Publications

2020
D.G.J. Bongaerts & M. Van Achter (2020). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, Forthcomin.
S. Gryglewicz & B. Hartman-Glaser (2020). Investment Timing and Incentive Costs. The Review of Financial Studies, 33 (1), 309-357. doi: 10.1093/rfs/hhz051 [go to publisher's site]
D. Blitz & L.A.P. Swinkels (2020). Is exclusion effective? The Journal of Portfolio Management, 46 (3), 42-48. doi: 10.3905/jpm.2020.46.3.042
D.G.J. Bongaerts & M. Van Achter (2020). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, Forthcomin.
M.F. Boons, F. Duarte, F. de Roon & M. Szymanowska (2020). Time-Varying Inflation Risk and Stock Returns. Journal of Financial Economics, 136 (2), 444-470. doi: 10.1016/j.jfineco.2019.09.012
Y. Dai, S. Gryglewicz & J.T.J. Smit (2020). Less Popular But More Effective Toeholds in Corporate Takeovers. Journal of Financial and Quantitative Analysis. doi: 10.1017/S0022109019001029 [go to publisher's site]
R.Q. Doeswijk, T.W. Lam & L.A.P. Swinkels (2020). Historical returns of the market portfolio. The Review of Asset Pricing Studies, forthcomin. doi: 10.1093/rapstu/raz010
T.C. Dyakov, H. Jiang & M.J.C.M. Verbeek (2020). Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds. Review of Finance, 24 (3), 677-731. doi: 10.1093/rof/rfz014 [go to publisher's site]
S. Gryglewicz & B. Hartman-Glaser (2020). Investment Timing and Incentive Costs. The Review of Financial Studies, 33 (1), 309-357. doi: 10.1093/rfs/hhz051 [go to publisher's site]
J.J. Huij, G.S. Kyosev, M. Hanauer & S.D. Lansdorp (2020). Does Earnings Growth Drive the Quality Premium? Journal of Banking and Finance. doi: 10.1016/j.jbankfin.2020.105785
P.G.J. Roosenboom, T. van der Kolk & A. De Jong (2020). What determines success in Initial Coin Offerings? Venture Capital, accepted. doi: 10.1080/13691066.2020.1741127
P.G.J. Roosenboom (2020, mei 28). Grootste Nederlandse kinderopvangbedrijf zit fiscaal op de Kaaimaneilanden. De Volkskrant
P.G.J. Roosenboom (2020, januari 8). Dit zijn de 500 grootste bedrijven van Nederland. Elsevier Weekblad
P.G.J. Roosenboom (2020, februari 24). Onbegrensd optimisme heerst in de wereld van private equity. NRC Handelsblad
M. van der Wel (2020). Connecting Silos. On linking macroeconomics and finance, and the role of econometrics therein. (2020, januari 31). Rotterdam: Erasmus Research Institute of Management [go to publisher's site]
2019
W.J. Armstrong, E. Genc & M.J.C.M. Verbeek (2019). Going for Gold: An Analysis of Morningstar Analyst Ratings. Management Science, 65 (5), 2310-2327. doi: 10.1287/mnsc.2017.2884
S. Gryglewicz, S. Mayer & E. Morellec (2019). Agency Conflicts and Short- versus Long-Termism in Corporate Policies. Journal of Financial Economics, 136 (3), 718-742. doi: 10.1016/j.jfineco.2019.12.003
S. Gryglewicz, B. Hartman-Glaser & G. Zheng (2019). Growth Options, Incentives, and Pay-for-Performance: Theory and Evidence. Management Science, 66 (3), 1248-1277. doi: 10.1287/mnsc.2018.3267 [go to publisher's site]
R.M. Hanselaar, R.M. Stulz & M.A. van Dijk (2019). Do Firms Issue More Equity When Markets Become More Liquid? Journal of Financial Economics, 133 (1), 64-82. doi: 10.1016/j.jfineco.2018.12.004
K. Hou & M.A. van Dijk (2019). Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns. The Review of Financial Studies, 32 (7), 2850-2889. doi: 10.1093/rfs/hhy104 [go to publisher's site]
G.A.G. Alserda, B.G.C. Dellaert, L.A.P. Swinkels & S.G. van der Lecq (2019). Pensioenfondsen kunnen welvaartswinst behalen door risicovoller te beleggen. Economisch-Statistische Berichten, 104 (4777), 405-407.
G.A.G. Alserda, B.G.C. Dellaert, L.A.P. Swinkels & S.G. van der Lecq (2019). Individual pension risk preference elicitation and collective asset allocation with heterogeneity. Journal of Banking and Finance, 101, 206-225. doi: 10.1016/j.jbankfin.2019.02.014
W.J. Armstrong, E. Genc & M.J.C.M. Verbeek (2019). Going for Gold: An Analysis of Morningstar Analyst Ratings. Management Science, 65 (5), 2310-2327. doi: 10.1287/mnsc.2017.2884
G. Baltussen, S. van Bekkum & Z. Da (2019). Indexing and Stock Market Serial Dependence Around the World. Journal of Financial Economics, 132 (1), 26-48. doi: 10.1016/j.jfineco.2018.07.016
D. Blitz, R. Huisman, L.A.P. Swinkels & W.N. van Vliet (2019). Media attention and the volatility effect. Finance Research Letters:101317. doi: 10.1016/j.frl.2019.101317
B.J. Christensen & M. van der Wel (2019). An Asset Pricing Approach to Testing General Term Structure Models. Journal of Financial Economics, 134 (1), 165-191. doi: 10.1016/j.jfineco.2019.03.010
T.C. Dyakov & M.J.C.M. Verbeek (2019). Can Mutual Fund Investors Distinguish Good from Bad Managers? International Review of Finance, 19 (3), 505-540. doi: 10.1111/irfi.12187
P.H.B.F. Franses & D.J.C. van Dijk (2019). Combining expert-adjusted forecasts. Journal of Forecasting, 38 (5), 415-421. doi: 10.1002/for.2570 [go to publisher's site]
E. van Gelderen, J.J. Huij & G.S. Kyosev (2019). Factor Investing from Concept to Implementation. The Journal of Portfolio Management, 45 (3), 125-140. doi: 10.3905/jpm.2019.45.3.125 [go to publisher's site]
S. Gryglewicz, S. Mayer & E. Morellec (2019). Agency Conflicts and Short- versus Long-Termism in Corporate Policies. Journal of Financial Economics, 136 (3), 718-742. doi: 10.1016/j.jfineco.2019.12.003
S. Gryglewicz, B. Hartman-Glaser & G. Zheng (2019). Growth Options, Incentives, and Pay-for-Performance: Theory and Evidence. Management Science, 66 (3), 1248-1277. doi: 10.1287/mnsc.2018.3267 [go to publisher's site]
R.M. Hanselaar, R.M. Stulz & M.A. van Dijk (2019). Do Firms Issue More Equity When Markets Become More Liquid? Journal of Financial Economics, 133 (1), 64-82. doi: 10.1016/j.jfineco.2018.12.004
K. Hou & M.A. van Dijk (2019). Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns. The Review of Financial Studies, 32 (7), 2850-2889. doi: 10.1093/rfs/hhy104 [go to publisher's site]
T. Jiao, G. Giudici & P.G.J. Roosenboom (2019). Survival of Initial Public Offerings on Europe’s new stock markets. In Cumming, D. & Johan, S. (Eds.), Oxford Handbook on IPOs. New York: Oxford University Press
A. de Jong (2019). Guest Editorial on New Business History. Business History.
A. de Jong, T. Marra & H.C. van Beusichem (2019). The price impact of block trades in the Netherlands. International Journal of Corporate Governance.
A. de Jong & F.M.M. de Goey (2019). Business groups in the Netherlands. In The Oxford handbook of handbook of business groups in the West. -: Asli Colpan and Takashi Hikino
M. Koning, G.M.H. Mertens & P.G.J. Roosenboom (2019). Auditor selection and IPO underpricing. In Cumming, D. & Johan, S. (Eds.), Oxford Handbook on IPOs. New York: Oxford University Press
A.A. Ralcheva & P.G.J. Roosenboom (2019). Forecasting success in equity crowdfunding. Small Business Economics, Accepted. doi: 10.1007/s11187-019-00144-x
L.A.P. Swinkels (2019). Treasury Bond Return Data Starting in 1962. Data, 4 (3):91. doi: 10.3390/data4030091
I.J.M. Arnold (2019, februari 21). Europees toezicht nodig op samenklonterende banken. Nederlands Dagblad
P.G.J. Roosenboom (2019, april 5). Private equity verovert kinderopvang. NRC Handelsblad
P.G.J. Roosenboom (2019, januari 6). Engelen van de Nederlandse innovatie. Elsevier Weekblad
P.G.J. Roosenboom (2019, juni 20). SP, GroenLinks en PvdA: verbied winstuitkering uit kinderopvang. Trouw
P.G.J. Roosenboom (2019, december 10). Invest-NL staatsfonds: Geen financier? Dan schiet Bos wel te hulp. BN De Stem
P.G.J. Roosenboom (2019, juli 3). Craftbeer: tussen servet en tafellaken. Het Financieele Dagblad
2018
D.G.J. Bongaerts, J.J.A.G. Driessen & F.C.J.M. De Jong (2018). An asset pricing approach to liquidity effects in corporate bond markets. The Review of Financial Studies, 30 (4), 1229-1269. doi: 10.1093/rfs/hhx005
C.K.W. Dreu & M.A. van Dijk (2018). Climatic Shocks Associate with Innovation in Science and Technology. PLoS One (online), 13 (1). doi: 10.1371/journal.pone.0190122
E. Genc & M.J.C.M. Verbeek (2018). How independent research can improve investment decisions. RSM Discovery - Management Knowledge, 33 (1), 14-16.
I.J.M. Arnold & B. Soederhuizen (2018). Sovereign bond holdings and monetary policy operations in the euro area. Journal of Policy Modeling, 40 (6), 1243-1254. doi: 10.1016/j.jpolmod.2018.05.004.
I.J.M. Arnold & B. Soederhuizen (2018). Bank stability and refinancing operations during the crisis: Which way causality? Research in International Business and Finance, 43 (January), 79-89. doi: 10.1016/j.ribaf.2017.07.122
I.J.M. Arnold & B. Soederhuizen (2018). The missing spillover of base expansion into monetary aggregates: Is there a puzzle? Journal of Macroeconomics, 55 (March), 64-76. doi: 10.1016/j.jmacro.2017.09.003
S. van Bekkum, G. Baltussen & B. van der Grient (2018). Unknown Unknowns: Uncertainty About Risk and Stock Returns. Journal of Financial and Quantitative Analysis, 53 (4), 1-37. doi: 10.1017/S0022109018000480
S. van Bekkum, R. Irani & M. Gabarro Bonet (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply. The Review of Financial Studies, 31 (3), 2855-2896. doi: 10.1093/rfs/hhx112
D. Blitz, W.G.P.M. Hallerbach, L.A.P. Swinkels & W.N. van Vliet (2018). Equity Solvency Capital Requirements. The Geneva Papers on Risk and Insurance. Issues and Practice, 43 (4), 633-652. doi: 10.1057/s41288-018-0086-3
D.G.J. Bongaerts, J.J.A.G. Driessen & F.C.J.M. De Jong (2018). An asset pricing approach to liquidity effects in corporate bond markets. The Review of Financial Studies, 30 (4), 1229-1269. doi: 10.1093/rfs/hhx005
C.K.W. Dreu & M.A. van Dijk (2018). Climatic Shocks Associate with Innovation in Science and Technology. PLoS One (online), 13 (1). doi: 10.1371/journal.pone.0190122
J. Fidrmuc, P.G.J. Roosenboom & Q. Zhang (2018). Antitrust merger review costs and acquirer lobbying. Journal of Corporate Finance, 51 (August), 72-97. doi: 10.1016/j.jcorpfin.2018.05.001
J.J. Huij & W.A. de Groot (2018). Are the Fama-French Factors really Compensation for Distress Risk? Journal of International Money and Finance, 86 (september), 50-69. doi: 10.1016/j.jimonfin.2018.03.002
P. Janus, A. Lucas, A. Opschoor & D.J.C. van Dijk (2018). New HEAVY models for fat-tailed realized covariances and returns. Journal of Business and Economic Statistics, 36 (4), 643-657. doi: 10.1080/07350015.2016.1245622 [go to publisher's site]
A. de Jong & H. van Driel (2018). Case Studies. In M. Blum & C.L. Colvin (Eds.), An Economist’s Guide to Economic History (pp. 365-370). Basingstoke: Palgrave Macmillan,
B.J.L. Keijsers, B.F. Diris & H.J.W.G. Kole (2018). Cyclicality in Losses on Bank Loans. Journal of Applied Econometrics, 33 (4), 533-552. doi: 10.1002/jae.2612
M. Koning, G.M.H. Mertens & P.G.J. Roosenboom (2018). Drivers of institutional change around the world: The case of IFRS. Journal of International Business Studies, 49 (3), 249-271. doi: 10.1057/s41267-017-0123-7
T. Lambert, A.A. Ralcheva & P.G.J. Roosenboom (2018). The crowd-entrepreneur relationship in start-up financing. In Cumming, D. & Hornhuf, L. (Eds.), The Economics of Crowdfunding (pp. 57-78). London: Palgrave Macmillan
A. Mulder & B. Tims (2018). Conditioning carry trades: Less risk, more return. Journal of International Money and Finance, 85 (C), 1-19. doi: 10.1016/j.jimonfin.2018.03.003
D. Nibbering, R. Paap & M. van der Wel (2018). What do professional forecasters actually predict? International Journal of Forecasting, 34 (2), 288-311. doi: 10.1016/j.ijforecast.2017.12.004
P.G.J. Roosenboom (2018). Harvesting: The exit. In Andreoli, J. & Alemany, L. (Eds.), Entrepreneurial Finance: The Art and Science of Growing Ventures (pp. 530-561). Cambridge: Cambridge University Press
L.A.P. Swinkels (2018). Simulating historical inflation-linked bond returns. Journal of Empirical Finance, 48, 374-389. doi: 10.1016/j.jempfin.2018.06.005
W.W. Tham, E. Sojli & J. Skjeltorp (2018). Cross-Sided Liquidity Externalities. Management Science, 64 (6), 2473-2972. doi: 10.1287/mnsc.2016.2658 [go to publisher's site]
C.G. de Vries & P. Sun (2018). Exploiting tail shape biases to discriminate between stable and student t alternatives. Journal of Applied Econometrics, 33 (5), 708-726. doi: 10.1002/jae.2628
I.J.M. Arnold (2018, juni 5). De kans op echte hervormingen in Italië is niet groot. Nederlands Dagblad
I.J.M. Arnold (2018, september 4). De brugramp in Italië is ook een alarm voor de economie in Europa. Nederlands Dagblad
I.J.M. Arnold (2018, september 7). Versoepeling van studie-advies bevordert uitstelgedrag van studenten. Nederlands Dagblad
I.J.M. Arnold (2018, december 4). Eigen begroting voor de eurozone is, hoe klein ook, een slecht idee. Nederlandse Dagblad
I.J.M. Arnold (2018, maart 13). Leuk dat ING Oranje sponsort. Maar de bank hoeft zelf geen kampioen te worden. Nederlands Dagblad
I.J.M. Arnold (2018, januari 26). Extreme rijkdom is soms goed. Nederlands Dagblad
R. Huisman, N. van der Sar & R.C.J. Zwinkels (2018). Volatility, Beliefs Precision, and Disagreement.
H.J.W.G. Kole (2012-2018). Academic director BSc Programme Econometrics & Operations Research. Erasmus School of Economics.
P.G.J. Roosenboom & Q. Zhang (2018, april 3). Vroegtijdige lobby leidt tot snellere afronding overname bedrijf. Het Financieele Dagblad
P.G.J. Roosenboom (2018, oktober 9). Private equity casht nu het nog kan. Het Financieele Dagblad
J.T.J. Smit, S. Gryglewicz & N. Matawlie (2018). The Negotiation Penalty in Corporate Takeovers.
V. Volosovych & J.T.J. Smit (2018). Leverage Driven Secondary Buyouts.
2017
S. Gryglewicz, J. Décamps, E. Morellec & S. Villeneuve (2017). Corporate Policies with Permanent and Transitory Shocks. The Review of Financial Studies, 30 (1), 162-210. doi: 10.1093/rfs/hhw078
M.J.C.M. Verbeek (2017). A Guide to Modern Econometrics, 5th edition. Hoboken, NJ: John Wiley and Sons
I.J.M. Arnold (2017). Keuzes in het curriculum. Economisch-Statistische Berichten, 102 (4755), 576-576.
I.J.M. Arnold (2017). Resitting or compensating a failed examination: does it affect subsequent results? Assessment and Evaluation in Higher Education : an international journal. doi: 10.1080/02602938.2016.1233520
M.J. van den Assem, N.L. van der Sar & P.J.P.M. Versijp (2017). CEOs and CFOs on IPOs: the process and success of going public. De Economist, 165 (4), 381-410. doi: 10.1007/s10645-017-9302-y
G. Baltussen, S. Beckers, J.J. Hazenberg & W. van der Scheer (2017). Actief fondsbeheer. VBA Journaal, 33 (131), 9-17.
L.L. Bargeron, F.P. Schlingemann, R.M. Stulz & C.J. Zutter (2017). What is the shareholder wealth impact of target CEO retention in private equity deals? Journal of Corporate Finance, 46 (October), 186-206. doi: 10.1016/j.jcorpfin.2017.07.008
R.H.G.M. Cox & R.C.J. Zwinkels (2017). Mortgage Insurance Adoption in the Netherlands. Real Estate Economics, 0 (0). doi: 10.1111/1540-6229.12157
I. Dittmann, K. Yu & D. Zhang (2017). How Important Are Risk-Taking Incentives in Executive Compensation? Review of Finance, 21 (5), 1805-1846. doi: 10.1093/rof/rfx019
F. Gresnigt, H.J.W.G. Kole & P.H.B.F. Franses (2017). Exploiting Spillovers to Forecast Crashes. Journal of Forecasting, 36 (8), 936-955. doi: 10.1002/for.2434
S. Gryglewicz, J. Décamps, E. Morellec & S. Villeneuve (2017). Corporate Policies with Permanent and Transitory Shocks. The Review of Financial Studies, 30 (1), 162-210. doi: 10.1093/rfs/hhw078
A. de Jong, D. Higgins & H. van Driel (2017). A citation analysis of business history and related disciplines. In J.F. Wilson, S. Toms, A. de Jong & E. Buchnea (Eds.), The Routledge Companion to Business History (pp. 36-54). Abingdon and New York: Routledge
R.R. Kemper, Z. Kwee & P.G.J. Roosenboom (2017). How to pitch to and interact with business angels? In N. Dai (Ed.), The World Scientific Reference on Entrepreneurship (pp. 37-73). World Scientific Publishing
H.J.W.G. Kole, T.D. Markwat, A. Opschoor & D.J.C. van Dijk (2017). Forecasting Value-at-Risk under temporal and portfolio aggregation. Journal of Financial Econometrics, 15 (4), 649-677. doi: 10.1093/jjfinec/nbx019 [go to publisher's site]
H.J.W.G. Kole & D.J.C. van Dijk (2017). How to identify and forecast bull and bear markets? Journal of Applied Econometrics, 32 (1), 120-139. doi: 10.1002/jae.2511 [go to publisher's site]
R.R.P. Kouwenberg, A.P. Markiewicz, R. Verhoeks & R.C.J. Zwinkels (2017). Model Uncertainty and Exchange Rate Forecasting. Journal of Financial and Quantitative Analysis, 52 (1), 341-363. doi: 10.1017/S0022109017000011
Y. Li, R. Spigt & L.A.P. Swinkels (2017). The impact of FinTech start-ups on incumbent retail banks' share prices. Financial Innovation, 3 (26), 1-16. doi: 10.1186/s40854-017-0076-7
A.P. Markiewicz & K.L. Lansing (2017). Top Incomes, Rising Inequality, and Welfare. The Economic Journal, 138 (608), 262-297. doi: 10.1111/ecoj.12411
A. Opschoor, D.J.C. van Dijk & M. van der Wel (2017). Combining density forecasts using focused scoring rules. Journal of Applied Econometrics, 32 (7), 1298-1313. doi: 10.1002/jae.2575 [go to publisher's site]
S.R. Ozturk, M. van der Wel & D.J.C. van Dijk (2017). Intraday price discovery in fragmented markets. Journal of Financial Markets, 32 (1), 28-48. doi: 10.1016/j.finmar.2016.10.001 [go to publisher's site]
V. Piljak & L.A.P. Swinkels (2017). Fundamental indexation for developed, emerging, and frontier government bond markets. Journal of Asset Management, 18 (5), 405-420. doi: 10.1057/s41260-017-0045-8
V. Piljak & L.A.P. Swinkels (2017). Frontier and Emerging Government Bond Markets. Emerging Markets Review, 30, 232-255. doi: 10.1016/j.ememar.2015.10.002
A. Rajamani, M. van der Poel, A. de Jong & S. Ongena (2017). The international diversification of banks and the value of their cross-border M&A advice. Management Science, 63 (7), 2211-2232. doi: 10.1287/mnsc.2015.2396
D.M. Rosch, A. Subrahmanyam & M.A. van Dijk (2017). The dynamics of market efficiency. The Review of Financial Studies, 30 (4), 1151-1187. doi: 10.1093/rfs/hhw085
F.P. Schlingemann, J. Ellis, S.B. Moeller & R. Stulz (2017). Portable country governance and cross-border acquisitions. Journal of International Business Studies, 48 (2), 148-173. doi: 10.1057/s41267-016-0029-9
L.Y. Shi, L.A.P. Swinkels & S.G. van der Lecq (2017). Board diversity and self-regulation in Dutch pension funds. Equality, Diversity and Inclusion, 36 (2), 939-963. doi: 10.1108/EDI-05-2016-0043
J.T.J. Smit & J.C.M. Kil (2017). Toehold acquisitions as behavioral real options. California Management Review, 59 (3), 42-73. doi: 10.1177/0008125617712255
J.T.J. Smit & L. Trigeorgis (2017). Strategic NPV: Real options and strategic games under different information structures. Strategic Management Journal, 38 (13), 2444-2464. doi: 10.1002/smj.2665
J.T.J. Smit, E. Pennings & S. van Bekkum (2017). Real Options and Institutions. Journal of International Business Studies, 48 (5), 620-644. doi: 10.1057/s41267-016-0055-7
E. Sojli & W.W. Tham (2017). Foreign Political Connections. Journal of International Business Studies, 48, 244-266. doi: 10.1057/s41267-016-0059-3
L.A.P. Swinkels & Y. Xu (2017). Is the Equity Market Representative of the Real Economy? Economics, Management, and Financial Markets, 12 (2), 51-66.
M.J.C.M. Verbeek (2017). A Guide to Modern Econometrics, 5th edition. Hoboken, NJ: John Wiley and Sons
I.J.M. Arnold (2017, juni 22). Het is tijd voor loonsverhoging. Nederlands Dagblad
I.J.M. Arnold (2017, december 1). Bitcoin iets voor waaghalzen. Nederlands Dagblad
I.J.M. Arnold (2017, augustus 15). Tien jaar na de kredietcrisis is de euro nog niet in veilig vaarwater. Nederlands Dagblad
I.J.M. Arnold (2017, maart 20). Economie bepaalt agenda Rutte III. Nederlands Dagblad
P.G.J. Roosenboom (2017, maart 29). Onstuimig EZ heeft voor ieder plan wel een potje. Het Financieele Dagblad
P.G.J. Roosenboom (2017, mei 1). De uitverkoop van HEMA. QUOTE
P.G.J. Roosenboom (2017, maart 29). De overheid als durfkapitalist. De Groene Amsterdammer
P.G.J. Roosenboom (2017, februari 22). Dutch corporate takeover defences tough to breach. AFP.com
P.G.J. Roosenboom (2017, oktober 2). Een "Hema" op zijn tijd hoort erbij voor private equity. Het Financieele Dagblad
P.G.J. Roosenboom (2017, februari 22). Dutch corporate takeover defences tough to breach. Yahoo Finance
P.G.J. Roosenboom (2017, maart 17). Private equity richt blik op tandheelkunde. Nederlands Tandartsenblad
P.G.J. Roosenboom (2017, januari 3). Brexit bracht Nederlandse dealmarkt tot stilstand. Het Financieele Dagblad
2016
S. van Bekkum (2016). Inside Debt and Bank Risk. Journal of Financial and Quantitative Analysis, 51 (2), 359-385. doi: 10.1017/S0022109016000168
G. Baltussen, J.J. Hazenberg & W. van der Scheer (2016). Resultaten uit het verleden...De extrapolatiebias van fondsbeleggers. VBA Journaal, 32 (125), 38-43.
