Journal of Financial and Quantitative Analysis, 52(1):341--363.

Frijns, B., Gilbert, A. and Zwinkels, R. (2016). On the Style-Based Feedback Trading of Mutual Fund Managers Journal of Financial and Quantitative Analysis, 51(3):771--800.

Qian, Z., Pieterse-Bloem, M., Verschoor, W. and Zwinkels, R. (2016). Time-Varying Importance of Country and Industry Factors in European Corporate Bonds Journal of Empirical Finance, 38:429--448.

Gong, M., Lin, M. and Zwinkels, R. (2016). Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns Journal of Financial Econometrics, 15(1):36--61.

Schauten, M., Willemstein, R. and Zwinkels, R. (2015). A Tale of Feedback Trading by Hedge Funds Journal of Empirical Finance, 34(December):239--259.

Eichholtz, P., Huisman, R. and Zwinkels, R. (2015). Fundamentals or Trend? A Long-Term Perspective on House Prices Applied Economics, 47(10):1050--1059.

van der Holst, G. and Zwinkels, R. (2015). A Holistic Approach to the Predictive Power of Expected Volatility Journal of Financial Research, 38(4):417--459.

Kliger, D., van den Assem, M.J. and Zwinkels, R. (2014). Empirical Behavioral Finance Journal of Economic Behavior and Organization, 107(B):421--427.

Goldbaum, D. and Zwinkels, R. (2014). An empirical examination of heterogeneity and switching in foreign exchange markets Journal of Economic Behavior and Organization, 107(Part B):667--684.

Kouwenberg, R. and Zwinkels, R. (2014). Forecasting the US housing market International Journal of Forecasting, 30(3):415--425.

Chiarella, C., He, X. and Zwinkels, R. (2014). Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 Journal of Economic Behavior and Organization, 105(September):1--16.

Frijns, B., Gilbert, A. and Zwinkels, R. (2013). Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach Quantitative Finance, 13(10):1613--1620.

Verschoor, W., Ter Ellen, S. and Zwinkels, R. (2013). Dynamic Expectation Formation in the Foreign Exchange Market Journal of International Money and Finance, 37:75--97.

Verschoor, W. and Zwinkels, R. (2013). Do Foreign Exchange Fund Managers Behave Like Heterogeneous Agents? Quantitative Finance, 13(7):1125--1134.

Verschoor, W., Spronk, R. and Zwinkels, R. (2013). Carry Trade and Foreign Exchange Rate Puzzles European Economic Review, 60:17--31.

Jongen, R., Verschoor, W., Wolff, C. and Zwinkels, R. (2012). Explaining Dispersion in Foreign Exchange Expectations: A Heterogeneous Agent Approach Journal of Economic Dynamics and Control, 36(5):719--735.

Huisman, R., van der Sar, N.L. and Zwinkels, R. (2012). A New Measurement Method of Investor Overconfidence Economics Letters, 114:69--71.

Frijns, B., Lehnert, T. and Zwinkels, R.C.J. (2011). Modeling structural changes in the volatility process Journal of Empirical Finance, 18(3):522--532.

De Jong, E., Verschoor, W.F.C. and Zwinkels, R.C.J. (2010). Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS Journal of International Money and Finance, 29(8):1652--1669.

Frijns, B., Lehnert, T. and Zwinkels, R. (2010). Behavioral Heterogeneity in the Option Market Journal of Economic Dynamics and Control, 34(11):2273--2287.

Ellen, S.T. and Zwinkels, R.C.J. (2010). Oil price dynamics: A behavioral finance approach with heterogeneous agents Energy Economics, 32(6):1427--1434.

De Jong, E., Verschoor, W.FC and Zwinkels, R.CJ (2009). A heterogeneous route to the European monetary system crisis Applied Economics Letters, 16(9):929--932.

De Jong, E., Verschoor, W.F.C. and Zwinkels, R.C.J. (2009). Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis Journal of Economic Dynamics and Control, 33(11):1929--1944.

Zwinkels, R. (2003). Financial Structure and Monetary Transmission in Europe: A Cross-country Study [Review of: Financial Structure and Monetary Transmission in Europe: A Cross-country Study] Economic Journal, 113(488):419--421.