G. Baltussen & W. Van dommelen (2016). Factorpremies zitten overal! VBA Journaal, 32 (127), 25-31.
I.J.M. Arnold (2016). Cheating at online formative tests: Does it pay off? The Internet and Higher Education, 29 (April), 98-106. doi: 10.1016/j.iheduc.2016.02.001
I.J.M. Arnold & B. Soederhuizen (2016). Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area? Journal of International Money and Finance, 64 (June), 88-103. doi: 10.1016/j.jimonfin.2016.02.011
G. Baltussen, M.J. van den Assem & D. van Dolder (2016). Risky Choice in the Limelight. The Review of Economics and Statistics, 98 (2), 318-332. doi: 10.2139/ssrn.2057134
S. van Bekkum (2016). Ireland's 2010 EU/IMF Intervention: Costs and Benefits. Journal of Banking and Finance, 72 (4), 175-183. doi: 10.1016/j.jbankfin.2014.12.025
S. van Bekkum (2016). Inside Debt and Bank Risk. Journal of Financial and Quantitative Analysis, 51 (2), 359-385. doi: 10.1017/S0022109016000168
D. Blitz & L.A.P. Swinkels (2016). Fundamental Indexation: An active value strategy in disguise. In S. Satchell (Ed.), Asset Management: Portfolio Construction, Performance and Returns (pp. 331-338). Springer International Publishing
C. Cakmakli & D.J.C. van Dijk (2016). Getting the most out of macroeconomics information for predicting excess stock returns. International Journal of Forecasting, 32 (1), 650-668. doi: 10.1016/j.ijforecast.2015.10.001
B.J. Christensen, O. Posch & M. van der Wel (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data. Journal of Econometrics, 194 (1), 116-137. doi: 10.1016/j.jeconom.2016.04.005
M.M.J.E. Cosemans, R.G.P. Frehen, P.C. Schotman & R.M.M.J. Bauer (2016). Estimating Security Betas Using Prior Information Based on Firm Fundamentals. The Review of Financial Studies, 29 (4), 1072-1112. doi: 10.1093/rfs/hhv131
D.J.C. van Dijk, R.L. Lumsdaine & M. van der Wel (2016). Market set-up in advance of Federal Reserve policy rate decisions. The Economic Journal, 126 (592), 618-653. doi: 10.1111/ecoj.12372
P. Exterkate, P.J.F. Groenen, C. Heij & D.J.C. van Dijk (2016). Nonlinear forecasting with many predictors using kernel ridge regression. International Journal of Forecasting, 32 (3), 736-753. doi: 10.1016/j.ijforecast.2015.11.017
X. Gong, C. Lin & R.C.J. Zwinkels (2016). Forecasting Crashes: Correlated Fund Flows and the Skewness in Stock Returns. Journal of Financial Econometrics, 15 (1), 36-61. doi: 10.1093/jjfinec/nbw009 [go to publisher's site]
F. Gresnigt, H.J.W.G. Kole & P.H.B.F. Franses (2016). Specification Testing in Hawkes Models. Journal of Financial Econometrics, 15 (1), 139-171. doi: 10.1093/jjfinec/nbw011
A. Guenster & M.A. van Dijk (2016). The impact of European antitrust policy: Evidence from the stock market. International Review of Law and Economics, 46, 20-33. doi: 10.1016/j.irle.2015.12.001
V. Kysucky & L. Norden (2016). The Benefits of Relationship Lending in a Cross-Country Context: A Meta-Analysis. Management Science, 62 (1), 90-110. doi: 10.1287/mnsc.2014.2088
L. Norden, P.G.J. Roosenboom & T. Wang (2016). The effects of corporate bond granularity. Journal of Banking and Finance, 63 (-), 25-34. doi: 10.1016/j.jbankfin.2015.11.001
J.C.S. Phoeng & L.A.P. Swinkels (2016). The Zodiac Calendar and Equity Factor Returns. China Accounting and Finance Review, 18 (3), 114-130. doi: 10.7603/s40570-016-0009-2
M. Pieterse-Bloem, Z. Qian, R.C.J. Zwinkels & W.F.C. Verschoor (2016). Time-varying importance of country and industry factors in European corporate bonds. Journal of Empirical Finance, 38 (A), 429-448. doi: 10.1016/j.jempfin.2016.01.010
E. Sojli, W.W. Tham & J. Skjeltorp (2016). Flashes of trading intent at the NASDAQ. Journal of Financial and Quantitative Analysis, 51 (1), 165-196. doi: 10.1017/S0022109016000028
M. van der Wel, S.R. Ozturk & D.J.C. van Dijk (2016). Dynamic factor models for the volatility surface. In E. Hillebrand & S.J. Koopman (Eds.), Dynamic Factor Models (Advances in Econometrics, 35) (pp. 127-174). Emerald Group Publishing Ltd
G.A.G. Alserda, B.G.C. Dellaert, S.G. van der Lecq & L.A.P. Swinkels (2016). Pension risk preferences: A personalized elicitation method and its impact on asset allocation.
I.J.M. Arnold (2016, maart 31). Logica van Knot is ver te zoeken. Nederlands Dagblad
I.J.M. Arnold (2016, september 7). Engels is goed voor de kwaliteit van het onderwijs op de universiteiten. Nederlands Dagblad
I.J.M. Arnold (2016, december 13). Het laten bloeden van private schuldeisers beschermt de belastingbetaler. Nederlands Dagblad
I.J.M. Arnold (2016, februari 1). Weg met de instellingstoets in het hoger onderwijs. Nederlands Dagblad
J.T.J. Smit & N.R. Matawlie (2016). Do Overconfident CEOs Ignore Minority Stakes?
2015
I.J.M. Arnold, C.J.M. Kool & T. Van Veen (2015). Canon deel 15: Internationale monetaire economie. Economisch-Statistische Berichten, 100 (4712), 362-366.
O.W. Steenbeek & M.B.J. Schauten (2015). Does shareholder value rise with growth in corporate earnings? Valuation Strategies, 6 (September/October), 38-42.
I.J.M. Arnold & S.E. Ewijk van (2015). Financial integration in the euro area: Pro-cyclical effects and economic convergence. Economic Modelling, 44 (January), 335-342. doi: 10.1016/j.econmod.2014.05.026
I.J.M. Arnold (2015). Changing the guard: Staff turnover as a source of variation in test results. Studies in Educational Evaluation, 47 (December), 12-18. doi: 10.1016/j.stueduc.2015.05.002
R.H.G.M. Cox, D. Brounen & P. Neuteboom (2015). Financial Literacy, Risk Aversion and Choice of Mortgage-type by Households. The Journal of Real Estate Finance and Economics, 50 (1), 74-112. doi: 10.1007/s11146-013-9453-9
N. Doskov & L.A.P. Swinkels (2015). Empirical evidence on the currency carry trade, 1900-2012. Journal of International Money and Finance, 51, 370-389. doi: 10.1016/j.jimonfin.2014.12.001
T. Egbers & L.A.P. Swinkels (2015). Can implied volatility predict returns on the currency carry trade? Journal of Banking and Finance, 59, 14-26. doi: 10.1016/j.jbankfin.2015.04.026
P.T. Fliers, C.L. Colvin & A. de Jong (2015). Predicting the Past: Understanding the Causes of Bank Distress in the Netherlands in the 1920s. Explorations in Economic History, 55, 97-121. doi: 10.1016/j.eeh.2014.09.001
F. Gresnigt, H.J.W.G. Kole & P.H.B.F. Franses (2015). Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes. Journal of Banking and Finance, 56, 123-139. doi: 10.2469/dig.v45.n12.10
L.L. Helwig & L.A.P. Swinkels (2015). Accounting for market risk in microfinance investments. International Journal of Sustainable Economy, 17 (4), 262-279. doi: 10.1504/IJSE.2015.072202
A. de Jong & G. Westerhuis (2015). Denken en praktijk van financiering en governance in de twintigste eeuw. Economisch-Statistische Berichten, 712-715.
A. de Jong, D. Higgins & H. van Driel (2015). Towards a New Business History? Business History, 57 (1), 5-29. doi: 10.1080/00076791.2014.977869
A. de Jong & G. Westerhuis (2015). Geld en macht. Over financiering en governance. Amsterdam: Boom
A. de Jong & I. Naumovska (2015). A note on event studies in finance and management research. Review of Finance, 20 (4), 1659-1672. doi: 10.1093/rof/rfv037
R.R.P. Kouwenberg & R.C.J. Zwinkels (2015). Endogenous Price Bubbles in a Multi-Agent System of the Housing Market. PLoS One (online), 10 (6), e0129070. doi: 10.1371/journal.pone.0129070
M. Pieterse-Bloem, K. Bouwman, W.W. Tham & B. Buis (2015). A practical approach to constructing price-based funding liquidity factors. International Review of Economics and Finance, 40, 90-97. doi: 10.2016?j.iref.2015.02.007
R.J.D. Potter van Loon, M.J. van den Assem & D. van Dolder (2015). Beyond Chance? The Persistence of Performance in Online Poker. PLoS One (print), 10 (3), e0115479. doi: 10.1371/journal.pone.0115479
E. Raviv, K.E. Bouwman & D.J.C. van Dijk (2015). Forecasting day-ahead electricity prices: Utilizing hourly prices. Energy Economics, 50, 227-239. doi: 10.1016/j.eneco.2015.05.014
F.P. Schlingemann & H. Wu (2015). Determinants and shareholder wealth effects of the sales method in acquisitions. Journal of Banking and Finance, 59 (-), 469-485. doi: 10.1016/j.jbankfin.2015.06.017
M.L. Scholtus & D.J.C. van Dijk (2015). High-frequency activity on NASDAQ. In G.N. Gregoriou (Ed.), The Handbook of High-Frequency Trading (pp. 3-23). Amsterdam: Academic Press, Elsevier
J.T.J. Smit & T. Moraitis (2015). Playing at Serial Acquisitions. Princeton: Princeton University Press
E. Sojli & W.W. Tham (2015). Divided Governments and Futures Prices. Journal of Econometrics, 187 (2), 622-633. doi: 10.1016/j.jeconom.2015.02.043
W.W. Tham, E. Sojli & S. Liao (2015). Managing systemic risk in the Netherlands. International Review of Economics and Finance, 40 (November), 231-245. doi: 10.1016/j.iref.2015.02.012
I.J.M. Arnold (2015, februari 4). Politiek, overvraag ECB niet. Nederlands Dagblad
I.J.M. Arnold (2015, juli 9). Verenigde Staten als voorbeeld in Griekse crisis. Nederlands Dagblad
I.J.M. Arnold (2015, maart 3). Universiteiten hebben onmogelijke opdracht. Nederlands Dagblad
I.J.M. Arnold (2015, september 14). Lastenverlichting van 5 miljard is nodig. Nederlands Dagblad
I.J.M. Arnold (2015, juni 15). Tijd voor een Grieks referendum over de euro. Nederlands Dagblad
I.J.M. Arnold (2015, december 3). Garantie spaarders moet Europees. Nederlands Dagblad
P.G.J. Roosenboom (2015, april 28). Private equity in de polder. NRC Handelsblad
P.G.J. Roosenboom (2015, april 29). Strengere aanpak private equity investeerders kan overnamemarkt raken. NU.nl
P.G.J. Roosenboom (2015, juni 1). Banken hebben de regiefunctie. Activa, pp. 6-7.
P.G.J. Roosenboom (2015, april 29). Private equity spreekt in de Tweede Kamer. Het Financieele Dagblad
P.G.J. Roosenboom (2015, maart 26). Niemand heeft er baat bij een bedrijf te gronde te richten. Erasmus Magazine
P.G.J. Roosenboom (2015, maart 31). Private equity: Sprinkhanen of bedrijvendoktors? Retail Trends
P.G.J. Roosenboom (2015, februari 26). Tweede Kamer wil in gesprek over private equity. NRC Handelsblad
J.T.J. Smit, J.C.M. Kil & P. Verwijmeren (2015). Premiums paid in acquisition sequences: A real options perspective.
O.W. Steenbeek, M.B.J. Schauten & R. RIjn (2015). Private Equity and Pensioners: Value creation through pension adjustments.
2014
H. Jiang, M.J.C.M. Verbeek & Y. Wang (2014). Information Content when Mutual Funds Deviate from Benchmarks. Management Science, 60 (8), 2038-2053. doi: 10.1287/mnsc.2013.1847
M.J.C.M. Verbeek (2014). Moderne Oekonometrie. Weinheim: Wiley-VCH
A. de Jong, C. Colvin & P.T. Fliers (2014). De bankencrisis van de Jaren twintig. Economisch-Statistische Berichten, 437-440.
P.G.J. Roosenboom (2014). Het externe financieringsaanbod voor het Nederlandse MKB. In Het MKB in Beeld (pp. 33-62)
P.G.J. Roosenboom (2014). Het Nederlandse MKB: De stand van zaken. In Het MKB in Beeld (pp. 17-32)
P.G.J. Roosenboom (2014). Beleidsmatige ondersteuning van het MKB. In Het MKB in Beeld (pp. 63-69)
I.J.M. Arnold & S.E. Ewijk van (2014). How bank business models drive interest margins: evidence from US bank-level data. The European Journal of Finance, 20 (10), 850-873. doi: 10.1080/1351847X.2013.833532
I.J.M. Arnold & W. Rowaan (2014). First-year study success in economics and econometrics: the role of gender, motivation and math skills. Journal of Economic Education, 45 (1), 25-35. doi: 10.1080/00220485.2014.859957
I.J.M. Arnold & S.E. Ewijk van (2014). Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area. Applied Financial Economics, 24 (15), 1043-1049. doi: 10.1080/09603107.2014.923232
I.J.M. Arnold (2014). One index fits none: the conundrum of euro area inflation-linked bonds. The European Journal of Finance, 21 (7), 575-583. doi: 10.1080/1351847X.2013.865102
L.L. Bargeron, K. Lehn, S.B. Moeller & F.P. Schlingemann (2014). Disagreement and the informativeness of stock returns: The case of acquisition announcements. Journal of Corporate Finance, 25, 155-172. doi: 10.1016/j.jcorpfin.2013.11.014
N. Basturk, C. Cakmakli, S.P. Ceyhan & H.K. van Dijk (2014). Posterior-predictive evidence on US inflation using extended New Keynesian Phillips Curve models with non-filtered data. Journal of Applied Econometrics, 29 (7), 1164-1182. doi: 10.1002/jae.2411
E. Bataa, D.R. Osborn, M. Sensier & D.J.C. van Dijk (2014). Identifying changes in mean, seasonality, persistence and volatility for G7 and euro area inflation. Oxford Bulletin of Economics and Statistics, 76 (3), 360-388. doi: 10.1111/obes.12021
T.J. Boulton, M. Braga-Alves & F.P. Schlingemann (2014). Does equity-based compensation make CEOs more acquisitive? The Journal of Financial Research, 37 (3), 267-294. doi: 10.1111/jfir.12037
A. De Jong, T.A. Marra & P.G.J. Roosenboom (2014). Beursintroducties tijdens de technologie-bubble in Nederland. MAB, 88 (9), 368-378.
A. de Jong, G.M.H. Mertens, Marieke Van der Poel & R. van Dijk (2014). How does earnings management influence investors' perceptions of firm value? Survey evidence from financial analysts. Review of Accounting Studies, 19 (2), 606-627. doi: 10.1007/s11142-013-9250-y
A. De Jong, R.B.H. Hooghiemstra & M. van Rinsum (2014). To accept or reject an offer to join the board: Dutch evidence. Long Range Planning, 47 (5), 262-276. doi: 10.1016/j.lrp.2012.06.001
D.J.C. van Dijk, S.J. Koopman, M. van der Wel & J. Wright (2014). Forecasting interest rates with shifting endpoints. Journal of Applied Econometrics, 29, 693-712. doi: 10.1002/jae.2358
C. Diks, V. Panchenko, O. Sokolinskiy & D.J.C. van Dijk (2014). Comparing the accuracy of multivariate density forecasts in selected regions of the copula support. Journal of Economic Dynamics and Control, 48, 79-94. doi: 10.1016/j.jedc.2014.08.021
I. Dittmann, D. Kübler, E. Maug & L. Mechtenberg (2014). Why votes have a value? Games and Economic Behavior, 84, 17-38. doi: 10.1016/j.geb.2013.12.004
R.Q. Doeswijk, T.W. Lam & L.A.P. Swinkels (2014). The Global Multi-Asset Market Portfolio 1959-2012. Financial Analysts Journal, 70 (2), 26-41. doi: 10.2469/faj.v70.n2.1
R.Q. Doeswijk, T.W. Lam & L.A.P. Swinkels (2014). “The Global Multi-Asset Market Portfolio 1959-2012”: Author Response. Financial Analysts Journal, 70 (4), 9-11. doi: 10.2469/faj.v70.n4.10
M.D.R.P. Dutordoir, P.G.J. Roosenboom & M. Teixeira de Vasconcelos (2014). Synergy disclosures in mergers and acquisitions. International Review of Financial Analysis, 31 (January), 88-100. doi: 10.1016/j.irfa.2013.09.005
L. Ferrara & D.J.C. van Dijk (2014). Forecasting the business cycle. International Journal of Forecasting, 30 (3), 517-519. doi: 10.1016/j.ijforecast.2013.12.001
P.H.B.F. Franses, D.J.C. van Dijk & A. Opschoor (2014). Time Series Models for Business and Economics Forecasting. Cambridge: Cambridge University Press
P.H.B.F. Franses, D.J.C. van Dijk & A. Opschoor (2014). Time series models for business and economic forecasting, Second revised edition. Cambridge: Cambridge University Press
J.J. Huij & E. van Gelderen (2014). Academic Knowledge Disemmination in the Mutual Fund Industry. The Journal of Portfolio Management, 40 (4), 157-167. doi: 10.3905/jpm.2014.40.4.157
K.A. Hytonen, G. Baltussen, M.J. van den Assem, V.A. Klucharev, A.G. Sanfey & A. Smidts (2014). Path Dependence in Risky Choice: Affective and Deliberative Processes in Brain and Behavior. Journal of Economic Behavior and Organization, 107 (11), 566-581. doi: 10.1016/j.jebo.2014.01.016
M. Illueca, L. Norden & G. Udell (2014). Liberalization and Risk Taking: Evidence from Government-controlled Banks. Review of Finance, 18 (4), 1217-1257. doi: 10.1093/rof/rft023
H. Jiang, M.J.C.M. Verbeek & Y. Wang (2014). Information Content when Mutual Funds Deviate from Benchmarks. Management Science, 60 (8), 2038-2053. doi: 10.1287/mnsc.2013.1847
H. Jiang & Z. Sun (2014). Dispersion in beliefs among active mutual funds and the cross-section of stock returns. Journal of Financial Economics, 114 (2), 341-365. doi: 10.1016/j.jfineco.2014.06.003
A. de Jong, J. Ang & Marieke Van der Poel (2014). Does familiarity with business segments affect CEOs’ divestment decisions? Journal of Corporate Finance, 29, 58-74. doi: 10.1016/j.jcorpfin.2014.07.004
B. Jungbacker, S.J. Koopman & M. van der Wel (2014). Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates. Journal of Applied Econometrics, 29 (1), 65-90. doi: 10.1002/jae.2319
E.J. Kontoghiorghes, H.K. van Dijk, D. Belsley, T. Bollerslev, F.X. Diebold, J.M. Dufour, R. Engle, A.C. Harvey, S.J. Koopman, M.H. Pesaran, P.C.B. Philips, R. Smith, M. West, Q. Yao, A. Amendola, M. Billio, C.W.S. Chen, C. Chiarella, A. Colubi, M. Deistler, C. Francq, M. Hallin, E. Jacquier, K. Judd, G. Koop, H. Lutkepol, J.G. Mackinnon, S. Mittnik, Y. Omori, I. Pollock, T. Proietti, J.V.K. Rombouts, O. Scaillet, W. Semmler, M.K.P. So, J. Steel, R.N. Taylor, E. Tzavalis, J.M. Zakoian, H.P. Boswijk, A. Luati & J. Maheu (2014). CFEnetwork: The Annals of computational and financial econometrics: 2nd issue. Computational Statistics & Data Analysis, 76, 1-3. doi: 10.1016/j.csda.2014.04.006
R.R.P. Kouwenberg & R.C.J. Zwinkels (2014). Forecasting the U.S. Housing Market. International Journal of Forecasting, 30 (3), 415-425. doi: 10.1016/j.ijforecast.2013.12.010
S.G. van der Lecq, C.G. de Vries & M. Dirks (2014). Macroprudential policy: the neglected sectors. In D. Schoenmaker (Ed.), Macroprudentialism (pp. 71-83). London: CEPR
L. Norden, C. Buston & W.B. Wagner (2014). Financial innovation and bank behavior: Evidence from credit markets. Journal of Economic Dynamics and Control.
L. Norden, C. Silva Buston & W. Wagner (2014). Financial innovation and bank behavior: Evidence from credit markets. Journal of Economic Dynamics and Control, 43, 130-145. doi: 10.1016/j.jedc.2014.01.015
L. Norden, P.G.J. Roosenboom & T. Wang (2014). The impact of government intervention in banks on corporate borrowers' stock returns. Journal of Financial and Quantitative Analysis, 48 (5), 1635-1662. doi: 10.1017/S0022109013000537
A. Opschoor, M. van der Wel, D.J.C. van Dijk & N. Taylor (2014). Order Flow and Volatility: An Empirical Investigation. Journal of Empirical Finance, 28, 185-201. doi: 10.1016/j.jempfin.2014.07.002
A. Opschoor, D.J.C. van Dijk & M. van der Wel (2014). Predicting Volatility and Correlations with Financial Conditions Indexes. Journal of Empirical Finance, 29, 435-447. doi: 10.1016/j.jempfin.2014.10.003 [go to publisher's site]
A. Pick & A.P. Markiewicz (2014). Adaptive learning and survey expectations. Journal of Economic Behavior and Organization, 107 (Part B), 685-707. doi: 10.1016/j.jebo.2014.04.005
P.G.J. Roosenboom, F.P. Schlingemann & M. Teixeira de Vasconcelos (2014). Does stock liquidity affect the incentives to monitor? Evidence from corporate takeovers. The Review of Financial Studies, 27 (8), 2392-2433. doi: 10.1093/rfs/hht076
N.L. van der Sar, M.B.J. Schauten & K. Hendrix (2014). De ratio van de terugkoop van aandelen. MAB, 88 (10), 401-408.
M.L. Scholtus, D.J.C. van Dijk & B. Frijns (2014). Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements. Journal of Banking and Finance, 38, 89-105. doi: 10.1016/j.jbankfin.2013.09.016
J.T.J. Smit & D. Lovallo (2014). Creating More Accurate Acquisition Valuations. MIT Sloan Management Review, 56 (1), 63-71.
M. Szymanowska, F.A. de Roon, T. Nijman & R. van den Goorbergh (2014). An Anatomy of Commodity Futures Risk Premia. The Journal of Finance, 69 (1), 453-482. doi: 10.1111/jofi.12096 [go to publisher's site]
M.J.C.M. Verbeek (2014). Moderne Oekonometrie. Weinheim: Wiley-VCH
W.F.C. Verschoor, G. Rubbaniy & I.P.P. Lelyveld van (2014). Home Bias and Dutch Pension Funds’ Investment behaviour. The European Journal of Finance, 20 (11), 978-993. doi: 10.1080/1351847X.2013.784206
Gerarda Westerhuis, A. de Jong & A. Röell (2014). Evolving Role of Shareholders in Dutch Corporate Governance. In Keetie Sluyterman (Ed.), Varieties of Capitalism and Business History. The Dutch case. New York and London: Routledge
A. Zellner, T. Ando, N. Basturk, L.F. Hoogerheide & H.K. van Dijk (2014). Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo. Econometric Reviews, 33 (1-4), 3-35. doi: 10.1080/07474938.2013.807094
R.C.J. Zwinkels & D. Goldbaum (2014). An Empirical Investigation of Heterogeneity and Switching in the Foreign Exchange Market. Journal of Economic Behavior and Organization, 107 (Part B), 667-684. doi: 10.1016/j.jebo.2013.08.004
I.J.M. Arnold (2014, november 5). Onze banken zijn nog steeds obese. Nederlands Dagblad
I.J.M. Arnold (2014, oktober 8). Europese bank moet Duitse weerstand trotseren. Nederlands Dagblad
I.J.M. Arnold (2014, september 4). Nog een grote klus voor Rutte te doen. Nederlands Dagblad
I.J.M. Arnold (2014, juli 4). Banken zijn te machtig om te veranderen. Nederlands Dagblad
I.J.M. Arnold (2014, juni 4). Steek vooral meer tijd in je studie. Nederlands Dagblad
I.J.M. Arnold (2014, januari 7). Knip navelstreng tussen banken en overheden door. Nederlands Dagblad
I.J.M. Arnold (2014, februari 4). Onbegrensde studiekeuze is te vrijblijvend. Nederlands Dagblad
I.J.M. Arnold (2014, maart 4). Pas op met hulp aan Oekraine. Nederlands Dagblad
I.J.M. Arnold (2014, december 1). Terugkeer naar goud is geen oplossing. Nederlands Dagblad
S. van Bekkum (2014). Yielding door vliegtuigmaatschappijen. NRC Handelsblad, 18-18.
S. van Bekkum (Interview) (2014, jun 20). De kritiek op de salarisverhoging bij ABN AMRO is overdreven. [radio-uitzending]. In Radio 1.
S. van Bekkum & D. Zhang (2014). How Do Compensation Policies Spread? Evidence from Executive Ownership Guidelines.
M.A. van Dijk (2014). The social value of finance. (2014, maart 7). Rotterdam: Erasmus Research Institute of Management
B.J.L. Keijsers, B.F. Diris & H.J.W.G. Kole (2014). Cyclicality in losses on bank loans (working paper).
N. Nagarajan, F.P. Schlingemann, Marieke Van der Poel & M. Yalin (2014). Specialized Resources and Bidder Returns: Evidence from Targets with Founder CEOs.
P.G.J. Roosenboom (2014, juli 9). Enthousiasme over extra krediet. Het Financieele Dagblad
2013
D. Blitz, J.J. Huij, S.D. Lansdorp & M.J.C.M. Verbeek (2013). Short-Term Residual Reversal. Journal of Financial Markets, 16 (3), 477-504. doi: 10.1016/j.finmar.2012.10.005
T. Dyakov & M.J.C.M. Verbeek (2013). Front-Running of Mutual Fund Fire-Sales. Journal of Banking and Finance, 37 (12), 4931-4942. doi: 10.1016/j.jbankfin.2013.08.013
M.J.C.M. Verbeek & Y. Wang (2013). Better than the Original? The Relative Success of Copycat Funds. Journal of Banking and Finance, 37 (9), 3454-3471. doi: 10.1016/j.jbankfin.2013.04.024
I.J.M. Arnold & G.J.A. Baars (2013). Geen kwaliteit met vrijblijvendheid. Hoger Onderwijs Management , april.
I.J.M. Arnold & T. Veen van (2013). Wealth effect in macroeconomic theory and policy. In B. Hoogenboom, M. Pheijffer & E. Karssing (Eds.), Gorillas, markets and the search for economic values. Van Gorcum
M.J. van den Assem (2013). Gedragseconomie en het vriendelijk terugdringen van autogebruik. Factor D, 31 (3), 24.
M.J. van den Assem & D. van Dolder (2013). Big Peanuts. Tijdschrift voor het Economisch Onderwijs, 48-50.
S. van Bekkum (2013). Het aandeelhoudersbelang in bestuurdersbeloningen. Economisch-Statistische Berichten, 98 (4661), 330-332.
H.J. Bouwer, M. Emmerson & M.B.J. Schauten (2013). Basics of bookkeeping. Groningen/Houten: Noordhoff uitgevers
A. de Jong, R.B.H. Hooghiemstra & M. van Rinsum (2013). Attracting non-executive directors to the board. RSM Insight, 15 (3), 11-12.
M. Illueca, L. Norden & G. Udell (2013). When Good Intentions Go Wrong: Effects of Bank Deregulation and Governance on Risk Taking. VoxEU.org.
L. Norden, P.G.J. Roosenboom & T. Wang (2013). Do bankbailouts have a silver lining? RSM Insight, 16 (4), 14-15.
L. Norden (2013). Lessen van deregulering. Banking Review, 25 (zomer), 24.
J. Perdaan, M.B.J. Schauten & H.J. Bouwer (2013). Heeft het cijfer economie in de derde klas vwo voorspellende waarde? Tijdschrift voor het Economisch Onderwijs, 12-15.
P.G.J. Roosenboom (2013). Private equity and public-to-private transactions. RSM Insight, 13 (1), 21-22.
M.B.J. Schauten & H.J. Bouwer (2013). Het schoolvak Management & Organisatie op de schop. Factor D, 1, 15-16.
L. Andreu, L.A.P. Swinkels & L. Tjong-A-Tjoe (2013). Can exchange traded funds be used to exploit country and industry momentum? Financial Markets and Portfolio Management, 27 (2), 127-148. doi: 10.1007/s11408-013-0207-8
K. Bannouh, M.P.E. Martens & D.J.C. van Dijk (2013). Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading. The North American Journal of Economics and Finance, 26 (december), 535-551. doi: 10.1016/j.najef.2013.02.020
E. Bataa, D.R. Osborn, M. Sensier & D.J.C. van Dijk (2013). Structural breaks in the international dynamics of inflation. The Review of Economics and Statistics, 95 (2), 646-659. doi: 10.1162/REST_a_00261
P. Behr, L. Norden & F. Noth (2013). Financial Constraints of Private Firms and Bank Lending Behavior. Journal of Banking and Finance, 37 (9), 3472-3485. doi: 10.1016/j.jbankfin.2013.05.018
M. Bilio, R. Casarin, F. Ravazzolo & H.K. van Dijk (2013). Time-varying combinations of predictive densities using nonlinear filtering. Journal of Econometrics, 177 (2), 213-232. doi: 10.1016/j.jeconom.2013.04.009
D. Blitz, J.J. Huij, S.D. Lansdorp & M.J.C.M. Verbeek (2013). Short-Term Residual Reversal. Journal of Financial Markets, 16 (3), 477-504. doi: 10.1016/j.finmar.2012.10.005
M. Bordo, L. Jonung & A.P. Markiewicz (2013). A Fiscal Union for the Euro: Some Lessons from History. CESifo Economic Studies, 59 (3), 449-488. doi: 10.1093/cesifo/ift001
C. Cakmakli, R. Paap & D.J.C. van Dijk (2013). Measuring and predicting heterogeneous recessions. Journal of Economic Dynamics and Control, 37, 2195-2216. doi: 10.1016/j.jedc.2013.06.004
C. Chiarella, X. He & R.C.J. Zwinkels (2013). Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500. Journal of Economic Behavior and Organization, 105 (september), 1-16. doi: 10.1016/j.jebo.2014.03.003
Y. Dai, S. Gryglewicz, J.T.J. Smit & W. De Maeseneire (2013). Similar Bidders in Takeover Contests. Games and Economic Behavior, 82, 544-561. doi: 10.1016/j.geb.2013.08.010
M. Dierkes, C. Erner, L. Norden & Th. Langer (2013). Business credit information sharing and default risk of private firms. Journal of Banking and Finance, 37 (8), 2867-2878. doi: 10.1016/j.jbankfin.2013.03.018
I. Dittmann, E.G. Maug & O. Spalt (2013). Indexing executive compensation contracts. The Review of Financial Studies, 26 (12), 3182-3224. doi: 10.1093/rfs/hht052 [go to publisher's site]
T. Dyakov & M.J.C.M. Verbeek (2013). Front-Running of Mutual Fund Fire-Sales. Journal of Banking and Finance, 37 (12), 4931-4942. doi: 10.1016/j.jbankfin.2013.08.013
P. Exterkate, D.J.C. van Dijk, C. Heij & P.J.F. Groenen (2013). Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model. Journal of Forecasting, 32 (2013), 193-214. doi: 10.1002/for.1258
J. Fidrmuc, A. Palandri, P.G.J. Roosenboom & D.J.C. van Dijk (2013). When do managers seek private equity backing in public-to-private transactions? Review of Finance, 17 (3), 1099-1139. doi: 10.1093/rof/rfs021
L. de Haan, C.G. de Vries & C. Zhou (2013). The number of active bidders in internet auctions. Journal of Economic Theory, 148 (4), 1726-1736. doi: 10.1016/j.jet.2013.04.017
S. van den Hauwe, R. Paap & D.J.C. van Dijk (2013). Bayesian forecasting of federal funds target rate decisions. Journal of Macroeconomics, 37, 19-40. doi: 10.1016/j.jmacro.2013.05.001
M.G.J. Jennen, P.H. Hendershott & B.D. MacGregor (2013). Modeling Space Market Dynamics: An Illustration Using Panel Data for US Retail. The Journal of Real Estate Finance and Economics, 47 (4), 659-687. doi: 10.1007/s11146-013-9426-z
T. Jiao, G.M.H. Mertens & P.G.J. Roosenboom (2013). Industry valuation driven earnings management. In C.S. Wehn, C. Hoppe & G.N. Gregoriou (Eds.), Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges (pp. 177-190). Amsterdam: Elsevier
A. de Jong, E. Duca & M.D.R.P. Dutordoir (2013). Do convertible bond issuers cater to investor demand? Financial Management - FM, 42 (1), 41-78. doi: 10.1111/j.1755-053X.2012.01222.x
A. de Jong, O. Gelderblom & J. Jonker (2013). The Formative Years of the Modern Corporation: The Dutch East India Company, 1602-1623. The Journal of Economic History, 73 (4), 1050-1076. doi: 10.1017/S0022050713000879
A. de Jong, J. Jonker & A. Röell (2013). Dutch corporate finance, 1602-1850’. In Handbook of Key Global Financial Markets, Institutions and Infrastructure
A. de Jong, B. Hof & M. Keste (2013). De Nederlandse corporate governance code en monitoring: meer of minder overheid? In Jaarboek corporate governance 2013-2014 (pp. 123-142). Kluwer
D. Karstanje, E. Sojli, W.W. Tham & M. van der Wel (2013). Economic Valuation of Liquidity Timing. Journal of Banking and Finance, 37 (12), 5073-5087. doi: 10.1016/j.jbankfin.2013.09.010
S.J. Koopman & M. van der Wel (2013). Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model. International Journal of Forecasting, 29 (4), 676-694. doi: 10.1016/j.ijforecast.2012.12.004
R. Kouwenberg & R.C.J. Zwinkels (2013). Forecasting the US Housing Market. International Journal of Forecasting, 30 (3), 415-425. doi: 10.1016/j.ijforecast.2013.12.010
A.P. Markiewicz & P. De Grauwe (2013). lea. Journal of International Money and Finance, 32 (February), 42-76. doi: 10.1016/j.jimonfin.2012.03.001
L. Norden & S. van Kampen (2013). Corporate leverage and the collateral channel. Journal of Banking and Finance, 37 (12), 5062-5072. doi: 10.1016/j.jbankfin.2013.09.001
A. Popov & P.G.J. Roosenboom (2013). Venture capital and new business creation. Journal of Banking and Finance, 37 (12), 4695-4710. doi: 10.1016/j.jbankfin.2013.08.010
M.B.J. Schauten, D.J.C. van Dijk & J.P. van der Waal (2013). Corporate Governance and the Value of Excess Cash Holdings of Large European Firms. European Financial Management, 19 (5), 991-1016. doi: 10.1111/j.1468-036X.2011.00615.x
M.B.J. Schauten (2013). Three discount methods and the required return on equity. Contaduría y Administración, 58 (1), 63-85. doi: 10.1016/S0186-1042(13)71198-7
J.F. Slijkerman, C.G. de Vries & D. Schoenmaker (2013). Systemic Risk and Diversification across European Banks and Insurers. Journal of Banking and Finance, 37 (3), 773-785. doi: 10.1016/j.jbankfin.2012.10.027
R.W. Strachan & H.K. van Dijk (2013). Evidence on features of a dsge business cycle model from bayesian model averaging. International Economic Review, 54 (1), 385-402. doi: 10.1111/j.1468-2354.2012.00737.x
A. Timmerman & H.K. van Dijk (2013). Dynamic econometric modeling and forecasting in the presence of instability. Journal of Econometrics, 177 (2), 131-133. doi: 10.1016/j.jeconom.2013.04.001
M.J.C.M. Verbeek & Y. Wang (2013). Better than the Original? The Relative Success of Copycat Funds. Journal of Banking and Finance, 37 (9), 3454-3471. doi: 10.1016/j.jbankfin.2013.04.024
W.F.C. Verschoor, S. Ter Ellen & R.C.J. Zwinkels (2013). Dynamic Expectation Formation in the Foreign Exchange Market. Journal of International Money and Finance, 37, 75-97. doi: 10.1016/j.jimonfin.2013.06.001
W.F.C. Verschoor, R. Spronk & R.C.J. Zwinkels (2013). Carry Trade and Foreign Exchange Rate Puzzles. European Economic Review, 60, 17-31. doi: 10.1016/j.euroecorev.2013.01.007
W.F.C. Verschoor & R.C.J. Zwinkels (2013). Do Foreign Exchange Fund Managers Behave Like Heterogeneous Agents? Quantitative Finance, 13 (7), 1125-1134. doi: 10.1080/14697688.2013.777156
C.G. de Vries, J. Danielsson, B.N. Jorgensen, G. Samarodnitsky & M. Sarma (2013). Fat tails, VaR and subadditivity. Journal of Econometrics, 172 (2), 283-291. doi: 10.1016/j.jeconom.2012.08.011
C.G. de Vries, J.F. Slijkerman & D. Schoenmaker (2013). Systemic Risk & Diversification across European Banks and Insurers. Journal of Banking and Finance, 37 (3), 773-785. doi: 10.1016/j.jbankfin.2012.10.027
C.G. de Vries & T. Mikosch (2013). Heavy tails of OLS. Journal of Econometrics, 172 (2), 205-221. doi: 10.1016/j.jeconom.2012.08.015
R.C.J. Zwinkels, B.P.M. Frijns & A. Gilbert (2013). Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach. Quantitative Finance, 13 (10), 1613-1620. doi: 10.1080/14697688.2013.791749
I.J.M. Arnold (2013, april 2). Steun aan Zuid-Europa blijft nodig. Nederlands Dagblad
I.J.M. Arnold (2013, mei 3). Verwacht geen visie van bankiers. Nederlands Dagblad
I.J.M. Arnold (2013, juni 6). Consument kan Rutte niet helpen. Nederlands Dagblad
I.J.M. Arnold (2013, juli 2). Pak door op de woningmarkt. Nederlands Dagblad
I.J.M. Arnold (2013, augustus 2). Nog meer bureaucratie door instellingstoets. Nederlands Dagblad
I.J.M. Arnold (2013, september 6). Groeidrang banken sterker dan het kabinet. Nederlands Dagblad
I.J.M. Arnold (2013, februari 13). Publiek salaris bij banken. Nederlands Dagblad
I.J.M. Arnold (2013, november 1). Lokale banken losmaken van Rabo. Nederlands Dagblad
I.J.M. Arnold (2013, december 3). Tijd om krediet-beoordelaar af te waarderen. Nederlands Dagblad
I.J.M. Arnold (2013, oktober 3). Begrotingssolidariteit slecht voor Europa. Nederlands Dagblad
H. Jiang, M.J.C.M. Verbeek & Y. Wang (2013). Information Content when Mutual Funds Deviate from Benchmarks. SPIVA Award 2012: New York (2013, maart 20). Populariserende publicatie.
F.H. Lamp & I. Dittmann (2013). Persistent Optimism or Pessimism in Analysts' Earnings Forecasts: Can an Individual Bias Correction Improve the Consensus Forecast?
P.G.J. Roosenboom (2013, mei 14). Durfkapitalist kan ook zonder de bank. Het Financieele Dagblad
P.G.J. Roosenboom (2013, juni 18). NPM kritisch over traagheid toezichthouder. Het Financieele Dagblad
P.G.J. Roosenboom (2013, november 18). Valley of Death dagelijkse realiteit voor starters. Het Financieele Dagblad
2012
D.G.J. Bongaerts, K.J.M. Cremers & W.N. Goetzmann (2012). Tiebreaker: Certification and Multiple Credit Ratings. The Journal of Finance, 67 (1), 113-152. doi: 10.1111/j.1540-6261.2011.01709.x
A. de Jong, M.J.C.M. Verbeek & P. Verwijmeren (2012). Does financial flexibility reduce investment distortions? The Journal of Financial Research, 35 (2), 243-259. doi: 10.1111/j.1475-6803.2012.01316.x
K. Hou & M.A. van Dijk (2012). The Implied Cost of Capital: A New Approach. Journal of Accounting and Economics, 53 (3), 504-526. doi: 10.1016/j.jacceco.2011.12.001
G.A. Karolyi, K. Lee & M.A. van Dijk (2012). Understanding Commonality in Liquidity Around the World. Journal of Financial Economics, 105 (1), 82-112. doi: 10.1016/j.jfineco.2011.12.008
M.J.C.M. Verbeek (2012). A Guide to Modern Econometrics, 4th edition. Chichester: John Wiley and Sons
I.J.M. Arnold (2012). Directe versus indirecte monetaire financiering. Economisch-Statistische Berichten, 97 (4627), 45-46.
I.J.M. Arnold & G.J.A. Baars (2012). Eerstejaarsrendement. Tijdschrift voor Hoger Onderwijs, 30 (3), 147-149.
I.J.M. Arnold (2012). Verlos de universiteiten van een belangenconflict. Hoger Onderwijs Management , 22-22.
I.J.M. Arnold (2012). De BSA-norm, minimumeis of streefwaarde? TH en MA, 19 (3), 4-8.
G.J.A. Baars & I.J.M. Arnold (2012). Eerstejaars rendement: een korte slotreflectie. Tijdschrift voor Hoger Onderwijs, 30 (3), 220-225.
G.J.A. Baars & I.J.M. Arnold (2012). Vroegtijdige identificatie en karakterisering van studenten die uitvallen in het eerste jaar. Tijdschrift voor Hoger Onderwijs, 30 (3), 188-204.
A. De Jong, C. Huijgen, T.A. Marra & P.G.J. Roosenboom (2012). Why do firms go public? RSM Insight, 9 (1), 18-19.
M.B.J. Schauten & H.J. Bouwer (2012). Voldoet M&O aan de eisen van algemene vorming? Tijdschrift voor het Economisch Onderwijs, November, 32-35.
O.W. Steenbeek & M.B.J. Schauten (2012). Do share repurchase programs create shareholder value? Valuation Strategies, 15 (3), 14-19.
L. Andreu & L.A.P. Swinkels (2012). Performance Evaluation of Balanced Pension Plans. Quantitative Finance, 12 (5), 819-830. doi: 10.1080/14697681003762289
I.J.M. Arnold & E.B. Vrugt (2012). Forecasting with the Taylor rule. Applied Financial Economics, 22 (18), 1501-1510. doi: 10.1080/09603107.2012.665592
I.J.M. Arnold & S. van Ewijk (2012). The quest for growth: The impact of bank strategy on interest margins. International Review of Financial Analysis, 25 (december), 18-27. doi: 10.1016/j.irfa.2012.06.005
I.J.M. Arnold & J. Straten (2012). Motivation and math skills as determinants of first-year performance in economics. Journal of Economic Education, 43 (1), 33-47. doi: 10.1080/00220485.2012.636709
I.J.M. Arnold (2012). Ethnic minority dropout in economics. The Journal of Further and Higher Education, 2012, 1-24. doi: 10.1080/0309877X.2011.645453 [go to publisher's site]
I.J.M. Arnold, C.G. de Vries & R. Macdonald (2012). IMF Support and inter-regime exchange rate volatility. Open Economies Review, 23 (1), 193-211. doi: 10.1007/s11079-011-9231-3
I.J.M. Arnold (2012). Sovereign debt exposures and banking risks in the current EU financial crisis. Journal of Policy Modeling, 34 (6), 906-920. doi: 10.1016/j.jpolmod.2012.05.016
M.J. van den Assem, D. van Dolder & R.H. Thaler (2012). Split or Steal? Cooperative Behavior When the Stakes Are Large. Management Science, 58 (1), 2-20. doi: 10.1287/mnsc.1110.1413
M.J. van den Assem & D. van Dolder (2012). Coöperatie in spelshows. In V.I. Buskens & W.A.F. Maas (Eds.), Samenwerking in sociale dilemma's; Voorbeelden van Nederlands onderzoek (pp. 209-234). Amsterdam: Amsterdam University Press
G. Baltussen, B. Van Der Grient, W. De Groot, W. Zhou & E. Hennink (2012). Exploiting option information in the equity market. Financial Analysts Journal, 68 (4), 56-72. doi: 10.2469/faj.v68.n4.1
G. Baltussen, G.T. Post & P. Van Vliet (2012). Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle. Journal of Banking and Finance, 36 (12), 3382-3398. doi: 10.1016/j.jbankfin.2012.07.020
G. Baltussen, G.T. Post, M.J. van den Assem & P.P. Wakker (2012). Random Incentive Systems in a Dynamic Choice Experiment. Experimental Economics, 15 (3), 418-443. doi: 10.1007/s10683-011-9306-4
N. Basturk, R. Paap & D.J.C. van Dijk (2012). Structural differences in economic growth: An endogenous clustering approach. Applied Economics, 44 (1), 119-134. doi: 10.1080/00036846.2010.500274
M. Billio, R. Casarin, F. Ravazzolo & H.K. van Dijk (2012). Combination schemes for turning point predictions. Quarterly Review of Economics and Finance, 52 (4), 402-412. doi: 10.1016/j.qref.2012.08.002
D. Blitz, J.J. Huij & L.A.P. Swinkels (2012). The Performance of European Index Funds and Exchange-Traded Funds. European Financial Management, 18 (4), 649-662. doi: 10.1111/j.1468-036X.2010.00550.x
D.G.J. Bongaerts, K.J.M. Cremers & W.N. Goetzmann (2012). Tiebreaker: Certification and Multiple Credit Ratings. The Journal of Finance, 67 (1), 113-152. doi: 10.1111/j.1540-6261.2011.01709.x
R.H.G.M. Cox, D. Brounen & P. Neuteboom (2012). Safe and Satisfied? External Effects of Homeownership in Rotterdam. Urban Studies (print), 49 (12), 2669-2691. doi: 10.1177/0042098011432558
A. de Jong, M.D.R.P. Dutordoir, N. Van Geneugten & P. Verwijmeren (2012). Convertible arbitrage price pressure and short sales constraints. Financial Analysts Journal, 68 (5), 70-88. doi: 10.2469/faj.v68.n5.4
A. de Jong, M.J.C.M. Verbeek & P. Verwijmeren (2012). Does financial flexibility reduce investment distortions? The Journal of Financial Research, 35 (2), 243-259. doi: 10.1111/j.1475-6803.2012.01316.x
A. De Jong, C. Huijgen, T.A. Marra & P.G.J. Roosenboom (2012). Why do firms go public? The role of the product market. Journal of Business Finance and Accounting, 39 (1-2), 165-192. doi: 10.1111/j.1468-5957.2011.02271.x
M. Dell Seta, S. Gryglewicz & P.M. Kort (2012). Optimal Investment in Learning-Curve Technologies. Journal of Economic Dynamics and Control, 36 (10), 1462-1476. doi: 10.1016/j.jedc.2012.03.014
J. Fidrmuc, R. Paap, P.G.J. Roosenboom & T. Teunissen (2012). One size does not fit all: Selling firms to private equity versus strategic acquirers. Journal of Corporate Finance, 18 (4), 828-848. doi: 10.1016/j.jcorpfin.2012.06.006
J. Grunert & L. Norden (2012). Bargaining power and information in SME lending. Small Business Economics, 39 (2), 401-417. doi: 10.1007/s11187-010-9311-6
L.F. Hoogerheide, F. Ravazzolo & H.K. van Dijk (2012). Forecast rationality tests based on multi-horizon bounds: Comment. Journal of Business and Economic Statistics, 30 (1), 30-33. doi: 10.1080/07350015.2012.634348
K. Hou & M.A. van Dijk (2012). The Implied Cost of Capital: A New Approach. Journal of Accounting and Economics, 53 (3), 504-526. doi: 10.1016/j.jacceco.2011.12.001
J.J. Huij & W.A. de Groot (2012). Another Look at Trading Costs and Short-Term Reversal Profits. Journal of Banking and Finance, 36 (2), 371-382. doi: 10.1016/j.jbankfin.2011.07.015
R. Huisman, N.L. van der Sar & R.C.J. Zwinkels (2012). A new measurement method of investor overconfidence. Economics Letters, 114 (1), 69-71. doi: 10.1016/j.econlet.2011.09.022
M.G.J. Jennen & N. Kok (2012). The Impact of Energy Labels and Accesibility on Office Rents. Energy Policy, 46, 489-497. doi: 10.1016/j.enpol.2012.04.015
T. Jiao, M. Koning, G.M.H. Mertens & P.G.J. Roosenboom (2012). Mandatory IFRS adoption and its impact on analysts’ forecasts. International Review of Financial Analysis, 21 (1), 56-63. doi: 10.1016/j.irfa.2011.05.006
A. de Jong, A. Colli & M. Jes Iversen (2012). Mapping European corporations; strategy, structure, ownership and performance. London: Routledge
R. Jongen, W.F.C. Verschoor, C.C.P. Wolff & R.C.J. Zwinkels (2012). Explaining Dispersion in Foreign Exchange Expectations: A Heterogeneous Agent Approach. Journal of Economic Dynamics and Control, 36 (5), 719-735. doi: 10.1016/j.jedc.2012.01.005
G.A. Karolyi, K. Lee & M.A. van Dijk (2012). Understanding Commonality in Liquidity Around the World. Journal of Financial Economics, 105 (1), 82-112. doi: 10.1016/j.jfineco.2011.12.008
K. Kirschenmann & L. Norden (2012). The relationship between borrower risk and loan maturity in small business lending. Journal of Business Finance and Accounting, 39 (5-6), 730-757. doi: 10.1111/j.1468-5957.2012.02285.x
R. Kozhan & W.W. Tham (2012). Execution Risk High-frequency Arbitrage. Management Science, 58 (11), 2131-2149. doi: 10.1287/mnsc.1120.1541
A.P. Markiewicz (2012). Model Uncertainty and Exchange Rate Volatility. International Economic Review, 53 (3), 815-843. doi: 10.1111/j.1468-2354.2012.00702.x
A.J. Menkveld, A. Sarkar & M. van der Wel (2012). Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-free Rate. Journal of Financial and Quantitative Analysis, 47 (4), 821-849. doi: 10.1017/S0022109012000245
T.T. Nguyen & M.A. van Dijk (2012). Corruption, Growth, and Governance: Private vs. State-owned Firms in Vietnam. Journal of Banking and Finance, 36 (11), 2935-2948. doi: 10.1016/j.jbankfin.2012.03.027
O. Poiesz & L.A.P. Swinkels (2012). Myth busting: Defined contribution. Pensions, 17 (4), 260-269. doi: 10.1057/pm.2012.30
A. Popov & P.G.J. Roosenboom (2012). Venture capital and patented innovation: Evidence from Europe. Economic Policy, 27 (71), 447-482. doi: 10.1111/j.1468-0327.2012.00290.x
F.A. de Roon & M. Szymanowska (2012). Asset Pricing Restrictions on Predictability: Frictions Matter. Management Science, 58 (10), 1916-1932. doi: 10.1287/mnsc.1120.1522
P.G.J. Roosenboom (2012). Valuing and pricing IPOs. Journal of Banking and Finance, 36 (6), 1653-1664. doi: 10.1016/j.jbankfin.2012.01.009
P.G.J. Roosenboom & B. van den Bosch (2012). Syndicate partner selection: Who syndicates with whom? In D. Cumming (Ed.), The Oxford Handbook of Private Equity (pp. 199-218). New York: Oxford University Press
A.A.P. Santos, F.J. Nogales, E. Ruiz & D.J.C. van Dijk (2012). Optimal portfolios with minimum capital requirements. Journal of Banking and Finance, 36 (7), 1928-1942. doi: 10.1016/j.jbankfin.2012.03.001
L.A.P. Swinkels & W.N. van Vliet (2012). An anatomy of calendar effects. Journal of Asset Management, 13 (4), 271-286. doi: 10.1057/jam.2012.9
L.A.P. Swinkels & V. Ziesemer (2012). Diversity of Dutch Pension Fund Boards. Pensions, 17 (3), 137-143. doi: 10.1057/pm.2012.15
L.A.P. Swinkels (2012). Emerging markets inflation-linked bonds. Financial Analysts Journal, 68 (5), 38-56. doi: 10.2469/faj.v68.n5.2
L.A.P. Swinkels, W. Groot & J. Pang (2012). The cross-section of stock returns in frontier emerging markets. Journal of Empirical Finance, 19 (5), 796-818. doi: 10.1016/j.jempfin.2012.08.007
M.J.C.M. Verbeek (2012). A Guide to Modern Econometrics, 4th edition. Chichester: John Wiley and Sons
W.F.C. Verschoor, R.G.M. Kemp, S. Van den Broek & A.C. De Vries (2012). Reputational Penalties to Firms in Antitrust Investigations. Journal of competition law & economics, 8, 231-258. doi: 10.1093/joclec/nhs008
W.F.C. Verschoor, R. Jongen & A. Muller (2012). Using Survey Data to Resolve the Exchange Risk Exposure Puzzle: Evidence from U.S. Multinational Firms. Journal of International Money and Finance, 31 (2), 148-169. doi: 10.1016/j.jimonfin.2011.10.002
C.G. de Vries, M.R. Baye & D.J. Kovenock (2012). Contests with rank-order spillovers. Economic Theory, 51 (2), 315-350. doi: 10.1007/s00199-009-0489-2
C.G. de Vries & N. Hyung (2012). Simulating and calibrating diversification against black swans. Journal of Economic Dynamics and Control, 36 (8), 1162-1175. doi: 10.1016/j.jedc.2012.03.007
C.G. de Vries, M.R. Baye & D.J. Kovenock (2012). The Herodotus paradox. Games and Economic Behavior, 74 (1), 399-406. doi: 10.1016/j.geb.2011.07.004
G.J. de Zwart, B.I. Frieser & D.J.C. van Dijk (2012). Private equity recommitment strategies for institutional investors. Financial Analysts Journal, 68 (3), 81-99. doi: 10.2469/faj.v68.n3.1
P.G.J. Roosenboom (2012, maart 1). Ondernemers creatiever op zoek naar financiering. De Telegraaf
P.G.J. Roosenboom (2012, februari 20). Permira sifts for bargains even in Europe’s periphery. Dealbook/NY Times
P.G.J. Roosenboom (2012, februari 1). Timing is belangrijk in private equity markt. Financial Investigator
2011
D.G.J. Bongaerts, F.C.J.M. De Jong & J.J.A.G. Driessen (2011). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. The Journal of Finance, 66 (1), 203-240. doi: 10.1111/j.1540-6261.2010.01630.x
A. De Jong, M.J.C.M. Verbeek & P. Verwijmeren (2011). Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree. Journal of Banking and Finance, 35 (5), 1303-1314. doi: 10.1016/j.jbankfin.2010.10.006
M.A. van Dijk (2011). Is Size Dead? A Review of the Size Effect in Equity Returns. Journal of Banking and Finance, 35 (12), 3263-3274. doi: 10.1016/j.jbankfin.2011.05.009
S. Gryglewicz (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns. Journal of Financial Economics, 99 (2), 365-384. doi: 10.1016/j.jfineco.2010.09.010
C.G. Koedijk, B. Tims & M.A. van Dijk (2011). Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion. Journal of International Money and Finance, 30 (1), 246-267. doi: 10.1016/j.jimonfin.2010.10.004
I.J.M. Arnold (2011). Internetspaarbanken niet midden in de samenleving. Economisch-Statistische Berichten, 96 (4607), 205-206.
I.J.M. Arnold (2011). Compensatorische toetsing en kwaliteit. Tijdschrift voor Hoger Onderwijs, 29 (1), 31-40.
I.J.M. Arnold (2011). Internetspaarbanken staan niet midden in de samenleving. Economisch-Statistische Berichten, 96 (4607), 205-206.
I.J.M. Arnold (2011). Goud als geld. Justitiele Verkenningen, 37 (3), 9-20.
I.J.M. Arnold & W. Rowaan (2011). Hoe voorkomen we dat studenten met een negatief BSA wederom een verkeerde studie kiezen. Onderzoek van Onderwijs, 40, 34-35.
I.J.M. Arnold & W. Rowaan (2011). Studiesucces in de economie. Economisch-Statistische Berichten, 96 (4616), 478-479.
I.J.M. Arnold (2011). Overheidsingrijpen tijdens de kredietcrisis. In E. Karssing, H. Bossert & L. Meuleman (Eds.), Management in beweging: De belangrijkste inzichten en ontwikkelingen in de publieke sector. Assen: Van Gorcum
I.J.M. Arnold (2011). Indexleningen in crisistijd. Economisch-Statistische Berichten, 97 (4636), 348-348.
M.J. van den Assem & D. van Dolder (2011). Big Peanuts. FSR Forum, 14 (1), 40-41.
R.H.G.M. Cox, D. Brounen & P. Neuteboom (2011). Financiele onderlegdheid en hypotheekkeuze van huishoudens. Economisch-Statistische Berichten, 96 (4614), 458-459.
J. Grunert & L. Norden (2011). Soft information matters in SME lending. RSM Insight, 6 (2), 10-11.
J. Hoek & L.A.P. Swinkels (2011). Gevolgen van mogelijke veranderingen in de rekenrente. Tijdschrift voor Pensioenvraagstukken, 19-29.
H.J.W.G. Kole (2011). Het failliet van de normale verdeling. VBA Journaal, 26 (1), 8-17.
S.G. van der Lecq, C.G. de Vries & C.G.E. Boender (2011). Gebrek aan macrovisie DNB ondermijnt pensioentoezicht. In KVS jaarboek 2011 (pp. 138-140). Den Haag: Sdu Publishers
P. Neuteboom (2011). Pijnloos bezuinigen op de hypotheekrenteaftrek. Economisch-Statistische Berichten, 95 (4589).
P. Neuteboom, D. Brounen & R.H.G.M. Cox (2011). De meerwaarde van het eigenwoningbezit. Economisch-Statistische Berichten, 95 (4597).
P.G.J. Roosenboom (2011). Wie durft? Management Scope, november (11), 6-8.
L.A.P. Swinkels & E. Van der Maarel (2011). Uitbesteding van vermogensbeheer. In F. Klopper, G. Krijnen & C. Pedersen (Eds.), Gids voor uitbesteding (PBM Dossierreeks, 6) (pp. 55-83). Epse: Pedersen Consult BV
C.G. de Vries (2011). Opties. In De Gammacanon, wat iedereen moet weten van de menswetenschappen (pp. 202-205). Meulenhof
I.J.M. Arnold & M.A. Glasbeek (2011). The ECB's survey of professional forecasters and financial markets volatility in the euro area. Applied Economics Letters, 18 (1), 11-15. doi: 10.1080/13504850903427179
I.J.M. Arnold & S. Roelands (2011). Housing wealth and US money demand. Contemporary Economic Policy, 29 (3), 382-391. doi: 10.1111/j.1465-7287.2010.00225.x
I.J.M. Arnold & S. Ewijk van (2011). Can pure play internet banking survive the credit crisis. Journal of Banking and Finance, 35 (4), 783-793. doi: 10.1016/j.jbankfin.2010.10.010
M.G. Baaij, A. de Jong & J. van Dalen (2011). The dynamics of superior performance among the largest firms in the global oil industry, 1954-2008. Industrial and Corporate Change, 20 (3), 789-824. doi: 10.1093/icc/dtq065
G. Baltussen & G.T. Post (2011). Irrational diversification. Journal of Financial and Quantitative Analysis, 46 (5), 1463-1491. doi: 10.1017/S002210901100041X
S. van Bekkum, J.T.J. Smit & E. Pennings (2011). Buy Smart, Time Smart: Are Takeovers Driven by Growth Options or Mispricing? Financial Management - FM, 40 (4), 911-940. doi: 10.1111/j.1755-053X.2011.01166.x
D. Blitz, J.J. Huij & M.P.E. Martens (2011). Residual Momentum. Journal of Empirical Finance, 18 (3), 506-521. doi: 10.1016/j.jempfin.2011.01.003
D.G.J. Bongaerts, F.C.J.M. De Jong & J.J.A.G. Driessen (2011). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. The Journal of Finance, 66 (1), 203-240. doi: 10.1111/j.1540-6261.2010.01630.x
K.E. Bouwman & J.P.A.M. Jacobs (2011). Forecasting With Real-Time Macroeconomic Data: The Ragged-Edge Problem and Revisions. Journal of Macroeconomics, 33 (4), 784-792. doi: 10.1016/j.jmacro.2011.04.002
D. Brounen & N. Kok (2011). On the economics of energy labels in the housing market. Journal of Environmental Economics & Management, 62 (2), 166-179. doi: 10.1016/j.jeem.2010.11.006
D.P. Crezee & L.A.P. Swinkels (2011). High-conviction equity portfolio optimization. The Journal of Risk, 13 (2), 57-70. doi: 10.21314/JOR.2010.222
A. de Jong, M.D.R.P. Dutordoir & P. Verwijmeren (2011). Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation. Journal of Financial Economics, 100 (1), 113-129. doi: 10.1016/j.jfineco.2010.10.016
A. de Jong, A. Colli & M. Iversen (2011). Mapping Strategy, structure, ownership and performance in European corporations: Introduction. Business History, 53 (1), 1-13. doi: 10.1080/00076791.2011.546655
A. de Jong, J. Jonker & O. Gelderblom (2011). An Admiralty for Asia, Business Organization and the Evolution of Corporate Governance in the Dutch Republic, 1590-1610. In The Origins of Shareholder Advocacy. Palgrave Macmillan
A. de Jong, P. Verwijmeren & T. Jiang (2011). Strategic debt in vertical relations: Evidence from franchising. Journal of Retailing, 87 (3), 381-392. doi: 10.1016/j.jretai.2010.12.002
A. de Jong, K. Sluyterman & Gerarda Westerhuis (2011). Strategic and structural responses to international dynamics in the open Dutch economy, 1963-2003. Business History, 53 (1), 63-84. doi: 10.1080/00076791.2011.546666
A. De Jong, M.J.C.M. Verbeek & P. Verwijmeren (2011). Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree. Journal of Banking and Finance, 35 (5), 1303-1314. doi: 10.1016/j.jbankfin.2010.10.006
M.A. van Dijk (2011). Is Size Dead? A Review of the Size Effect in Equity Returns. Journal of Banking and Finance, 35 (12), 3263-3274. doi: 10.1016/j.jbankfin.2011.05.009
A. van Dijk, P.H.B.F. Franses, R. Paap & D.J.C. van Dijk (2011). Modeling Regional House Prices. Applied Economics, 43 (17), 2097-2110. doi: 10.1080/00036840903085089
D.J.C. van Dijk, M.I.S.H. Munandar & C.M. Hafner (2011). The euro introduction and non-euro currencies. Applied Financial Economics, 21 (1-2), 95-116. doi: 10.1080/09603107.2011.523197
C. Diks, V. Panchenko & D.J.C. van Dijk (2011). Likelihood-Based Scoring Rules for Comparing Density Forecast in Tails. Journal of Econometrics, 163 (2), 215-230. doi: 10.1016/j.jeconom.2011.04.001
I. Dittmann, E.G. Maug & D. Zhang (2011). Restricting CEO Pay. Journal of Corporate Finance, 17 (4), 1200-1220. doi: 10.1016/j.jcorpfin.2011.04.007
P.H.B.F. Franses & D.J.C. van Dijk (2011). GARCH, outliers and forecasting volatility. In G.N. Gregoriou & R. Pascalau (Eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (pp. 136-159). Palgrave-MacMillan
S. Gryglewicz (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns. Journal of Financial Economics, 99 (2), 365-384. doi: 10.1016/j.jfineco.2010.09.010
C. Heij, D.J.C. van Dijk & P.J.F. Groenen (2011). Real-time macroeconomic forecasting with leading indicators: An empirical comparison. International Journal of Forecasting, 27 (2), 466-481. doi: 10.1016/j.ijforecast.2010.04.008
C. Heij, D.J.C. van Dijk & P.J.F. Groenen (2011). Forecasting with leading indicators by means of the principal covariate index. Journal of Business Cycle Measurement and Analysis, 4 (1), 73-92. doi: 10.1787/jbcma-2011-5kgdwlpzs79v
J.J. Huij & J.M.M. Derwall (2011). Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management. Journal of Banking and Finance, 35 (1), 155-165. doi: 10.1016/j.jbankfin.2010.07.032
J.J. Huij & G.T. Post (2011). On the Performance of Emerging Market Equity Mutual Funds. Emerging Markets Review, 12 (3), 238-249. doi: 10.1016/j.ememar.2011.03.001 [go to publisher's site]
B. Jungbacker, S.J. Koopman & M. van der Wel (2011). Maximum Likelihood Estimation for Dynamic Factor Models with Missing Data. Journal of Economic Dynamics and Control, 35 (8), 1358-1368. doi: 10.1016/j.jedc.2011.03.009
C.G. Koedijk, B. Tims & M.A. van Dijk (2011). Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion. Journal of International Money and Finance, 30 (1), 246-267. doi: 10.1016/j.jimonfin.2010.10.004
V. Mehrotra, D. van Schaik, O.W. Steenbeek & J. Spronk (2011). Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan. Journal of Financial and Quantitative Analysis, 46 (4), 1051-1072. doi: 10.1017/S002210901100024X
P. Neuteboom & D. Brounen (2011). Assessing the accessibility of the homeownership. Urban Studies (print), 48 (11), 2231-2248. doi: 10.1177/0042098010385155
P.G.J. Roosenboom & W.L.J. Schramade (2011). Does public debt discipline managers and controlling owners?: Evidence from bond IPOs. In K. John & A.K. Makhija (Eds.), Advances in Financial Economics (pp. 43-63). Bingley (UK): Emerald Group Publishing
F.P. Schlingemann, R. D'Mello, I. Demiralp & V. Subramaniam (2011). Are there monitoring benefits to institutional ownership? Evidence from seasoned equity offerings. Journal of Corporate Finance, 17 (5), 1340-1359. doi: 10.1016/j.jcorpfin.2011.07.002
E. Sojli & W.W. Tham (2011). The Impact of Foreign Government Investments: Sovereign Wealth Fund Investments in the U.S. In J. Cosset & N Boubakri (Eds.), Institutional Investors in Global Capital Markets (International Finance Review, 12). U.K.: Emerald Group Publishing Limited
A.B.M. Soppe, M.B.J. Schauten, J. Soppe & U. Kaymak (2011). Corporate Social Responsibility Reputation (CSRR): Do Companies Comply with their Raised CSR Expectations. Corporate Reputation Review, 14 (4), 300-323. doi: 10.1057/crr.2011.21
L.A.P. Swinkels (2011). The Case for Local Fair Value Discount Rates Under IFRS. Pensions, 16 (2), 107-114. doi: 10.1057/pm.2011.7
L.A.P. Swinkels (2011). Have pension plans changed after the introduction of IFRS? Pensions, 16 (4), 244-255. doi: 10.1057/pm.2011.20
W.F.C. Verschoor, R. Jongen & C.C.P. Wolff (2011). Time-Variation in Term Premia: International Survey-Based Evidence. Journal of International Money and Finance, 30 (4), 605-622. doi: 10.1016/j.jimonfin.2011.02.002
C.G. de Vries & J.A. Attey (2011). Indexation, inflation targeting cum output stabilization & inflation fluctuations. Review of Business and Economics, 61, 394-404.
R.C.J. Zwinkels, B. Frijns & T. Lehnert (2011). Modeling Structural Changes in the Volatility Process. Journal of Empirical Finance, 18 (3), 522-532. doi: 10.1016/j.jempfin.2011.01.005
I.J.M. Arnold (2010, juli 3). Alochtone student doet het even goed als autochtone. NRC Handelsblsad
R. Huisman, N.L. van der Sar & R.C.J. Zwinkels Risicoperceptie is te meten. economieopinie.nl
B. Jacobs, I.J.M. Arnold, A.L. Bovenberg & F. van der Ploeg (2011). Uur U voor de Eurozone. Me Judice, 8 dec.
B. Jacobs, A.L. Bovenberg, F. van der Ploeg & I.J.M. Arnold (2011). Ingrijpende Hervormingen nodig voor Redding van de Euro. Trouw (print), 8 dec.
P.G.J. Roosenboom (2011, september 5). De kunst is het selecteren van de juiste managers. Nederlands Pensioen en Beleggingsnieuws (NPN)
P.G.J. Roosenboom (2011, juni 29). Heffingen KvK volgend jaar 10 procent omlaag. De Telegraaf
P.G.J. Roosenboom (2011, juli 6). Hollands glorie. De Telegraaf
2010
D. Brounen, M. Porras Prado & M.J.C.M. Verbeek (2010). Real Estate in an ALM Framework: The Case of Fair Value Accounting. Real Estate Economics, 38 (4), 775-804. doi: 10.1111/j.1540-6229.2010.00283.x
A. De Jong, M.J.C.M. Verbeek & P. Verwijmeren (2010). The impact of financing surpluses and large financing deficits on tests of the pecking order theory. Financial Management - FM, 39 (2), 733-756. doi: 10.1111/j.1755-053X.2010.01090.x
L.F. Hoogerheide, R. Kleijn, F. Ravazzolo, H.K. van Dijk & M.J.C.M. Verbeek (2010). Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights. Journal of Forecasting, 29 (1/2), 251-269. doi: 10.1002/for.1145
G.A. Moerman & M.A. van Dijk (2010). Inflation Risk and International Asset Returns. Journal of Banking and Finance, 34 (4), 840-855. doi: 10.1016/j.jbankfin.2009.09.014
I.J.M. Arnold & W. van den Brink (2010). Naar een effectiever bindend studieadvies. TH en MA, 17 (5), 10-13.
I.J.M. Arnold (2010). Het failliet van een VWO profiel. Economisch-Statistische Berichten, 95 (4583), 253-253.
D. Blitz, P. Houweling, J.J. Huij, S. Rejeb & L.A.P. Swinkels (2010). Can theoretical risk premiums be captured by investing in passive funds? VBA Journaal, 26 (4), 12-15.
J.J. Huij & D. Brounen (2010). Lucky bets and hot hands - Is your fund manager really performing? RSM Insight, 2 (1), 10-11.
H. Jiang (2010). The Role of Institutional Investors in Corporate Financing. In QFinance. London: Bloomsbury Information Ltd
O. Poiesz & L.A.P. Swinkels (2010). De toekomst met beschikbare premie. In F. Klopper, C. Petersen & B. Van Popta (Eds.), De toekomst van ons pensioenstelsel (PBM Dossierreeks, 5) (pp. 71-91). Epse: Petersen Consult BV
P.G.J. Roosenboom (2010). Kapitaal hoort schaars te zijn. Management Scope, november (11), 7-9.
M.B.J. Schauten & H.J. Bouwer (2010). Aanpassingen schoolvak M&O zijn dringend gewenst. Tijdschrift voor het Economisch Onderwijs, 2010, 291-293.
M.B.J. Schauten (2010). A Primer on WACC Valuation. Valuation Strategies, 14, 4-13.
M.B.J. Schauten (2010). Shareholder Value Misunderstood. Valuation Strategies, 13, 34-35.
E. Slagter, Y. Vermaes & H.J.W.G. Kole (2010). Optimale Asset Allocatie op Korte en Lange Termijn. VBA Journaal, 26, 8-17.
A.B.M. Soppe, M.B.J. Schauten & J. Soppe (2010). Maatschappelijk verantwoord ondernemen (MVO) en reputatie. Maandblad Belastingbeschouwingen, 84 (juli/augustus), 395-404.
W.F.C. Verschoor, R.C.J. Zwinkels & R. Van Ofwegen (2010). De invloed van kredietderivaten op financiële stabiliteit. Economisch-Statistische Berichten, 95 (4596), 650-652.
C.G. de Vries & P. Stork (2010). The stability of the Australian banking sector. In Greg N. Gregoriou (Ed.), The Banking Crisis Handbook (pp. 397-416). Boca Raton: CRC Press
A. Amendola, D. Belsley, E.J. Kontoghiorghes, H.K. van Dijk, Y. Omori & E. Zivot (2010). Special issue on statistical and computational methods in finance. Computational Statistics & Data Analysis, 52 (6), 2842-2845. doi: 10.1016/j.csda.2007.12.010
I.J.M. Arnold & S. Roelands (2010). The demand for euros. Journal of Macroeconomics, 32 (2), 674-684. doi: 10.1016/j.jmacro.2010.01.001
I.J.M. Arnold & B. Vrugt (2010). Treasury Bond Volatility and Uncertainty about Monetary Policy. The Financial Review, 45 (3), 707-728. doi: 10.1111/j.1540-6288.2010.00267.x
A. Babus & C.G. de Vries (2010). Global stochastic properties of dynamic models and their linear approximations. Journal of Economic Dynamics and Control, 34 (5), 817-824. doi: 10.1016/j.jedc.2010.02.001
R.M.M.J. Bauer, M.M.J.E. Cosemans & P.C. Schotman (2010). Conditional Asset Pricing and Stock Market Anomalies in Europe. European Financial Management, 16 (2), 165-190. doi: 10.1111/j.1468-036X.2008.00453.x
H.P. Boswijk, P.H.B.F. Franses & D.J.C. van Dijk (2010). Cointegration in a historical perspective. Journal of Econometrics, 158 (1), 156-159. doi: 10.1016/j.jeconom.2010.03.025
H.P. Boswijk, P.H.B.F. Franses & D.J.C. van Dijk (2010). Twenty years of cointegration. Journal of Econometrics, 158 (1), 1-2. doi: 10.1016/j.jeconom.2010.03.001
D. Brounen, M. Porras Prado & M.J.C.M. Verbeek (2010). Real Estate in an ALM Framework: The Case of Fair Value Accounting. Real Estate Economics, 38 (4), 775-804. doi: 10.1111/j.1540-6229.2010.00283.x
D. Brounen & J.M.M. Derwall (2010). The Impact of Terrorist Attacks on International Stock Markets. European Financial Management, 16 (4), 585-598. doi: 10.1111/j.1468-036X.2009.00502.x
H. Chulia-Soler, M.P.E. Martens & D.J.C. van Dijk (2010). Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations. Journal of Banking and Finance, 34 (4), 834-839. doi: 10.1016/j.jbankfin.2009.09.012
A. De Jong, M.J.C.M. Verbeek & P. Verwijmeren (2010). The impact of financing surpluses and large financing deficits on tests of the pecking order theory. Financial Management - FM, 39 (2), 733-756. doi: 10.1111/j.1755-053X.2010.01090.x
A. De Jong, D. DeJong, G.M.H. Mertens & P.G.J. Roosenboom (2010). Royal Ahold: The role of corporate governance. In G. Aras & D. Crowther (Eds.), A Handbook of Corporate Governance and Social Responsibility (pp. 595-619). Burlington: Gower Publishing Limited
A. de Jong & P. Verwijmeren (2010). To have a target debt ratio or not: what difference does it make? Applied Financial Economics, 20 (3), 219-226. doi: 10.1080/09603100903282671
A. de Jong, A. Roëll & Gerarda Westerhuis (2010). Do national business systems change? Evidence from the organization of corporate governance and financing in the Netherlands, 1945-2005. Business History Review, 84 (4), 773-798. doi: 10.1017/S0007680500002026
C. Diks, V. Panchenko & D.J.C. van Dijk (2010). Out-of-sample comparison of copula specifications in multivariate density forecasts. Journal of Economic Dynamics and Control, 34 (9), 1596-1609. doi: 10.1016/j.jedc.2010.06.021
I. Dittmann, E.G. Maug & C. Schneider (2010). Bankers on the boards of German firms: What they do, what they are worth, and why they are (still) there. Review of Finance, 14 (1), 35-71. doi: 10.1093/rof/rfp007
I. Dittmann, E.G. Maug & O. Spalt (2010). Sticks or carrots? Optimal CEO compensation when managers are loss-averse. The Journal of Finance, 65 (6), 2015-2050. doi: 10.1111/j.1540-6261.2010.01609.x
I. Dittmann (2010). Discussion of "Are CEOs compensated for value destroying growth in earnings?". Review of Accounting Studies, 15 (3), 578-583. doi: 10.1007/s11142-010-9125-4
M.D. Flood, C.G. Koedijk, M.A. van Dijk & I.W. van Leeuwen (2010). Securities Trading, Asymmetric Information, and Market Transparency. In G.N. Gregoriou (Ed.), The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets (pp. 317-341). McGraw-Hill
D. Foos, L. Norden & M. Weber (2010). Loan growth and riskiness of banks. Journal of Banking and Finance, 34 (12), 2929-2940. doi: 10.1016/j.jbankfin.2010.06.007
L.F. Hoogerheide, R. Kleijn, F. Ravazzolo, H.K. van Dijk & M.J.C.M. Verbeek (2010). Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights. Journal of Forecasting, 29 (1/2), 251-269. doi: 10.1002/for.1145
M.G.J. Jennen & P. Verwijmeren (2010). Agglomeration Effects and Financial Performance. Urban Studies (print), 47 (12), 2683-2703. doi: 10.1177/0042098010363495
H. Jiang (2010). Institutional investors, intangible information, and the book-to-market effect. Journal of Financial Economics, 96 (1), 98-127. doi: 10.1016/j.jfineco.2009.11.007
M. Koning, P.G.J. Roosenboom & G.M.H. Mertens (2010). The impact of media attention on the use of alternative earnings measures. Abacus, 46 (3), 258-288. doi: 10.1111/j.1467-6281.2010.00319.x
S.J. Koopman, M.I.P. Mallee & M. van der Wel (2010). Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters. Journal of Business and Economic Statistics, 28 (3), 329-343. doi: 10.1198/jbes.2009.07295
R. Lord, R. Koekkoek & D.J.C. van Dijk (2010). A Comparison of Biased Simulation Schemes for Stochastic Volatility Models. Quantitative Finance, 10 (2), 177-194. doi: 10.1080/14697680802392496
M. Lovric, U. Kaymak & J. Spronk (2010). A conceptual model of investor behavior. In S. Nefti & J.O. Gray (Eds.), Advances in Cognitive Systems (IET Control Engineering Series, 71) (pp. 369-394). London, UK: Institution of Engineering and Technology
M. Lovric, U. Kaymak & J. Spronk (2010). Modeling investor sentiment and overconfidence in an agent-based stock market. Human Systems Management, 29 (2), 89-101. doi: 10.3233/HSM-2010-0718
A.P. Markiewicz, M. Bordo & L. Jonung (2010). Does the euro need a fiscal union? Some lessons from history. In G.E. Wood (Ed.), Monetary and Banking History. Routledge
G.A. Moerman & M.A. van Dijk (2010). Inflation Risk and International Asset Returns. Journal of Banking and Finance, 34 (4), 840-855. doi: 10.1016/j.jbankfin.2009.09.014
L. Norden & M. Weber (2010). Credit line usage, checking account activity, and default risk of bank borrowers. The Review of Financial Studies, 23 (10), 3665-3699. doi: 10.1093/rfs/hhq061
L. Norden & M. Weber (2010). Funding Modes of German Banks: Structural Changes and their Implications. Journal of Financial Services Research, 38 (2-3), 69-93. doi: 10.1007/s10693-010-0084-5
P.G.J. Roosenboom & X. Gkougkousi (2010). The effect of monetary policy on stock prices: The subprime mortgage crisis. In G.N. Gregoriou (Ed.), The Banking Crisis Handbook (pp. 21-37). Boca Raton: CRC press
M.B.J. Schauten, R. Stegink & G. De graaff (2010). The discount rate for discounted cash flow valuations of intangible assets. Managerial Finance, 36 (9), 799-811. doi: 10.2139/ssrn.976350
J.T.J. Smit & L. Trigeorgis (2010). Flexibility and Games in Strategic Investment. Multinational Finance Journal, 14 (1/2), 125-151.
J.T.J. Smit & T. Moraitis (2010). Strategic Options in Serial Acquisitions. Long Range Planning, 43 (1), 85-103. doi: 10.1016/j.lrp.2009.10.001
J.T.J. Smit & T. Moraitis (2010). Playing at Serial Acquisitions. California Management Review, 53 (1), 56-89. doi: 10.1525/cmr.2010.53.1.56
L.A.P. Swinkels & S. Van Ommeren (2010). Hoe waarderen we ons pensioen? MAB, 84 (5), 245-253. doi: 10.5117/mab.84.16931
L.A.P. Swinkels & W. Groot (2010). Pension Fund Asset Allocation under Uncertainty. In M. Micocci, G.N. Gregoriou & G.B. Masala (Eds.), Pension Fund Risk Management: Financial and Actuarial Modeling (CRC Finance Series). Chapman and Hall/CR
B. Tims & R.J. Mahieu (2010). International Portfolio Choice: a Spanning Approach. In G.N. Gregoriou & R. Pascalau (Eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (pp. 51-73). Palgrave Macmillan
W.F.C. Verschoor, S. Van den Broek, R. Kemp & A.C. De Vries (2010). Reputatieschade als handhavingsinstrument. Economisch-Statistische Berichten, 95 (4579), 122-124.
K. Watkins, D.J.C. van Dijk & J. Spronk (2010). Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective. International Journal of Corporate Governance, 1 (4), 382-399. doi: 10.1504/IJCG.2009.032726
R.C.J. Zwinkels, W.F.C. Verschoor & E. De Jong (2010). Heterogeneity of Agents and Exchange Rate Dynamics: Evidence from the EMS. Journal of International Money and Finance, 29 (8), 1652-1669. doi: 10.1016/j.jimonfin.2010.05.007
R.C.J. Zwinkels & S. Ter Ellen (2010). Oil Price Dynamics: A Behavioral Finance Approach with Heterogeneous Agents. Energy Economics, 32 (6), 1427-1434. doi: 10.1016/j.eneco.2010.03.003
R.C.J. Zwinkels, B.P.M. Frijns & T. Lehnert (2010). Behavioral Heterogeneity in the Option Market. Journal of Economic Dynamics and Control, 34 (11), 2273-2287. doi: 10.1016/j.jedc.2010.05.009
R.C.J. Zwinkels & S. Beugelsdijk (2010). Gravity equations; workhorse or Trojan horse in explaining trade and FDI patterns across time and space? International Business Review, 19 (1), 102-115. doi: 10.1016/j.ibusrev.2009.09.001
S. van Bekkum (2010, september 9). What's Wrong with Pricing Errors? Essays on the Difference Between Price and Value. EUR (Rotterdam: Tinbergen institute Research Series No. 484) Prom./coprom.: Prof.Dr. E. Pennings & Prof.Dr. H. Smit.
D.G.J. Bongaerts (2010, juni 11). Overrated Credit Risk. UvA Prom./coprom.: Prof. Dr. J.J.A.G. Driessen & Prof. Dr. F.C.J.M. De Jong.
M.M.J.E. Cosemans (2010, april 1). Risk and Return Dynamics. Maastricht University (192 pag.) ( Universitaire Pers Maastricht) Prom./coprom.: Prof.Dr. R.M.M.J. Bauer, P.M.A. Eichholtz & prof.dr. P.C. Schotman.
P.G.J. Roosenboom (2010, juni 7). Angst voor private equity is ongegrond. Trouw
P.G.J. Roosenboom (2010, april 28). Grote opkoopfondsen gaan hun bedrijven naar de beurs brengen. Volkskrant
P.G.J. Roosenboom (2010, april 1). Ridders te voet. QUOTE
M. Szymanowska (2010). Hedging Pressure, Speculation, and Commodity Risk Premia. Working Paper: .
2009
A. de Jong, L. Rosenthal & M.A. van Dijk (2009). The risk and return of arbitrage in dual-listed companies. Review of Finance, 13 (3), 495-520. doi: 10.1093/rof/rfn031
M.A. van Dijk & P.G.J. Roosenboom (2009). The market reaction to cross-listings: Does the destination market matter? Journal of Banking and Finance, 33 (10), 1898-1908. doi: 10.1016/j.jbankfin.2009.04.010
J.J. Huij & M.J.C.M. Verbeek (2009). On the Use of Multifactor Models to Evaluate Mutual Fund Performance. Financial Management - FM, 38 (1), 75-102. doi: 10.1111/j.1755-053X.2009.01029.x
J.V.K. Rombouts & M.J.C.M. Verbeek (2009). Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. Quantitative Finance, 9 (6), 737-745. doi: 10.1080/14697680902785284
I.J.M. Arnold (2009). Systeemrisico in financiele sector. Van structuurbeleid naar mega banken en terug? Fusie en Overname (M & A Magazine), 6, 15-18.
I.J.M. Arnold (2009). De EMU is niet af. Economisch-Statistische Berichten, 94 (4563S), 63-68.
I.J.M. Arnold & W. Van den Brink (2009). De invloed van compensatie op studie-uitval en doorstroom. TH en MA, 16 (3), 11-15.
I.J.M. Arnold (2009). NIBC's Extreme makeover. Economisch-Statistische Berichten, 94 (4555), 152-153.
P.G.J. Roosenboom (2009). Private Equity onder vuur. Fusie en Overname (M & A Magazine), december (10), 30-32.
L.A.P. Swinkels (2009). De echte gevolgen van de ontwikkelingen in de regelgeving voor pensioenfondsen. VBA Journaal, 25 (4), 16-20.
C.G. de Vries (2009). Nationalisatie banken onnodig. Economisch-Statistische Berichten, 94, 220-221.
R.C.J. Zwinkels, W.F.C. Verschoor & B. Frijns (2009). De crisis in historisch perspectief. Economisch-Statistische Berichten, 94 (4560), 298-300.
R.C.J. Zwinkels & W.F.C. Verschoor (2009). Een nieuwe prijsvorming op financiele markten. Economisch-Statistische Berichten, 94 (4551), 26-28.
D. Ardia, L.F. Hoogerheide & H.K. van Dijk (2009). AdMit: adaptive mixtures of student-t distributions. The R Journal, 1 (1), 25-30.
D. Ardia, L.F. Hoogerheide & H.K. van Dijk (2009). Adaptive mixture of student-t distribution as a flexible candidate distribution for efficient simulation: the R package AdMit. Journal of Statistical Software, 29 (3), 1-32. doi: 10.18637/jss.v029.i03
I.J.M. Arnold (2009). Do examinations influence student evaluations? International Journal of Educational Research, 48 (4), 215-224. doi: 10.1016/j.ijer.2009.10.001
K. Bannouh, D.J.C. van Dijk & M.P.E. Martens (2009). Range-based covariance estimation using high-frequency data: the realized co-range. Journal of Financial Econometrics, 7 (4), 341-372. doi: 10.1093/jjfinec/nbp012
R.M.M.J. Bauer, M.M.J.E. Cosemans & P.M.A. Eichholtz (2009). Option Trading and Individual Investor Performance. Journal of Banking and Finance, 33, 731-746.
S. Bauguess, S. Moeller, F.P. Schlingemann & C. Zutter (2009). Ownership structure and target returns. Journal of Corporate Finance, 15 (1), 48-65. doi: 10.1016/j.jcorpfin.2008.09.002
P.A. Bekker & K.E. Bouwman (2009). Arbitrage Smoothing in Fitting a Sequence of Yield Curves. International Journal of Theoretical and Applied Finance, 12 (5), 577-588. doi: 10.1142/S0219024909005373
S. van Bekkum, H.P.G. Pennings & J.T.J. Smit (2009). A Real Options Perspective on R&D Portfolio Diversification. Research Policy, 38 (7), 1150-1158. doi: 10.1016/j.respol.2009.03.009
D. Belsley, R. Davidson, E.J. Kontoghiorghes & H.K. van Dijk (2009). Editorial of the fourth special issue on Computional Econometrics. Computational Statistics & Data Analysis, 53, 1923-1924. doi: 10.1016/j.csda.2009.01.012
D.G.J. Bongaerts & E. Charlier (2009). Private Equity and Regulatory Capital. Journal of Banking and Finance, 33 (7), 1211-1220. doi: 10.1016/j.jbankfin.2008.12.015
D.G.J. Bongaerts, F. Coervers & M. Hensen (2009). Delimitation and Coherence of Functional and Administrative Regions. Regional Studies, 43, 19-31.
D. Brounen & M.G.J. Jennen (2009). Local Office Rent Dynamics. The Journal of Real Estate Finance and Economics, 39 (4), 385-402. doi: 10.1007/s11146-008-9118-2
D. Brounen, P. Eichholtz & D. Ling (2009). Liquidity of Property Shares and International Comparison. Real Estate Economics, 37 (3), 413-445. doi: 10.1111/j.1540-6229.2009.00247.x
D. Brounen & M.G.J. Jennen (2009). Asymmetric Properties of Office Rent Adjustment. The Journal of Real Estate Finance and Economics, 39 (3), 336-358. doi: 10.1007/s11146-009-9188-9
M.P. Clements, C. Milas & D.J.C. van Dijk (2009). Forecasting returns and risk in financial markets using linear and nonlinear models. International Journal of Forecasting, 25 (2), 215-217. doi: 10.1016/j.ijforecast.2009.01.003
A. de Jong, L. Rosenthal & M.A. van Dijk (2009). The risk and return of arbitrage in dual-listed companies. Review of Finance, 13 (3), 495-520. doi: 10.1093/rof/rfn031
A. de Jong, P.G.J. Roosenboom & W.L.J. Schramade (2009). Who benefits from bond tender offers in Europe? Journal of Multinational Financial Management, 19 (5), 355-369. doi: 10.1016/j.mulfin.2009.07.003
A. de Jong (2009). Irrational executives and corporate governance. International Journal of Corporate Governance, 1 (3), 285-297. doi: 10.1504/IJCG.2009.029371
J.M.M. Derwall, J.J. Huij, D. Brounen & W.A. Marquering (2009). REIT Momentum and the Performance of Real Estate Mutual Funds. Financial Analysts Journal, 65 (5), 24-34. doi: 10.2469/faj.v65.n5.4 [go to publisher's site]
M.A. van Dijk & P.G.J. Roosenboom (2009). The market reaction to cross-listings: Does the destination market matter? Journal of Banking and Finance, 33 (10), 1898-1908. doi: 10.1016/j.jbankfin.2009.04.010
L. de Haan, C.G. de Vries & C. Zhou (2009). The expected payoff to Internet auctions. Extremes, 12 (3), 219-238. doi: 10.1007/s10687-008-0077-z
P. Hartmann, S. Straetmans & C.G. de Vries (2009). Heavy tails and currency crises. Journal of Empirical Finance, 17 (2), 241-254. doi: 10.1016/j.jempfin.2009.09.004
J.J. Huij & M.J.C.M. Verbeek (2009). On the Use of Multifactor Models to Evaluate Mutual Fund Performance. Financial Management - FM, 38 (1), 75-102. doi: 10.1111/j.1755-053X.2009.01029.x
M.G.J. Jennen & D. Brounen (2009). The Effect of Clustering on Office Rents: Evidence from the Amsterdam Market. Real Estate Economics, 37 (2), 185-208. doi: 10.1111/j.1540-6229.2009.00239.x
M.G.J. Jennen & Y. Fu (2009). Office Construction in Singapore and Hong Kong: Testing Real Option Implications. The Journal of Real Estate Finance and Economics, 38 (1), 39-58. doi: 10.1007/s11146-008-9145-z
T.D. Markwat, H.J.W.G. Kole & D.J.C. van Dijk (2009). Contagion as a domino effect in global stock markets. Journal of Banking and Finance, 33 (11), 1996-2012. doi: 10.1016/j.jbankfin.2009.05.008
M.P.E. Martens, D.J.C. van Dijk & M.D. de Pooter (2009). Forecasting S&P 500 volatility: long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. International Journal of Forecasting, 25 (2), 282-303. doi: 10.1016/j.ijforecast.2009.01.010
A. Musso, L. Stracca & D.J.C. van Dijk (2009). Instability and nonlinearity in the euro area Phillips curve. International Journal of Central Banking, 5 (2), 181-212.
T.T. Nguyen & M.A. van Dijk (2009). Corruption and Public Governance: Evidence from Vietnam. In G.N. Gregoriou (Ed.), Emerging Markets: Performance, Analysis and Innovation (Boca Raton) (pp. 693-713). CRC press: Chapman-Hall/Taylor and Francis London, UK
L. Norden (2009). Information and risk in bank lending: Empirical evidence. Mannheim: Habilitationsschrift, University of Mannheim
L. Norden & M. Weber (2009). The Co-Movement of credit default swap, bond and stock markets: an empirical analysis. European Financial Management, 15 (3), 529-562. doi: 10.1111/j.1468-036X.2007.00427.x
R. Paap, R. Segers & D.J.C. van Dijk (2009). Do leading indicators lead peaks more than troughs? Journal of Business and Economic Statistics, 27 (4), 528-543. doi: 10.1198/jbes.2009.07061
M.D. de Pooter, F. Ravazzolo, R. Segers & H.K. van Dijk (2009). Bayesian Near-Boundary Analysis in Basic Macroeconomic Time-Series Models. In S. Chib, W Griffiths, G. Koop & D. Terrell (Eds.), Advances in Econometrics (Bayesian Econometrics, 23) (pp. 331-402). Bingley: JAI Press
J.V.K. Rombouts & M.J.C.M. Verbeek (2009). Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. Quantitative Finance, 9 (6), 737-745. doi: 10.1080/14697680902785284
P. Rzezniczak & L.A.P. Swinkels (2009). Performance evaluation of Polish mutual fund managers. International Journal of Emerging markets, 4 (1), 26-42. doi: 10.1108/17468800910931652
M.B.J. Schauten & J. Spronk (2009). Optimal Capital Structure Decision in a Multi-Criteria Framework; Solutions for an M&A Case as Proposed by Practicing Financial Experts. The Journal of Financial Decision Making, 5 (1), 73-102.
J.T.J. Smit & L.T. Trigeorgis (2009). Valuing Infrastructure Investment:An Option Games Approach. California Management Review, 51 (2), 21-39. doi: 10.2307/41166481
J. Spronk, K. Watkins & D.J.C. van Dijk (2009). Crisis Macroeconómica y desempeño de la empresa individual. Trimestre Economico, LXXVI (304), 991-1026.
M. Szymanowska, J. ter Horst & C. Veld (2009). Reverse convertible bonds analyzed. The Journal of Futures Markets, 29 (10), 895-919. doi: 10.1002/fut.20397
E. Van Niekerk, P.G.J. Roosenboom & W.L.J. Schramade (2009). Emerging market firms and bonding benefits. In G.N. Gregoriou (Ed.), Emerging markets: performance, analysis and innovation (pp. 675-692). Boca Raton: CRS Press
M.J.C.M. Verbeek (2009). Modified Sharpe Ratio. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 303-304). Boca Raton, FL: Chapman and Hall / CRC
M.J.C.M. Verbeek (2009). Alternative Asset Class. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 16-16). Boca Raton, FL: Chapman and Hall / CRC
M.J.C.M. Verbeek (2009). Nondirectional. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 319-319). Boca Raton, FL: Chapman and Hall / CRC
M.J.C.M. Verbeek (2009). Redemption Period. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 392-392). Boca Raton, FL: Chapman and Hall / CRC
W.F.C. Verschoor & A. Muller (2009). The Effect of Exchange Rate Variability on U.S. Shareholder Wealth. Journal of Banking and Finance, 33 (11), 1963-1972. doi: 10.1016/j.jbankfin.2009.04.016
W.F.C. Verschoor, R.C.J. Zwinkels & E. De Jong (2009). Behavioral Heterogeneity and Shift-Contagion: Evidence from the Asian Crisis. Journal of Economic Dynamics and Control, 33 (11), 1929-1944. doi: 10.1016/j.jedc.2009.06.002
G.J. de Zwart, T.D. Markwat, L.A.P. Swinkels & D.J.C. van Dijk (2009). The economic value of fundamental and technical information in emerging currency markets. Journal of International Money and Finance, 28 (4), 581-604. doi: 10.1016/j.jimonfin.2009.01.004
R.C.J. Zwinkels, W.F.C. Verschoor & E. De Jong (2009). A heterogeneous route to the European monetary system crisis. Applied Economics Letters, 16 (9), 929-932. doi: 10.1080/13504850701222152
P.G.J. Roosenboom (2009, december 28). Toppers doorstaan de storm. Nederlands Pensioen en Beleggingsnieuws (NPN)
P.G.J. Roosenboom (2009, december 1). Goed risicobeheer ook noodzaak in private equity sector. Zanders Magazine: Treasury and Finance Solutions
P.G.J. Roosenboom (2009, november 22). Maagpijn voor de durfkapitalist. De Telegraaf
P.G.J. Roosenboom (2009, februari 20). Twijfels over noodzaak om PCM te verkopen. Volkskrant
P.G.J. Roosenboom (2009, september 5). Private equity geen sprinkhanenplaag. Nederlands Dagblad
P.G.J. Roosenboom (2009, september 10). Oranjegevoel kleurt beeld opkoopfondsen. Volkskrant
M. Szymanowska & F.A. de Roon (2009). The Cross-Section of Commodity Futures Returns. Working paper, presented at the 2007 FMA: Orlando.
2008
D. Brounen, M.A. van Dijk & P.M.A. Eichholtz (2008). Corporate Real Estate and Corporate Takeovers: International Evidence. Journal of Real Estate Research, 30 (3), 293-314.
I.J.M. Arnold (2008). Beperkt depositogarantie tot ingezetene. Economisch-Statistische Berichten, 93 (4546), 667-668.
I.J.M. Arnold (2008). Centrale banken verstoren de geldmarkt. Economisch-Statistische Berichten, 93 (4535), 315.
M.J. van den Assem (2008). Proefschriftbespreking. Economisch-Statistische Berichten, 93 (4544), 606.
W. Groot & L.A.P. Swinkels (2008). Het onzekere voor het zekere nemen. VBA Journaal, 24 (1), 42-49.
F.L.J. Kerkhof & L.A.P. Swinkels (2008). Inflatiederivaten voor pensioenfondsen. Actuaris, 15, 2-4.
P. Neuteboom & D. Brounen (2008). De effectiviteit van de hypotheekrenteaftrek. Economisch-Statistische Berichten, 93 (4529), 120-121.
P. Neuteboom (2008). Optimale hypotheekkeuze. Economisch-Statistische Berichten, 93 (4526), 11-13.
P.G.J. Roosenboom (2008). Participatiekapitaal en schuldfinanciering. Management Scope, oktober (10).
C.G. de Vries (2008). Zwarte pieten in de financiële markt. In Jaarboek 2007/2008 Koninklijke Vereninging voor de Staathuishoudkunde (pp. 20-23). SDU
I.J.M. Arnold (2008). Entrepreneurship and Economic Growth. In W. Burggraaf, R. Floren & J. Kunst (Eds.), The Entrepeneur & the Entrepreneurship Cycle (pp. 27-37). Van Gorum
I.J.M. Arnold & B. Vrugt (2008). Fundamental uncertainty and stock market volatility. Applied Financial Economics, 18 (17), 1425-1440. doi: 10.1080/09603100701857922
I.J.M. Arnold (2008). Course level and the realitonship between rersearch productivity and teaching effectivrness. Journal of Economic Education, 39 (4), 307-321. doi: 10.3200/JECE.39.4.307-321
I.J.M. Arnold & J. Lemmen (2008). Inflation expectations and inflation uncertainty in the Eurozone: evidence from survey data. Review of World Economics, 144 (2), 325-346. doi: 10.1007/s10290-008-0149-9
L. Bargeron, F.P. Schlingemann, R. Stulz & C. Zutter (2008). Why do private acquirers pay so little compared to public acquires? Journal of Financial Economics, 89 (3), 375-390. doi: 10.1016/j.jfineco.2007.11.005
D. Blitz & L.A.P. Swinkels (2008). Fundamental indexation: an active value strategy in disguise. Journal of Asset Management, 9 (4), 264-269. doi: 10.1057/jam.2008.23
D. Brounen, M.A. van Dijk & P.M.A. Eichholtz (2008). Corporate Real Estate and Corporate Takeovers: International Evidence. Journal of Real Estate Research, 30 (3), 293-314.
O. Couwenberg & A. de Jong (2008). Costs and recovery rates in the Dutch liquidation-based bankruptcy system. European Journal of Law and Economics, 26 (2), 105-127. doi: 10.1007/s10657-008-9058-6
A. de Jong, R. Kabir & T.T. Nguyen (2008). Capital structure around the world: The roles of firm- and country-specific determinants. Journal of Banking and Finance, 32 (9), 1954-1969. doi: 10.1016/j.jbankfin.2007.12.034
H.D.R. Dewachter & M. Lyrio (2008). Learning, macroeconomic dynamics and the term structure of interest rates. In J. Campbell (Ed.), Asset pricing and monetary policy (pp. 191-245). Cambridge: NBER
I. Dittmann, E.G. Maug & C. Schneider (2008). How Preussag became TUI: A clinical study of institutional blockholders and restructuring in Europe. Financial Management - FM, 37 (3), 571-598. doi: 10.1111/j.1755-053X.2008.00025.x
I. Dittmann & N. Ulbricht (2008). Timing and wealth effects of German dual class stock unifications. European Financial Management, 14 (1), 163-196. doi: 10.1111/j.1468-036X.2007.00388.x
W. Groot & L.A.P. Swinkels (2008). Incorporating uncertainty about alternative assets in strategic pension fund asset allocation. Pensions, 13 (1/2), 71-77. doi: 10.1057/palgrave.pm.5950063
S. Gryglewicz, K.J.M. Huisman & P.M. Kort (2008). Finite project life and uncertainty effects on investment. Journal of Economic Dynamics and Control, 32 (7), 2191-2213. doi: 10.1016/j.jedc.2007.10.003
C. Heij, D.J.C. van Dijk & P.J.F. Groenen (2008). Macroeconomic forecasting with matched principal components. International Journal of Forecasting, 24 (1), 87-100. doi: 10.1016/j.ijforecast.2007.08.005
B. Honoré, F. Vella & M.J.C.M. Verbeek (2008). Attrition, Selection Bias and Censored Regressions. In L. Matyas & P. Sevestre (Eds.), The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice (pp. 385-418). Berlin: Springer
J.J. Huij (2008). Hot Hands in Bond Funds. Journal of Banking and Finance, 32 (4), 559-572. doi: 10.1016/j.jbankfin.2007.04.023
S. Kleimeier, H. Lehnert & W.F.C. Verschoor (2008). Measuring financial contagion using time-aligned data: The importance of the speed of transmission of shocks. Oxford Bulletin of Economics and Statistics, 70 (4), 493-508. doi: 10.1111/j.1468-0084.2008.00509.x
C.G. Koedijk, M.A. van Dijk & I.W. van Leeuwen (2008). The Impact of Inter-Dealer Trading on Market Liquidity Under Asymmetric Information. In Francois-Serge.Lhabitant Greg N. Gregoriou (Ed.), Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing (pp. 267-285). Hoboken: John Wiley & Sons
E. Nijman & L.A.P. Swinkels (2008). Stratetic and tactical allocation to commodities for retirment savings schemes. In F. Fabozzi, R. Fuss & D.G. Kaiser (Eds.), Handbook of Commodity Investing (pp. 522-546). Hoboken: Wiley
L. Norden & W. Wagner (2008). Credit derivatives and loan pricing. Journal of Banking and Finance, 32 (12), 2560-2569. doi: 10.1016/j.jbankfin.2008.05.006
L. Norden & W.B. Wagner (2008). Credit derivatives and loan pricing. Journal of Banking and Finance, 32 (12), 2560-2569. doi: 10.1016/j.jbankfin.2008.05.006
R. Paap & H.K. van Dijk (2008). Distribution and Mobility of Wealth of Nations. In D. Chotikapanich (Ed.), Modeling Income Distributions and Lorenz Curves (pp. 71-94). New York: Springer
M.D. de Pooter, M.P.E. Martens & D.J.C. van Dijk (2008). Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use? Econometric Reviews, 27 (1-3), 199-229. doi: 10.1080/07474930701873333
G.T. Post, M.J. van den Assem, G. Baltussen & R.H. Thaler (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show. The American Economic Review, 98 (1), 38-71. doi: 10.1257/aer.98.1.38
F. Ravazzolo, R. Paap, D.J.C. van Dijk & P.H.B.F. Franses (2008). Bayesian model averaging in the presence of structural breaks. In M. Wohar & D.E. Rapach (Eds.), Forecasting in the Presence of Structural Breaks and Model Uncertainty (Frontiers of Economics and Globalization, 3) (pp. 561-594). Bingley: Emerald Group Publishing
M.B.J. Schauten & J. Blom (2008). Corporate Governance and the Cost of Debt. In J.O. Soares (Ed.), New developments in financial modelling (pp. 116-145). Newcastle upon Tyne: Cambridge Scholars Publishing
M.J.C.M. Verbeek (2008). A Guide to Modern Econometrics, 3rd edition. Chichester: John Wiley and Sons
M.J.C.M. Verbeek (2008). Pseudo Panels and Repeated Cross-Sections. In L. Matyas & P. Sevestre (Eds.), The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice (pp. 369-383). Berlin: Springer Verlag
W.F.C. Verschoor, R. Jongen & C.C.P. Wolff (2008). Foreign Exchange Rate Expectations: Survey and Synthesis. Journal of Economic Surveys, 22 (1), 140-165. doi: 10.1111/j.1467-6419.2007.00523.x
W.F.C. Verschoor & A. Muller (2008). The Latin-American Exchange Exposure of U.S. Multinationals. Journal of Multinational Financial Management, 2008 (18), 112-130. doi: 10.1016/j.mulfin.2007.03.003
W.F.C. Verschoor & R. Jongen (2008). Further evidence on the rationality of interest rate expectations. Journal of International Financial Markets, Institutions and Money, 18 (5), 438-448. doi: 10.1016/j.econmod.2015.12.036
W.F.C. Verschoor & R. Jongen (2008). Further evidence on the rationality of interest rate expectations. Journal of International Financial Markets, Institutions and Money, 18 (5), 438-448. doi: 10.1016/j.econmod.2015.12.036
W.F.C. Verschoor, S. Straetmans & C.C.P. Wolff (2008). Extreme US stock market fluctuations in the wake of 9/11. Journal of Applied Econometrics, 23 (1), 17-42. doi: 10.1002/jae.973
R.C.J. Zwinkels, S. Beugelsdijk & R. Smeets (2008). The impact of horizontal and vertical FDI on host's country economic growth. International Business Review, 17 (4), 452-472. doi: 10.1016/j.ibusrev.2008.02.004
M.J. van den Assem (2008, oktober 16). Deal or No Deal? Decision making under risk in a large-stake TV game show and related experiments. Erasmus University Rotterdam (143 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 138)) Prom./coprom.: prof.dr. J. Spronk.
K.E. Bouwman (2008, maart 6). Modeling the Term Structure of Interest Rates. Groningen (174 pag.) (Groningen: PPI Publishers) Prom./coprom.: Prof. dr. P.A. Bekker.
M.G.J. Jennen (2008, oktober 23). Empirical essays on office market dynamics. Erasmus University Rotterdam (177 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 140)) Prom./coprom.: Prof.Dr. C.G. Koedijk & prof.dr. D. Brounen.
P. Neuteboom (2008, oktober 27). On the rationality of Borrowers Behaviour. Delft University of Technology (Delft: IOS Press) Prom./coprom.: prof dr. P Boelhouwer & prof.dr.ir H. Priemus.
P.G.J. Roosenboom (2008, oktober 19). Toch maar private equity?; Kleine beleggers zoeken soelaas buiten de beurs. Participatiemaatschappijen oogsten kritiek en rendement. De Financiële Telegraaf
P.G.J. Roosenboom (2008, oktober 25). Schulden: ooit een zegen, nu een last. Volkskrant
M.B.J. Schauten (2008, oktober 2). Valuation, capital structure decisions and the cost of capital. Erasmus University Rotterdam (200 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 134)) Prom./coprom.: prof.dr. J. Spronk & prof.dr. D.J.C. van Dijk.
A.M. Van der Poel (2008, september 18). Empirical essays in corporate finance and financial reporting. Erasmus University Rotterdam (181 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 133)) Prom./coprom.: Prof.Dr. A. De Jong & prof.dr. G.M.H. Mertens.
R.C.J. Zwinkels (2008, november 27). Het kapitalisme is niet dood. Het Financiële Dagblad
2007
J.R. ter Horst & M.J.C.M. Verbeek (2007). Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry. Review of Finance, 11 (4), 605-632. doi: 10.1093/rof/rfm012 [go to publisher's site]
J.J. Huij & M.J.C.M. Verbeek (2007). Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance. Journal of Banking and Finance, 31 (3), 973-997. doi: 10.1016/j.jbankfin.2006.08.002
H.J.W.G. Kole, C.G. Koedijk & M.J.C.M. Verbeek (2007). Selecting copulas for risk management. Journal of Banking and Finance, 31 (8), 2405-2423. doi: 10.1016/j.jbankfin.2006.09.010
I.J.M. Arnold (2007). De rol van opleidingsfase voor het verband tussen onderzoeksprestaties en onderwijseffectiviteit. Tijdschrift voor Hoger Onderwijs, 25 (4), 256-269.
I.J.M. Arnold (2007). DNB vereenzelvigt zich teveel met ABN AMRO. Economisch-Statistische Berichten, 92 (4506), 188.
I.J.M. Arnold (2007). De Governance van Indexatie. Pensioen Bestuur en Management, 4 (2).
I.J.M. Arnold (2007). Prikkels voor pensioenfondsen. Economisch-Statistische Berichten, 92 (4512), 366-367.
M.J. van den Assem, G. Baltussen & G.T. Post (2007). De ene euro is de andere niet. Economisch-Statistische Berichten, 92 (4514), 427-428.
A. de Jong, Marieke Van der Poel & M. Wolfswinkel (2007). Waardevermeerdering of waardevernietiging: corporate governance en acquisities in Nederland. Finance en Control, 5 (oktober), 27-30.
P. Gool van, D. Brounen, P. Jager & R. Weisz (2007). Onroerend goed als belegging. Amsterdam: Wolters Noordhof
P.J.P.M. Versijp (2007). Stochastic Dominance: Freedom for Marginal Utility. Medium Econometrische Toepassingen, 15 (2), 10-16.
R.C.J. Zwinkels & G. Westerlaken (2007). Van Financiële en Institutionele Ontwikkeling naar Economische Groei. Economisch-Statistische Berichten, 4515, 424-426.
I.J.M. Arnold (2007). Financial stability in the eurozone: where do we stand? Journal of Financial Transformation, 19, 65-79.
D. Brounen, P. Eichholtz & D. Ling (2007). Trading Intensity and Real Estate Performance. The Journal of Real Estate Finance and Economics, 35 (4), 449-474. doi: 10.1007/s11146-007-9050-x
D. Brounen & Y. Ben-Hamo (2007). Price Anomalies in the Listed Real Estate Markets. The Journal of Real Estate Finance and Economics, 37 (3), 234-245.
D. Brounen, H. Op 't Veld & V. Raitio (2007). Exploring the Non-listed Real Estate Arena. The Journal of Real Estate Portfolio Management, 13 (2), 107-118.
A. Chesher, G.F.M. Dhaene & H.K. van Dijk (2007). Endogeneity, Instruments and Identification, Guest Editorial. Journal of Econometrics, 139 (1), 1-3. doi: 10.1016/j.jeconom.2006.06.001
A. de Jong, G.M.H. Mertens, J. van Oosterhout & H.M. Vletter - van Dort (2007). How useful is shareholder intervention? Management Control en Accounting, 11 (2), 8-15.
A. de Jong (2007). Irrationele bestuurders en corporate governance. MAB, 81 (10), 497-505.
A. De Jong & R. van Dijk (2007). Determinants of leverage and agency problems: a regression approach with survey data. The European Journal of Finance, 13 (6), 565-593. doi: 10.1080/13518470701198734
A. de Jong, Marieke Van der Poel & M. Wolfswinkel (2007). Corporate Governance and Acquisitions: Acquirer Wealth Effects in the Netherlands. In G. Gregoriou & L. Renneboog (Eds.), Corporate Governance and Regulatory Impact on Mergers and Acquisitions: Research and Analysis on Activity Worldwide since 1990 (pp. 131-161). Elsevier
A. De Jong, D.V. de Jong, G.M.H. Mertens & P.G.J. Roosenboom (2007). Investor relations, reputational bonding, and corporate governance: The case of Royal Alhold. Journal of Accounting and Public Policy, 26 (3), 328-375. doi: 10.1016/j.jaccpubpol.2007.03.002
H.D.R. Dewachter & K. Smedts (2007). Limits to international arbitrage: an empirical evaluation. International Journal of Finance and Economics, 12 (3), 273-285. doi: 10.1002/ijfe.311
D.J.C. van Dijk, P.H.B.F. Franses & H.P. Boswijk (2007). Absorption of shocks in nonlinear autoregressive models. Computational Statistics & Data Analysis, 51 (9), 4206-4226. doi: 10.1016/j.csda.2006.04.033
I. Dittmann & E.G. Maug (2007). Lower salaries and no options? On the optimal structure of executive pay. The Journal of Finance, 62 (1), 303-343. doi: 10.1111/j.1540-6261.2007.01208.x
J.P. Fidrmuc - Pal'agova, P.G.J. Roosenboom & D.J.C. van Dijk (2007). Private equity fondsen en publiek naar privaat transacties. In A.W.A. Boot (Ed.), Topics in Corporate Finance: Private Equity en Aandeelhoudersactivisme (pp. 39-56). Amsterdam: Amsterdam Center for Corporate Finance
J.P. Fidrmuc - Pal'agova, P.G.J. Roosenboom & D.J.C. van Dijk (2007). Private equity fondsen en publiek naar privaat transacties. MAB, 81 (7/8), 323-334.
J.F. Geweke, P.J.F. Groenen, R. Paap & H.K. van Dijk (2007). Computational techniques for applied econometric analysis of macroeconomic and financial processes. Computational Statistics & Data Analysis, 51 (7), 3506-3507. doi: 10.1016/j.csda.2006.11.015
P. Giordani, R. Kohn & D.J.C. van Dijk (2007). A unified approach to nonlinearity, structural change, and outliers. Journal of Econometrics, 137 (1), 112-133. doi: 10.1016/j.jeconom.2006.03.013
A.C. Harvey, T.M. Trimbur & H.K. van Dijk (2007). Trends and cycles in economic time series: a Bayesian approach. Journal of Econometrics, 140 (2), 618-649. doi: 10.1016/j.jeconom.2006.07.006
A.C. Harvey, T.M. Trimbur & H.K. van Dijk (2007). Bayes estimates of the cyclical component in twentieth century US gross domestic product. In G.L. Mazzi & G. Savio (Eds.), Growth and cycle in the Eurozone (Palgrave) (pp. 76-89). New York: Palgrave MacMillan
C. Heij, P.J.F. Groenen & D.J.C. van Dijk (2007). Forecast comparison of principal component regression and principal covariate regression. Computational Statistics & Data Analysis, 51 (7), 3612-3625. doi: 10.1016/j.csda.2006.10.019
L.F. Hoogerheide, F.R. Kleibergen & H.K. van Dijk (2007). Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data. Journal of Econometrics, 138 (1), 63-103. doi: 10.1016/j.jeconom.2006.05.015
J.R. ter Horst & M.J.C.M. Verbeek (2007). Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry. Review of Finance, 11 (4), 605-632. doi: 10.1093/rof/rfm012 [go to publisher's site]
J.J. Huij & M.J.C.M. Verbeek (2007). Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance. Journal of Banking and Finance, 31 (3), 973-997. doi: 10.1016/j.jbankfin.2006.08.002
N. Hyung & C.G. de Vries (2007). Portfolio selection with heavy tails. Journal of Empirical Finance, 14 (2007), 383-400. doi: 10.1016/j.jempfin.2006.06.004
H.J.W.G. Kole, C.G. Koedijk & M.J.C.M. Verbeek (2007). Selecting copulas for risk management. Journal of Banking and Finance, 31 (8), 2405-2423. doi: 10.1016/j.jbankfin.2006.09.010
M.P.E. Martens & D.J.C. van Dijk (2007). Measuring volatility with the realized range. Journal of Econometrics, 138 (1), 181-207. doi: 10.1016/j.jeconom.2006.05.019
S. Moeller, F.P. Schlingemann & R. Stulz (2007). Do acquirers with more uncertain growth prospects gain less from acquisitions? The Review of Financial Studies, 20 (6), 2047-2078.
A. Muller & W.F.C. Verschoor (2007). Asian foreign exchange risk exposure. Journal of the Japanese and International Economies, 21, 16-37.
A. Muller & W.F.C. Verschoor (2007). Trade and exposure of eastern European multinationals. Emerging Markets Review, 8 (3), 218-229. doi: 10.1016/j.ememar.2006.12.003
A. Muller & W.F.C. Verschoor (2007). The Asian crisis exchange risk exposure of U.S. multinationals. Managerial Finance, 33, 710-740.
P. Neuteboom, J. Doling & N. Horsewood (2007). Who do European Home Owners Experience Loan Repayment Difficulties? Some preliminary results of combining macro en micro approaches. European Journal of Housing Policy, 7 (2), 193-209. doi: 10.1080/14616710701308570
G.T. Post & P.J.P.M. Versijp (2007). Multivariate Test for Stochastic Dominance efficiency of a Given Portfolio. Journal of Financial and Quantitative Analysis, 42 (2), 489-515.
P.G.J. Roosenboom (2007). How do underwriters value IPOs?: An empirical analysis of the French IPO market. Contemporary Accounting Research, 24 (4), 1217-1243. doi: 10.1506/car.24.4.7
P.G.J. Roosenboom & W.L.J. Schramade (2007). Reverse mergers in the UK: Listed targets and private acquirers. In G.N. Gregoriou & L. Renneboog (Eds.), International Mergers & Acquisitions Activity since 1990: Recent Research and Quantitative Analysis (pp. 181-194). Burlington: Academic Press / Elsevier
J.T.J. Smit & W.A. van den Berg (2007). De Private Equity Golf. MAB, 2007 (juli/augustus), 303-311.
J.T.J. Smit & L.T. Trigeorgis (2007). Strategic Options and Games in Analysing Dynamic Technology Investments. Long Range Planning, 40 (1), 84-114. doi: 10.1016/j.lrp.2007.02.005
J.T.J. Smit & H.T. Haanappel (2007). Return Distributions of Stategic Growth Options. Annals of Operations Research, 151, 57-80. doi: 10.1007/s10479-006-0130-8
L.A.P. Swinkels & L. Tjong-A-Tjoe (2007). Can mutual funds time investment styles? Journal of Asset Management, 8 (2), 123-132. doi: 10.1057/palgrave.jam.2250066
L.A.P. Swinkels & R. van den Berg (2007). Het effect van overnames op de aandelenrendementen van biedende ondernemingen. MAB, 81 (6), 277-283. doi: 10.5117/mab.81.17767
R.C.J. Zwinkels (2007). Exchange Rate Dynamics: Fundamentals and Realignments. In K Kuttner (Ed.), Money and Finance (pp. 195-225). Lisbon: Escolar Editora
J.J. Huij (2007, maart 8). New Insights into Mutual Funds - Performance and Family Strategies. Erasmus University Rotterdam (193 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 099)) Prom./coprom.: prof.dr. M.J.C.M. Verbeek.
L. Norden & M. Weber (2007). Die trügerische Hoffnung, besser zu sein als der Durchschnitt. In M. Weber (Ed.), Genial einfach investieren (pp. 45-73). Frankfurt am Main: Campus Verlag
P.G.J. Roosenboom (2007, maart 8). Finance chiefs bemoan CEO optimism. Financial Times
P.G.J. Roosenboom (2007, november 1). Durfkapitalist is zelden sprinkhaan. Leeuwarder Courant
P.G.J. Roosenboom (2007, november 1). Sprinkhanen spelen meestal positieve rol. Het Financieele Dagblad
P.G.J. Roosenboom (2007, november 21). Uitverkoop van BV Holland? De wetten in overnameland. De Dag
P.G.J. Roosenboom (2007, december 6). Northern Rock zoekt snel nieuwe eigenaar. De Dag
P.J.P.M. Versijp (2007, mei 10). Advances in the use of Stochastic Dominance in Asset Pricing. EUR (120 pag.) (Rotterdam: Tinbergen Institute) Prom./coprom.: Prof.Dr. G.T. Post, H. Levy, prof.dr. J. Spronk & prof.dr. C.G. de Vries.
2006
C.G. Koedijk, J.R. Lothian & M.A. van Dijk (2006). Foreign Exchange Markets. Journal of International Money and Finance, 25 (1), 1-6. doi: 10.1016/j.jimonfin.2005.10.001
H.J.W.G. Kole, C.G. Koedijk & M.J.C.M. Verbeek (2006). Portfolio Implications of Systemic Crises. Journal of Banking and Finance, 30 (8), 2347-2369. doi: 10.1016/j.jbankfin.2005.08.006
I.J.M. Arnold (2006). Indexleningen in de eurzone. VBA Journaal, 22 (winter 2006), 24-32.
I.J.M. Arnold (2006). Het beste Onderwijs komt uit de ivoren toren. Economisch-Statistische Berichten, 91 (4490), 334-335.
M.B.J. Schauten & B. Tans (2006). Cost of Capital of Government's Claims and the Present Value of Tax Shields. Financieel Forum / Bank- en financiewezen, 2006 (2), 86-89.
L.A.P. Swinkels (2006). De opmars van beleggen in sectoren gestuit? Technische en Kwantitatieve Analyse, 12, 39-41.
L.A.P. Swinkels & W.N. van Vliet (2006). Risk budgeting under shortfall constraints. Investment & Pensions Europe, 2006 (August), 7-7.
I.J.M. Arnold (2006). Optimal regional biases in ECB Interest rate setting. European Journal of Political Economy, 22, 307-321.
G. Baltussen, G.T. Post & W.N. van Vliet (2006). Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities. Management Science, 52 (8), 1288-1290. doi: 10.1287/mnsc.1050.0544
D. Brounen, A. De Jong & C.G. Koedijk (2006). Capital Structure Policies in Europe: Survey Evidence. Journal of Banking and Finance, 30 (5), 1409-1442. doi: 10.1016/j.jbankfin.2005.02.010
A. De Jong, M.A. Rosellon & P. Verwijmeren (2006). De invloed van IFRS op preferente aandelen in Nederland. MAB, 80 (7/8), 336-342.
A. De Jong, G.M.H. Mertens & P.G.J. Roosenboom (2006). De rol van aandeelhouders na Tabaksblat. MAB, 80 (5), 232-248.
A. De Jong, M.A. Rosellon & P. Verwijmeren (2006). The economic consequences of IFRS: the impact of IAS 32 on preference shares in the Netherlands. The European Accounting Review, 15 (3), 169-185. doi: 10.1080/09638180600920350
A. De Jong, P.G.J. Roosenboom & W.L.J. Schramade (2006). Bond underwriting fees and keiretsu affiliation in Japan. Pacific-Basin Finance Journal, 14 (5), 522-545. doi: 10.1016/j.pacfin.2006.03.003
A. De Jong & A. Roëll (2006). The financing of Dutch firms: a historical perspective. In L. Renneboog (Ed.), Advances in Corporate Finance and Asset Pricing (pp. 341-364). Amsterdam: Elsevier
A. De Jong, G.M.H. Mertens & P.G.J. Roosenboom (2006). Shareholders' voting at general meetings: Evidence from the Netherlands. Journal of Management and Strategy, 10, 353-380. doi: 10.1007/s10997-006-9006-1
A. de Jong, G.M.H. Mertens & P.G.J. Roosenboom (2006). Aandeelhoudersvergaderingen: trends en observaties. Goed Bestuur & Toezicht, 2 (2), 19-24.
A. de Jong & O. Couwenberg (2006). It takes two to tango: An empirical tale of distressed firms and assisting banks. International Review of Law and Economics, 26 (4), 429-454. doi: 10.1016/j.irle.2007.01.001
H. Degryse & A. De Jong (2006). Investment and internal finance: Asymmetric information or managerial discretion? International Journal of Industrial Organization, 24 (1), 125-147. doi: 10.1016/j.ijindorg.2005.03.006
H.D.R. Dewachter & M. Lyrio (2006). Macro factors and the term structure of interest rates. Journal of Money, Credit, and Banking, 38 (1), 119-140. doi: 10.1353/mcb.2006.0014
H.D.R. Dewachter & M. Lyrio (2006). The cost of technical trading rules in the Forex Market: a utility-based evaluation. Journal of International Money and Finance, 25 (7), 1072-1089. doi: 10.1016/j.jimonfin.2006.09.008
H.D.R. Dewachter, M. Lyrio & K. Maes (2006). A joint model for the term structure of interest rates and the macroeconomy. Journal of Applied Econometrics, 21 (4), 439-462. doi: 10.1002/jae.848
H.K. van Dijk, J.F. Kaashoek & A.P.M. Wagelmans (2006). Rotterdam econometrics: an analysis of publications of the Econometric Institute 1956-2004. Statistica Neerlandica, 60, 85-111. doi: 10.1111/j.1467-9574.2006.00320.x
I. Dittmann (2006). The optimal use of fines and imprisonment if governments don't maximize welfare. Journal of Public Economic Theory, 8 (4), 677-695. doi: 10.1111/j.1467-9779.2006.00283.x
P.H.B.F. Franses & D.J.C. van Dijk (2006). A simple test for PPP among traded goods. Applied Financial Economics, 16 (1/2), 19-27.
G. Giudici & P.G.J. Roosenboom (2006). IPO initial returns on European new markets. In G.N. Gregoriou (Ed.), Initial Public Offerings: An International Perspective (pp. 113-128). Amsterdam: Elsevier Butterworth-Heinemann
L.R.T. van der Goot, G.M.H. Mertens & P.G.J. Roosenboom (2006). The grant and exercise of stock options in IPO firms: Evidence from the Netherlands. In L.D.R. Renneboog (Ed.), Advances in Corporate Finance and Asset Pricing (pp. 277-292). Amsterdam: Elsevier
C.M. Hafner, D.J.C. van Dijk & P.H.B.F. Franses (2006). Semiparametric modelling of correlation dynamics. In D. Terrell & T. Fomby (Eds.), Advances in Econometrics Volume 20 (pp. 59-103). Amsterdam: Elsevier JAI
D.I. Harvey & D.J.C. van Dijk (2006). Sample size, lag order and critical values of seasonal unit root tests. Computational Statistics & Data Analysis, 50, 2734-2751. doi: 10.1016/j.csda.2005.04.011
R. Kleijn & H.K. van Dijk (2006). Bayes model averaging of cyclical decompositions in economic time series. Journal of Applied Econometrics, 21 (2), 191-212. doi: 10.1002/jae.823
C.G. Koedijk, J.R. Lothian & M.A. van Dijk (2006). Foreign Exchange Markets. Journal of International Money and Finance, 25 (1), 1-6. doi: 10.1016/j.jimonfin.2005.10.001
H.J.W.G. Kole, C.G. Koedijk & M.J.C.M. Verbeek (2006). Portfolio Implications of Systemic Crises. Journal of Banking and Finance, 30 (8), 2347-2369. doi: 10.1016/j.jbankfin.2005.08.006
G. Koop, R. Strachan, H.K. van Dijk & M. Villani (2006). Bayesian approaches to cointegration. In T.C. Mills & K. Patterson (Eds.), Handbook of Econometrics Vol. 1 (pp. 871-898). Basingstoke: Palgrave MacMillan
A. Muller & W.F.C. Verschoor (2006). Foreign exchange risk exposure: Survey and suggestions. Journal of Multinational Financial Management, 16, 385-410.
P. Neuteboom & D. Brounen (2006). De veranderende positie van de starter op de Nederlandse woningmarkt. Tijdschrift voor Politieke Ekonomie, 4, 108-126.
L. Norden & M. Weber (2006). Möglichkeiten und Grenzen der Bewertung von Ratingsystemen durch Markt und Staat. Schmalenbach Business Review, 52 (05), 31-54.
I. Pouchkarev, J. Spronk & J.E. Trinidad Segovia (2006). Empirical Insight on the Heterogeneity of the Spanish Stock Market. Estudios de Economia Aplicada, 1089-1106.
P.G.J. Roosenboom & L.R.T. van der Goot (2006). Broad-based employee stock option grants and IPO firms. Applied Economics, 38 (12), 1343-1351. doi: 10.1080/00036840500396897
P.G.J. Roosenboom & W.L.J. Schramade (2006). The price of power: valuing the controlling position of the owner-manager in French IPO firms. Journal of Corporate Finance, 12 (2), 270-295. doi: 10.1016/j.jcorpfin.2005.02.001
J.T.J. Smit & L.T. Trigeorgis (2006). Real options and games: Competition, aliances and other applications of valuation and strategy. Review of Financial Economics, 15 (2), 95-112. doi: 10.1016/j.rfe.2005.12.001
J.T.J. Smit & L.T. Trigeorgis (2006). Strategic Planning: Valuing and Managing Portfolios of Real Options. R and D Management, 36 (4), 403-420. doi: 10.1111/j.1467-9310.2006.00440.x
R. Stegink, M.B.J. Schauten & G. de Graaff (2006). De disconteringsvoet ten behoeve van DCF waarderingen van immateriele activa. MAB, 80 (7/8), 372-381.
N.R. Swanson & D.J.C. van Dijk (2006). Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. Journal of Business and Economic Statistics, 24 (1), 24-42. doi: 10.1198/073500105000000036
L.A.P. Swinkels (2006). Zijn pensioenregelingen gewijzigd als gevolg van de introductie van IFRS? MAB, 80 (11), 562-570. doi: 10.5117/mab.80.12810
L.A.P. Swinkels & P.J. van der Sluis (2006). Return-based style analysis with time-varying exposures. The European Journal of Finance, 12 (6/7), 529-552. doi: 10.1080/13518470500248508
B. Tims & R.J. Mahieu (2006). A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates. Econometric Reviews, 25 (2/3), 409-424. doi: 10.1080/07474930600712814
W.F.C. Verschoor & A. Muller (2006). Asymmetric foreign exchange risk exposure: evidence from U.S. multinationals. Journal of Empirical Finance, 13, 495-518.
W.F.C. Verschoor & A. Muller (2006). European foreign exchange risk exposure. European Financial Management, 12, 195-220.
C.G. de Vries & C.N. Teulings (2006). Generational accounting, solidarity and pension losses. De Economist, 154 (1), 63-83. doi: 10.1007/s10645-006-6486-y
C.G. de Vries & C. Zhou (2006). Discussion of “Copulas: Tales and facts”, by Thomas Mikosch. Extremes, 9 (1), 23-25. doi: 10.1007/s10687-006-0017-8
C.G. de Vries (2006). Milton Friedman: wetenschapper op monetair breukvlak. Economisch-Statistische Berichten, 91, 655.
C.G. de Vries (2006). Comparing downside risk measures for heavy tailed distributions. Economics Letters, 92, 202-208. doi: 10.1016/j.econlet.2006.02.004
H.J.W.G. Kole (2006, juni 23). On Crises, Crashes and Comovements. Erasmus Universiteit Rotterdam (191 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 083)) Prom./coprom.: Prof.Dr. C.G. Koedijk & prof.dr. M.J.C.M. Verbeek.
P.G.J. Roosenboom (2006, augustus 3). Durfkapitaal, hoe zit dat? Metro
W.L.J. Schramade (2006, november 23). Corporate Bond Issuers. Erasmus University Rotterdam (138 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 092)) Prom./coprom.: Prof.Dr. A. De Jong & Dr. P.G.J. Roosenboom.
M. Szymanowska (2006, december 18). Essays on Rational Asset Pricing. CentER Graduate School, Tilburg University (163 pag.) Prom./coprom.: prof. dr. F. de Roon, prof. dr. C. Veld & dr. J. ter Horst.
B. Tims (2006, oktober 26). Empirical studies on exchange rate puzzles and volatility. Erasmus University Rotterdam (169 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 089)) Prom./coprom.: Prof.Dr. C.G. Koedijk & Dr. R.J. Mahieu.
2005
G.P. Baquero, J.R. ter Horst & M.J.C.M. Verbeek (2005). Survival, Look-Ahead Bias and Persistence in Hedge Fund Performance. Journal of Financial and Quantitative Analysis, 40 (3), 493-517. [go to publisher's site]
M.J.C.M. Verbeek & F. Vella (2005). Estimating Dynamic Models from Repeated Cross-Sections. Journal of Econometrics, 127 (1), 83-102. doi: 10.1016/j.jeconom.2004.06.004
I.J.M. Arnold (2005). De publieke casus voor indexleningen. Economisch-Statistische Berichten, 90 (4473), 57-59.
I.J.M. Arnold (2005). Instappen en weginfleren? Economisch-Statistische Berichten, ?, 250.
I.J.M. Arnold (2005). Ben jij ook zo bang? Economisch-Statistische Berichten, 83-86.
M.J. van den Assem & G.T. Post (2005). Miljoenenjacht: voer voor economen. Economisch-Statistische Berichten, 90 (4476), 538-539.
D. Brounen, A. De Jong & C.G. Koedijk (2005). De praktijk van investeringstheorie. Economisch-Statistische Berichten, 90 (4463), 268-269.
O. Couwenberg & A. De Jong (2005). De 'black box' van de stille reorganisatie geopend. Ondernemingsrecht, 397-403.
A. De Jong & A. Roëll (2005). Financing and control in the Netherlands: a historical perspective. In R.K. Morck (Ed.), A history of corporate governance around the world (pp. 467-515). Chicago: University of Chicago Press
W. De Maeseneire, J.T.J. Smit & W.A. van den Berg (2005). De markt voor Private Equity. Finance en Control, April, 15-17.
M.B.J. Schauten & H.J. Bouwer (2005). 'Het hefboomeffect'. Tijdschrift voor het Economisch Onderwijs, aug 2005, 254-259.
L.A.P. Swinkels (2005). Dutch insights for the Swedish traffic light system. Nordic Region Pension News, autumn (2005), 42-43.
G.P. Baquero, J.R. ter Horst & M.J.C.M. Verbeek (2005). Survival, Look-Ahead Bias and Persistence in Hedge Fund Performance. Journal of Financial and Quantitative Analysis, 40 (3), 493-517. [go to publisher's site]
D. Brounen & M. ter Laak (2005). Understanding the discount: Evidence from European property shares. The Journal of Real Estate Portfolio Management, 11 (3), 241-251.
D. Brounen & H. Op 't Veld (2005). Corporate Focus and Stock Performance: Evidence from International Listed Property Markets. The Journal of Real Estate Finance and Economics, 31 (3), 263-281. doi: 10.1007/s11146-005-2789-z
D. Brounen, A. De Jong & C.G. Koedijk (2005). Theorie en praktijk van ondernemingsfinanciering: investeringsselectie. MAB, 79 (5), 229-237.
D. Brounen, A. De Jong & C.G. Koedijk (2005). Theorie en praktijk van ondernemingsfinanciering: vermogensstructuurkeuze. MAB, 79 (6), 293-302.
D. Brounen & P. Eichholtz (2005). Corporate Real Estate Ownership Implications: International Performance Evidence. The Journal of Real Estate Finance and Economics, 30 (4), 429-445. doi: 10.1007/s11146-005-7015-5
A. De Jong, D.V. de Jong, G.M.H. Mertens & Ch. Wasley (2005). The role of self-regulation in corporate governance: evidence and implications from The Netherlands. Journal of Corporate Finance, 11 (3), 473-503. doi: 10.1016/j.jcorpfin.2004.01.002
A. De Jong, G.M.H. Mertens & P.G.J. Roosenboom (2005). Hoe actief zijn aandeelhouders in Nederland? Een empirische analyse van opkomst en stemgedrag. MAB, 79 (3), 97-107.
A. De Jong, J. Ligterink & V. Macrae (2005). A firm-specific analysis of the exchange-rate exposure of Dutch firms. Journal of International Financial Management and Accounting, 17 (1), 1-29. doi: 10.1111/j.1467-646X.2006.00119.x
H.D.R. Dewachter & M. Lyrio (2005). The economic value of technical trading rules: a nonparametric utility-based approach. International Journal of Finance and Economics, 10 (1), 41-62. doi: 10.1002/ijfe.256
D.J.C. van Dijk, H.K. van Dijk & P.H.B.F. Franses (2005). On the dynamics of business cycle analysis; Editors' introduction. Journal of Applied Econometrics, 20 (2), 147-150. doi: 10.1002/jae.844
D.J.C. van Dijk, D.R. Osborn & M. Sensier (2005). Testing for causality in variance in the presence of breaks. Economics Letters, 89 (2), 193-199. doi: 10.1016/j.econlet.2005.05.029
D. Fok, D.J.C. van Dijk & P.H.B.F. Franses (2005). A multi-level panel STAR model for US manufacturing sectors. Journal of Applied Econometrics, 20 (6), 811-827. doi: 10.1002/jae.822
D. Fok, D.J.C. van Dijk & P.H.B.F. Franses (2005). Forecasting aggregate using panels of nonlinear time series. International Journal of Forecasting, 21 (4), 785-794. doi: 10.1016/j.ijforecast.2005.04.015
P.H.B.F. Franses & D.J.C. van Dijk (2005). The forecasting performance of various models for seasonality and non-linearity for quarterly industrial production. International Journal of Forecasting, 21 (2), 87-102.
C. Gispert, A. De Jong, R. Kabir & L. Renneboog (2005). The impact of corporate governance on form performance and growth potential: an analysis of three different European governance regimes. In I. Filatotchev & M. Wright (Eds.), The Life Cycle of Corporate Governance (pp. 233-252). Cheltenham: Edward Elgar
J. Grunert, L. Norden & M. Weber (2005). The role of non-financial factors in internal credit ratings. Journal of Banking and Finance, 29 (2), 509-531. doi: 10.1016/j.jbankfin.2004.05.017
W.G.P.M. Hallerbach, J. Spronk, C.J.E. Hundack & I. Pouchkarev (2005). Market Dynamics From The Portfolio Opportunity Perspective: The DAX Case. Zeitschrift fur Betriebswirtschaft, 75 (7/8), 739-764.
J. van der Hart, G. de Zwart & D.J.C. van Dijk (2005). The succes of stock selection strategies in emerging markets: is it risk or behavioral bias? Emerging Markets Review, 6 (3), 238-262. doi: 10.1016/j.ememar.2005.05.002
J.R. ter Horst & M.J.C.M. Verbeek (2005). Hedgefondsen: Prestaties uit het verleden bieden verwachtingen voor de toekomst. MAB, 79 (4), 168-173.
S. Moeller & F.P. Schlingemann (2005). Global diversification and bidder gains: a comparison between cross-border and domestic acquisitions. Journal of Banking and Finance, 29 (3), 533-564. doi: 10.1016/j.jbankfin.2004.05.018
S. Moeller, F.P. Schlingemann & R. Stulz (2005). Wealth destruction on a massive scale? A study of acquiring firm returns in the merger wave of the late 1990s. The Journal of Finance, 60 (2), 757-782. doi: 10.1111/j.1540-6261.2005.00745.x
P. Neuteboom & H. van den Heijden (2005). Conjunctuur op de Nederlandse woning(bouw)markt. Utrecht: NETHUR
R. Paap, P.H.B.F. Franses & D.J.C. van Dijk (2005). Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method. Journal of Development Economics, 77 (2), 553-570. doi: 10.1016/j.jdeveco.2004.05.001
P.G.J. Roosenboom (2005). Bargaining on board structure at the initial public offering. Journal of Management and Strategy, 9 (2), 171-198. doi: 10.1007/s10997-005-4035-8
P.G.J. Roosenboom & L.R.T. van der Goot (2005). The effect of ownership and control on market valuation: Evidence from initial public offerings in the Netherlands. International Review of Financial Analysis, 14 (1), 43-59. doi: 10.1016/j.irfa.2004.06.003
J. Spronk & N. van der Wijst (2005). Financial modelling and the quality of corporate reports. European Journal of Operational Research, 161 (2), 295-297. doi: 10.1016/j.ejor.2003.08.043
T. Terasvirta, D.J.C. van Dijk & M. Medeiros (2005). Linear models, smooth transition autoregression, and neural networks for forecasting macroeconomic time series: A re-examination. International Journal of Forecasting, 21 (4), 755-783. doi: 10.1016/j.ijforecast.2005.04.010
M.J.C.M. Verbeek & F. Vella (2005). Estimating Dynamic Models from Repeated Cross-Sections. Journal of Econometrics, 127 (1), 83-102. doi: 10.1016/j.jeconom.2004.06.004
W.F.C. Verschoor, B. Candelon & A. Hecq (2005). Measuring common cyclical features during financial turmoil: evidence of interdependence not contagion. Journal of International Money and Finance, 24, 1317-1334.
C.G. de Vries & C.N. Teulings (2005). Micropremie en macroparadox. Economisch-Statistische Berichten, 90, 386-389.
C.G. de Vries, M.R. Baye & D.J. Kovenock (2005). Comparative Analysis of Litigation Systems. The Economic Journal, 115, 583-601.
C.G. de Vries, J.H.J. Einmahl, W.N. Foppen & O.W. Laseroms (2005). "VaR stress test for highly non-linear portfolios". The Journal of Risk, 6, 382-387.
C.G. de Vries & N. Hyung (2005). Portfolio Diversification Effects of Downside Risk. Journal of Financial Econometrics, 3 (1), 107-125. doi: 10.1093/jjfinec/nbi004
C.G. de Vries (2005). The simple economics of bank fragility. Journal of Banking and Finance, 29 (4), 803-825. doi: 10.1016/j.jbankfin.2004.08.003
K. Watkins, J. Spronk & L. Felix (2005). Propagacion de crisis en las empresas: la experiencia mexicana. Economia Mexicana, XIV (1), 119-135.
P.G.J. Roosenboom (2005, april 23). Financieel directeuren optimistisch. Provinciale Zeeuwse Courant
P.G.J. Roosenboom (2005, april 23). RSM: Directeuren zijn optimistisch. Rotterdams Dagblad
P.G.J. Roosenboom (2005, april 23). Optimisme over groei economie. Goudsche Courant
P.G.J. Roosenboom (2005, april 23). CFO’s optimistisch over groei economie. BN/De Stem
P.G.J. Roosenboom (2005, april 23). Bazen optimistich over groei. Algemeen Dagblad
P.G.J. Roosenboom (2005, april 23). Consumenten kopen alsmaar minder. Het Financieele Dagblad
P.G.J. Roosenboom (2005, april 23). CFO’s optimistisch over economie. NRC Handelsblad
P.G.J. Roosenboom (2005, juni 16). CFO’s zwemmen tegen de stroom in. De Telegraaf
P.G.J. Roosenboom (2005, april 23). Optimisme over economie. Haagsche Courant
P.G.J. Roosenboom (2005, juni 16). Nederlandse financieel directeuren zien het zonnig in. Het Financieele Dagblad
2004
C.G. Koedijk, B. Tims & M.A. van Dijk (2004). Purchasing Power Parity and the Euro Area. Journal of International Money and Finance, 23 (7/8), 1081-1107. doi: 10.1016/j.jimonfin.2004.08.005
C.G. Koedijk & M.A. van Dijk (2004). Global Risk Factors and the Cost of Capital. Financial Analysts Journal, 60 (2), 32-38.
C.G. Koedijk & M.A. van Dijk (2004). The Cost of Capital of Cross-Listed Firms. European Financial Management, 10 (3), 465-486.
W.A. Marquering & M.J.C.M. Verbeek (2004). The Economic Value of Predicting Stock Index Returns and Volatility. Journal of Financial and Quantitative Analysis, 39 (2), 407-429. doi: 10.1017/S0022109000003136
W.A. Marquering & M.J.C.M. Verbeek (2004). A Multivariate Nonparametric Test for Return and Volatility Timing. Finance Research Letters, 1 (3), 250-260. doi: 10.1016/j.frl.2004.07.002
Th.E. Nijman, L.M. Swinkels & M.J.C.M. Verbeek (2004). Do countries or industries explain momentum in Europe? Journal of Empirical Finance, 11 (4), 461-481. doi: 10.1016/j.jempfin.2004.02.001
I.J.M. Arnold (2004). Het ei van Eichel. Economisch-Statistische Berichten, aug., 374-376.
I.J.M. Arnold & B. Verhoef (2004). Korte termijn fluctuaties binnen een muntunie: een analyse met het IS-MP-IA model. Kwartaalschrift Economie, 4.
M.J. van den Assem, N.L. van der Sar, G.J.A.M. Logtestijn, R.A.J. Haanen & R.E. Krol (2004). De totstandkoming van de introductieprijs bij IPO's. Bestuurders over hun beursgang in Nederland. MAB, 78 (5), 223-232.
D. Brounen, P.G.J. Roosenboom & W. Bemer (2004). Voetbalaandelen: Emotie aan de beurs? Economisch-Statistische Berichten, 89 (4438), 347-348.
D. Brounen & P. Eichholtz (2004). Vastgoedmarkt kraakt onder demografische druk. Economisch-Statistische Berichten, 89 (4430), 150-151.
D. Brounen & J.J. Huij (2004). De Woningmarkt bestaat niet. Economisch-Statistische Berichten, 89 (4429), 126-128.
D. Brounen & P. Eichholtz (2004). Real Estate, Shares, and Real Estate Shares. Europe Real Estate.
D. Brounen & P. Eichholtz (2004). Vastgoedbeleggen: Bouwen, beheren of beide? In C.J.G.H. Hendriks & F.L.P. Muller (Eds.), Vastgoedbeleggingen deel B (pp. 17-26). Deventer: Kluwer
A. de Jong, G.M.H. Mertens & P.G.J. Roosenboom (2004). Weinig aandeelhouders houden serieus toezicht. In Jaarboek 2003/2004 (pp. 107-113). Amsterdam: Koninklijke Vereniging voor de Staathuishoudkunde
G. Guidici & P.G.J. Roosenboom (2004). Nuovo quatazioni e offerte pubbliche sui "Nuovi Mercati" europei. In G. Giudici (Ed.), I Nuovi Mercati in Europa (pp. 31-78). Napoli: Foxwell & Davies Italia
R.B.H. Hooghiemstra, A. De Jong, G.M.H. Mertens & P.G.J. Roosenboom (2004). Bedrijven op goede weg met code-Tabaksblat. Economisch-Statistische Berichten, 89 (4444), 502-504.
W.A. Marquering & M.J.C.M. Verbeek (2004). De Wet van Murphy in de Aandelenmarkt. VBA Journaal, 19 (4), 24-29.
I.J.M. Arnold & R. walker (2004). Introducing group-based asynchronous learning to business education. Educational Media International, 41, 253-265.
I.J.M. Arnold (2004). EMU: Assessing the impact of the euro. In R Baldwin, G Bertola & P Seabright (Eds.), De Economist (152, 3) (pp. 463-464)
I.J.M. Arnold & B. Vrugt (2004). Firm size industry mix and the regional transmission of monetary policy in Germany. German Economic Review, 5 (1), 35-59.
I.J.M. Arnold & C.J.M. Kool (2004). The role of inflation differentials in regional adjustment: evidence from the US. Kredit und Kapital, 37 (1), 62-85.
I.J.M. Arnold & B. Verhoef (2004). External causes of euro zone inflation differentials: a re-examination of the evidence. Intereconomics, 39 (5), 54-63.
M.J. van den Assem (2004). The primary security market. In H. Levy & G.T. Post (Eds.), Investments (pp. 55-66). London: Prentice Hall
L. Bauwens, M. Lubrano & H.K. van Dijk (2004). Recent advances in Bayesian econometrics. Journal of Econometrics, 123 (2), 197-199.
L. Bauwens, C.S. Bos, H.K. van Dijk & R.D. van Oest (2004). Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods. Journal of Econometrics, 123 (2), 201-225. doi: 10.1016/j.jeconom.2003.12.002
P. Boelhouwer, M. Haffner, P. Neuteboom & P. de Vries (2004). House prices and income tax in the Netherlands: an international perspective. Housing Studies, 19 (3), 415-432. doi: 10.1080/0267303042000204304
M. Botman, P.G.J. Roosenboom & L.R.T. van der Goot (2004). Valuing Internet stocks at the initial public offering. In G. Giudici & P.G.J. Roosenboom (Eds.), The Rise and Fall of Europe's New Stock Markets (pp. 131-156). Amsterdam: Elsevier JAI
D. Brounen & P. Eichholtz (2004). Demographics and the Global Office Market. The Journal of Real Estate Portfolio Management, 10 (3), 231-245.
D. Brounen, A. De Jong & C.G. Koedijk (2004). Corporate Finance In Europe Confronting Theory With Practice. Financial Management - FM, 33 (4), 71-101.
D. Brounen & P. Eichholtz (2004). Corporate Real Estate: Global Trends and Performance Effects. Wharton Real Estate Review, 2004 (spring), 25-34.
D. Brounen & P. Eichholtz (2004). Development Involvement and Property Share Performance: International Evidence. The Journal of Real Estate Finance and Economics, 29 (1), 79-97. doi: 10.1023/B:REAL.0000027202.57984.21
P.A. Cornelisse, H.K. van Dijk & H. Don (2004). Economics with a purpose. (Tinbergen centennial issue). De Economist, 152 (2), 161-165.
J. Danielsson, B.N. Jorgensen & C.G. de Vries (2004). Risk Measures for the 21th century. In Szego, G. (Ed.), Risk measures for the 21th century (pp. 87-108). Chicester: Wiley
H.D.R. Dewachter, M. Lyrio & K. Maes (2004). The effect of monetary unification on German bond markets. European Financial Management, 10 (3), 487-509.
I. Dittmann (2004). Error correction models for fractionally cointegrated time series. Journal of Time Series Analysis, 25, 27-32.
I. Dittmann, E.G. Maug & J. Kemper (2004). How fundamental are fundamental values? Valuation methods and their impact on the performance of German venture capitalists. European Financial Management, 10, 609-638.
P.H.B.F. Franses, D.J.C. van Dijk & A. Lucas (2004). Short patches of outliers, ARCH and volatility modelling. Applied Financial Economics, 14 (4), 221-231. doi: 10.1080/0960310042000201174
G. Giudici & P.G.J. Roosenboom (2004). The long-term performance of initial public offerings on Europe's new stock markets. In G. Giudici & P.G.J. Roosenboom (Eds.), The Rise and Fall of Europe's New Stock Markets (pp. 329-354). Amsterdam: Elsevier JAI
G. Giudici & P.G.J. Roosenboom (2004). Pricing initial public offerings on Europe's new stock markets. In G. Giudici & P.G.J. Roosenboom (Eds.), The Rise and Fall of Europe's New Stock Markets (pp. 25-60). Amsterdam: Elsevier JAI
G. Giudici & P.G.J. Roosenboom (2004). Venture capital and new stock markets in Europe. In G. Giudici & P.G.J. Roosenboom (Eds.), The Rise and Fall of Europe's New Stock Markets (pp. 1-24). Amsterdam: Elsevier JAI
G. Giudici & P.G.J. Roosenboom (2004). The Rise and Fall of Europe's New Stock Markets (Advances in Financial Economics). Amsterdam: Elsevier JAI
W.G.P.M. Hallerbach, H. Ning & J. Spronk (2004). The effects of decision flexibility in the hierarchical investment decision process. Frontiers in Finance and Economics, 1 (1), 17-35.
W.G.P.M. Hallerbach, H. Ning, A.B.M. Soppe & J. Spronk (2004). A framework for managing a portfolio of socially responsible investments. European Journal of Operational Research, 153 (2), 517-529. doi: 10.1016/S0377-2217(03)00172-3
P. Hartmann, S.T.M. Straetmans & C.G. de Vries (2004). Asset market linkages in crisis periods. The Review of Economics and Statistics, 81, 313-326.
C. Heij, P.M.C. de Boer, P.H.B.F. Franses, T. Kloek & H.K. van Dijk (2004). Econometric Methods with Applications in Business and Economics. Oxford: Oxford University Press
C. Heij, P.M.C. de Boer, P.H.B.F. Franses, T. Kloek & H.K. van Dijk (2004). Solutions Manual for Econometric Methods with Applications in Business and Economics. Oxford: Oxford University Press
C.G. Koedijk, B. Tims & M.A. van Dijk (2004). Purchasing Power Parity and the Euro Area. Journal of International Money and Finance, 23 (7/8), 1081-1107. doi: 10.1016/j.jimonfin.2004.08.005
C.G. Koedijk & M.A. van Dijk (2004). Global Risk Factors and the Cost of Capital. Financial Analysts Journal, 60 (2), 32-38.
C.G. Koedijk & M.A. van Dijk (2004). The Cost of Capital of Cross-Listed Firms. European Financial Management, 10 (3), 465-486.
W.A. Marquering & M.J.C.M. Verbeek (2004). The Economic Value of Predicting Stock Index Returns and Volatility. Journal of Financial and Quantitative Analysis, 39 (2), 407-429. doi: 10.1017/S0022109000003136
W.A. Marquering & M.J.C.M. Verbeek (2004). A Multivariate Nonparametric Test for Return and Volatility Timing. Finance Research Letters, 1 (3), 250-260. doi: 10.1016/j.frl.2004.07.002
S. Moeller, F.P. Schlingemann & R. Stulz (2004). Firm size and the gains from acquisitions. Journal of Financial Economics, 73 (2), 201-228. doi: 10.1016/j.jfineco.2003.07.002
Th.E. Nijman, L.M. Swinkels & M.J.C.M. Verbeek (2004). Do countries or industries explain momentum in Europe? Journal of Empirical Finance, 11 (4), 461-481. doi: 10.1016/j.jempfin.2004.02.001
L. Norden & M. Weber (2004). Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements. Journal of Banking and Finance, 28 (11), 2813-2843. doi: 10.1016/j.jbankfin.2004.06.011
D.R. Osborn, M. Sensier & D.J.C. van Dijk (2004). Predicting growth cycle regimes in European countries. In L. Reichlin (Ed.), The euro area business cycle: stylized facts and measurement issues (pp. 61-82). Londen: CEPR
P.G.J. Roosenboom (2004). Managerial incentives at the initial public offering: An empirical analysis of the Alternative Investment Market. In G. Giudici & P.G.J. Roosenboom (Eds.), The Rise and Fall of Europe's New Stock Markets (pp. 81-112). Amsterdam: Elsevier JAI
F.P. Schlingemann (2004). Financing decisions and bidder gains. Journal of Corporate Finance, 10 (5), 683-701. doi: 10.1016/S0929-1199(03)00043-9
M. Sensier & D.J.C. van Dijk (2004). Testing for volatility changes in U.S. macroeconomic time series. The Review of Economics and Statistics, 86 (3), 833-839. doi: 10.1162/0034653041811752
J.F. Slijkerman, D.J.C. Smant & C.G. de Vries (2004). Credit value-at-risk constraints, credit rationing and monetary policy. In P. Minford (Ed.), Money matters: essays in honour of Alan Walters (pp. 243-250). Cheltenham: Edward Elgar
J.T.J. Smit (2004). Waarde en ontwikkeling van buyouts. MAB, 78 (1/2), 32-41.
J.T.J. Smit, W.A. van den Berg & W. De Maeseneire (2004). "Private Equity". Management Executive, 2 (6), 12-15.
J.T.J. Smit & L.T. Trigeorgis (2004). Strategic Investment: Real Options and Games. Princeton: Princeton University Press
J. Spronk, I. Pouchkarev & J.E. Trinidad Segovia (2004). Dynamics of the Spanish Stock Market through a broadband view of the IBEX 35® index. Estudios de Economia Aplicada, 22 (1), 7-21.
J. Spronk, R.E. Steuer & C. Zopounidis (2004). Multicriteria decision aid/analysis in finance. In J. Figueira, S. Greco & M. Ehrgott (Eds.), Multiple criteria decision analysis: state of the art surveys (pp. 799-858). Boston/Dordrecht/London: Kluwer Academic Publishers
J. Spronk, I. Pouchkarev & W.N. van Vliet (2004). Portfolio return characteristics of different industries. In G. Fandel, U. Backes-Gellner, M. Schlüter & J.E. Staufenbiel (Eds.), Modern concepts of the theory of the firm. Managing enterprises of the new economy (pp. 434-448). Berlin: Springer-Verlag
M.J.C.M. Verbeek (2004). A Guide to Modern Econometrics, 2nd edition. Chichester: John Wiley and Sons [go to publisher's site]
W.F.C. Verschoor & P.F.G. Jansen (2004). A Note on Transition Stock Return Behavior. Applied Economics Letters, 11 (1), 11-13.
C.G. de Vries, P. Hartmann & S. Straetmans (2004). Asset market linkages in crisis periods. The Review of Economics and Statistics, 81, 313-326.
C.G. de Vries, J. Danielson & B.N. Jorgensen (2004). Regulation and incentives for effective risk management in incomplete markets. In G. Szego (Ed.), Risk measures for the 21st century (pp. 87-108). Chichester: Wiley
L. Norden (2004, juli 7). Kreditderivate: Zwischen Kapitalmarkt und bankbetrieblicher Verwendung. University of Mannheim (234 pag.) (Mannheim: Dissertation) Prom./coprom.: M. Weber & U. Schreiber.
J.T.J. SmitAcquisitions as a Real Options Bidding Game. Puerto Rico, Congres Strategic Management Assocation.
J.T.J. SmitInfrastructure Investment as a Real Options Game: the Case of European Airport Expansion. Montreal, CIRANO Real Options Conference.
2003
I.J.M. Arnold (2003). Meeliftende Ministers van Financien. Economisch-Statistische Berichten, aug., 374-376.
J. Beenakker & A. De Jong (2003). Allianties: waardevolle strategie? Tijdschrift voor Corporate Finance, 8 (3/4), 8-20.
D. Brounen (2003). Property Investment, -Development and Tax Transparency. Holland Real Estate Yearbook, 2 (1), 147-149.
D. Brounen (2003). Indirect Vastgoed, internationale trends. VBA Journaal.
D. Brounen & P. Eichholtz (2003). Wereldwijde trends in bedrijfsvastgoed. Property NL Research Quarterly, 3, 14-18.
D. Brounen (2003). Vastgoedsecuritisatie: een stand van zaken. Property NL Research Quarterly, 3, 21-26.
D. Brounen & P. Eichholtz (2003). Strategie en beleid - Vastgoed, een modern bedrijfsdilemma. Economisch-Statistische Berichten, 88 (4404), 380-382.
A. De Jong & P.G.J. Roosenboom (2003). De achilleshiel van Tabaksblat. Economisch-Statistische Berichten, 88 (4411), 392-393.
A. De Jong, G.M.H. Mertens & P.G.J. Roosenboom (2003). Weinig aandeelhouders houden serieus toezicht. Economisch-Statistische Berichten, 88 (4419), 532-534.
H.K. van Dijk (2003). On shocks, trends and cycles in industrialized countries in the Twentieth Century. Tinbergen Magazine, 7, 12-15.
P. Duffhues, R. Kabir, G.M.H. Mertens & P.G.J. Roosenboom (2003). De relatie tussen personeelsoptieregelingen en de financiele prestaties van Nederlandse beursvennootschappen. Bedrijfskunde, 75 (1), 42-49.
I.J.M. Arnold, D.J.C. Smant & C.G. de Vries (2003). Wisselkoersen en beleggen (Financiele en Monetaire Studies, jrg. 21, 1). Amsterdam: NIBE-SVV
I.J.M. Arnold (2003). A regional analysis of German money demand. Empirica, 30, 63-80.
G.M. Bodnar, A. De Jong & V. Macrae (2003). The impact of institutional differences on derivatives usage: a comparative study of US and Dutch firms. European Financial Management, 9 (3), 271-297.
D. Brounen & P. Eichholtz (2003). Property, Shares and Property Shares. The Journal of Portfolio Management, 28 (4), 129-137.
M.P. Clements, P.H.B.F. Franses, J. Smith & D.J.C. van Dijk (2003). On SETAR non-linearity and forecasting. Journal of Forecasting, 22 (5), 359-376. doi: 10.1002/for.863
A. De Jong, R. van Dijk & C.H. Veld (2003). The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design. International Review of Financial Analysis, 12 (4), 349-377. doi: 10.1016/S1057-5219(03)00030-9
H.D.R. Dewachter, K. Smedts & K. Maes (2003). Monetary unification and the price of risk: an unconditional analysis. Review of World Economics, 139 (2), 296-305.
D.J.C. van Dijk, B. Strikholm & T. Teräsvirta (2003). The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series. Econometrics Journal, 6 (1), 79-98.
D.J.C. van Dijk & P.H.B.F. Franses (2003). Selecting a nonlinear time series model using weighted tests of equal forecast accuracy. Oxford Bulletin of Economics and Statistics, 65 (Supplement), 727-744. doi: 10.1046/j.0305-9049.2003.00091.x
H.K. van Dijk (2003). On Bayesian structural inference in a simultaneous equation model. In B.P. Stigum (Ed.), Econometrics and the philosophy of economics (pp. 642-682). Princeton, New Jersey: Princeton University Press
P.W. van Foreest & C.G. de Vries (2003). The forex regime and EMU expansion. Open Economies Review, 14 (3), 285-298. doi: 10.1023/A:1023987104441
P.W. van Foreest & C.G. de Vries (2003). The Euroarea and the new EU member states. In L. Vinhas de Souza & B. van Aarle (Eds.), EURO-Asian Studies (pp. 79-99). Basingstoke: Palgrave-McMillan Press
N. Haldrup, D.F. Hendry & H.K. van Dijk (2003). Introduction: Time series concepts for conditional distributions. Oxford Bulletin of Economics and Statistics, 65 (Supplement), 681-688.
J. van der Hart, E. Slagter & D.J.C. van Dijk (2003). Stock selection strategies in emerging markets. Journal of Empirical Finance, 10 (1-2), 105-132. doi: 10.1016/S0927-5398(02)00022-1
J.F. Kaashoek & H.K. van Dijk (2003). Neural networks: an econometric tool. In D.E.A. Giles (Ed.), Computer-aided econometrics (pp. 351-384). New York - Basel: Marcel Dekker, Inc.
J.F. Kaashoek & H.K. van Dijk (2003). Long term values of euro/dollar and European exchange rates: A neural network analysis. Medium Econometrische Toepassingen, 10 (4), 26-29.
R. Kabir & P.G.J. Roosenboom (2003). Can the stock market anticipate future operating performance? Evidence from equity rights issues. Journal of Corporate Finance, 9 (1), 93-113. doi: 10.1016/S0929-1199(01)00054-2
P. Knauff, P.G.J. Roosenboom & L.R.T. van der Goot (2003). Is accounting information relevant to valuing European Internet IPOs? In I. Hasan & A. Ginsberg (Eds.), New Venture Investment: Choices and Consequences (pp. 257-280). Amsterdam: Elsevier
S. Lundbergh, T. Teräsvirta & D.J.C. van Dijk (2003). Time-varying smooth transition autoregressive models. Journal of Business and Economic Statistics, 21 (1), 104-121. doi: 10.1198/073500102288618810
R. Paap & H.K. van Dijk (2003). Bayes estimates of Markov trends in possibly cointegrated series: an application to U.S. consumption and income. Journal of Business and Economic Statistics, 21 (4), 547-563. doi: 10.1198/073500103288619296
P.G.J. Roosenboom & L.R.T. van der Goot (2003). Takeover defences and IPO firm value in the Netherlands. European Financial Management, 9 (4), 485-511. doi: 10.1111/1468-036X.00233
P.G.J. Roosenboom, L.R.T. van der Goot & G.M.H. Mertens (2003). Earnings management and initial public offerings: Evidence from the Netherlands. The International Journal of Accounting, 38 (3), 243-266. doi: 10.1016/S0020-7063(03)00048-7
M.B.J. Schauten & J.J.A. Blom (2003). De kwaliteit van corporate governance en de kosten van vreemd vermogen. MAB, 77 (11), 530-538.
J.T.J. Smit (2003). Infrastructure investment as a real options game: the case of European airport expansion. Financial Management - FM, 32 (4), 27-57.
J.T.J. Smit & L.T. Trigeorgis (2003). Real options: principles of valuation and strategy. In J.A. McCahery & L. Renneboog (Eds.), Venture capital contracting and the valuation of high technology firms (pp. 227-250). New York: Oxford University Press Inc.
J. Spronk & E.M. Vermeulen (2003). Comparative performance evaluation under uncertainty. European Journal of Operational Research, 150 (3), 482-495. doi: 10.1016/S0377-2217(02)00773-7
R.W. Strachan & H.K. van Dijk (2003). Bayesian model selection with an uninformative prior. Oxford Bulletin of Economics and Statistics, 65 (Supplement), 863-876. doi: 10.1046/j.0305-9049.2003.00095.x
T. Teräsvirta, B. Strikholm & D.J.C. van Dijk (2003). Changing seasonal patterns in quarterly industrial production in Finland and Sweden. In R. Höglund, M. Jäntti & G. Rosenqvist (Eds.), Statistics, econometrics and society: Essays in honour of Leif Nordberg (Tutkimuksia Forskningsrapporter Research Reports, 238) (pp. 229-246). Helsinki: Statistics Finland
T. Teräsvirta & D.J.C. van Dijk (2003). Modelling Finnish economic growth: 1860-2001. In K. Alho, J. Lassila & P. Ylä-Anttila (Eds.), Economic research and decision making - Essays on structural change, growth and economic policy (pp. 199-219). Finland: The Research Institute of the Finnish Economy
C.N. Teulings & C.G. de Vries (2003). Pensioenbeleid als automatisch destabilisator. Economisch-Statistische Berichten, 88 (4396), 100-103.
L.R.T. van der Goot & P.G.J. Roosenboom (2003). De relatie tussen de waardering van beursintroducties en enkele kenmerken van corporate governance. In Risico & Rendement. Deventer: Kluwer
C.G. de Vries & S. Caserta (2003). Extreme value theory and statistics for heavy tail data. In P. Field (Ed.), Modern Risk Management A History (pp. 169-178). London: Risk Books
C.G. de Vries, P. Hartmann & S.T.M. Straetmans (2003). A global perspective on extreme currency linkages. In W.C. Hunter, G.G. Kaufman & M. Pomerleano (Eds.), Asset price bubbles: The implication for monetary, regulatory, and international policies (pp. 361-382). Cambridge: MIT Press
C.G. de Vries & S. Caserta (2003). Extreme value theory and statistics for heavy tail data. In P. Field (Ed.), Modern Risk Management A History (pp. 169-178). London: Risk Books
J.T.J. SmitInfrastructure Investment as a Real Options Game: the Case of European Airport Expansion. Glasgow, European Finance Association.
J.T.J. Smit"Infrastructure Investment as a Real Options Game: the Case of European Airport Expansion". Washington, University of Washington Real Options Conference.
2002
C.G. Koedijk, C. Kool, P. Schotman & M.A. van Dijk (2002). The cost of capital in international financial markets: local or global? Journal of International Money and Finance, 21 (6), 905-930. doi: 10.1016/S0261-5606(02)00028-1
I.J.M. Arnold (2002). Aflossen is een deugd. Economisch-Statistische Berichten, 324-326.
I.J.M. Arnold & B. Vrugt (2002). Nieuwe economie of nieuwe munt. VBA Journaal, 18 (1), 3-9.
M.J. van den Assem (2002). Particuliere belegger buiten spel bij expiratie opties. Economisch-Statistische Berichten, 64-67.
D. Brounen & P. Eichholtz (2002). Vastgoed, een modern bedrijfsdilemma. Economisch-Statistische Berichten.
D. Brounen & P. Eichholtz (2002). Het ALM Regime. Economisch-Statistische Berichten, 183-184.
D. Brounen, T. Cools & M. Schweitzer (2002). Information lohnt die Muhe. Immobilien Business, 1 (1), 18-19.
A. De Jong & P.G.J. Roosenboom (2002). De balans na vijf jaar Peters. Economisch-Statistische Berichten, 87, 924-927.
A. De Jong & P.G.J. Roosenboom (2002). Inventarisatie corporate governance bij Nederlandse beursondernemingen. In Corporate governance in Nederland 2002: De stand van zaken. Nederlandse Corporate Governance Stichting
A. De Jong, J. Ligterink & V. Macrae (2002). Valuta-exposure van Nederlandse ondernemingen: een empirisch onderzoek. Tijdschrift voor Corporate Finance, 7, 6-17.
R.J. Mahieu & B. Tims (2002). Portefeuille-allocatie en beleggingshorizon: een algemene benadering. The Financial Analyst, 3 (2), 42-45.
P.G.J. Roosenboom & L.R.T. van der Goot (2002). Valuing IPOs: The corporate governance dimension. Tijdschrift voor Corporate Finance, 7, 38-59.
M.B.J. Schauten (2002). De WACC en de beta van de onderneming. FSR Forum, 1 (november), 32-33.
Y. Aksoy, P. De Grauwe & H.D.R. Dewachter (2002). Do asymmetries matter for European monetary policy? European Economic Review, 46 (3), 443-469.
I.J.M. Arnold & B. Vrugt (2002). Regional effects of monetary policy in the Netherlands. International Journal of Business and Economics, 1 (2), 37-49.
D. Brounen & S. Aaij (2002). High-Tech IPOs: A Tale of Two Continents. Journal of Applied Corporate Finance, 15 (1), 87-94.
D. Brounen & P. Eichholtz (2002). Initial Public Offerings: Evidence from the British, French and Swedish Property Share Markets. The Journal of Real Estate Finance and Economics, 24 (1), 103-117.
J. Danielsson, B.N. Jorgensen & C.G. de Vries (2002). Incentives for effective risk management. Journal of Banking and Finance, 26 (7), 1407-1425. doi: 10.1016/S0378-4266(02)00269-8
A. De Jong (2002). The Disciplining Role of Leverage in Dutch Firms. European Finance Review, 6 (2), 31-62. doi: 10.1023/A:1015082700388
A. De Jong & P.W.. Moerland (2002). 'Corporate governance, beschermingsconstructies en ondernemingsstrategie'. In J.C.K.W. Bartel & R.A.I. van Frederikslust (Eds.), Fusies and acquisities (pp. 315-333)
D.J.C. van Dijk, T. Teräsvirta & P.H.B.F. Franses (2002). Smooth transition autoregressive models - a survey of recent developments. Econometric Reviews, 21 (1), 1-47.
D.J.C. van Dijk, P.H.B.F. Franses & R. Paap (2002). A nonlinear long memory model, with an application to US unemployment. Journal of Econometrics, 110 (2), 135-165. doi: 10.1016/S0304-4076(02)00090-8
I. Dittmann & C.W.J. Granger (2002). Properties of nonlinear transformations of fractionally integrated processes. Journal of Econometrics, 110 (2), 113-133.
P. Duffhues, R. Kabir, G.M.H. Mertens & P.G.J. Roosenboom (2002). Employee stock option grants and firm performance in the Netherlands. In Joseph A. McCahery, Piet Moerland, Theo Raaijmakers & Luc Renneboog (Eds.), Corporate Governance Regimes: Convergence and Diversity (pp. 668-678). New York: Oxford University Press
J. Grunert, V. Kleff, L. Norden & M. Weber (2002). Mittelstand und Basel II: Der Einfluss der neuen Eigenkapitalvereinbarung für Banken auf die Kalkulation von Kreditzinsen. Zeitschrift fur Betriebswirtschaft, 72 (10), 1045-1064.
W.G.P.M. Hallerbach & J. Spronk (2002). The relevance of multi-criteria decision making for financial decisions. Journal of Multi-Criteria Decision Analysis, 11 (4-5), 187-195.
W.G.P.M. Hallerbach & J. Spronk (2002). A multidimensional framework for financial-economic decisions. Journal of Multi-Criteria Decision Analysis, 11 (3), 111-124.
J.F. Kaashoek & H.K. van Dijk (2002). Neural network pruning applied to real exchange rate analysis. Journal of Forecasting, 21, 559-577. doi: 10.1002/for.835
C.G. Koedijk, C. Kool, P. Schotman & M.A. van Dijk (2002). The cost of capital in international financial markets: local or global? Journal of International Money and Finance, 21 (6), 905-930. doi: 10.1016/S0261-5606(02)00028-1
D.J. Kovenock & C.G. de Vries (2002). Fiat exchange in finite. Economic Inquiry, 40 (2), 147-157. doi: 10.1093/ei/40.2.147
L. Norden (2002). Spezialbanken und Basel II: Eine empirische Untersuchung interner Ratingsysteme. Die Betriebswirtschaft, 62 (3), 273-288.
M.B.J. Schauten (2002). Ondernemingsfinanciering: aandeelhouders en sturingsmaatstaven. In S.R.A. van Eijck & I.E.A. van de Velde-Schmidt (Eds.), Jaargids Persoonlijke financiën (pp. 26-28). Deventer: Academie Financiële Planning
M.B.J. Schauten & E.M. Wycisk (2002). Creëren spin-offs waarde? Aankondigingseffect en post-spin-off performance. FSR Forum, mei, 26-35.
F.P. Schlingemann, R. Stulz & R. Walkling (2002). Divestitures and the liquidity of the market for corporate assets. Journal of Financial Economics, 64 (1), 117-144. doi: 10.1016/S0304-405X(02)00073-9
J.T.J. Smit (2002). The economics of private equity (Erasmus Research Institute of Management, EIA-12-F&A). Rotterdam: ERIM Inaugural Addresses Research in Management Series
A.M.R. Taylor & D.J.C. van Dijk (2002). Can tests for stochastic unit roots provide useful portmanteau tests for persistence? Oxford Bulletin of Economics and Statistics, 64 (4), 381-397.
N. Terui & H.K. van Dijk (2002). Combined forecasts from linear and nonlinear time series models. International Journal of Forecasting, 18 (3), 421-438. doi: 10.1016/S0169-2070(01)00120-0
W.F.C. Verschoor & C. de Groot (2002). Further Evidence on Asian Stock Return Behavior. Emerging Markets Review, 3 (2), 179-193. doi: 10.1016/S1566-0141(02)00005-5
W.F.C. Verschoor & C.C.P. Wolff (2002). Scandinavian Exchange Rate Expectations. Applied Economics Letters, 9, 111-116.
C.G. de Vries & N. Hyung (2002). Portfolio diversification effects and regular variation in financial data. Allgemeines Statistisches Archiv, Journal of the German Statistical Society, 86, 69-82.
P.G.J. Roosenboom (2002, september 18). Corporate governance mechanisms in IPO firms. Tilburg University ( Thela Thesis) Prom./coprom.: Prof.dr. Piet Moerland & Prof.dr. Rezaul Kabir.
2001
J.R. ter Horst, Th.E. Nijman & M.J.C.M. Verbeek (2001). Eliminating look-ahead bias in evaluating persistence in mutual fund performance. Journal of Empirical Finance, 8 (4), 345-373. doi: 10.1016/S0927-5398(01)00032-9
I.J.M. Arnold & C.J.M. Kool (2001). Regionale inflatieverschillen in een muntunie. Economisch-Statistische Berichten, 86 (4318), 572-575.
I.J.M. Arnold & J. de Haan (2001). Monetaire Transmissie in het Eurogebied. Financiële en Monetaire Studies, 19 (3).
M.J. van den Assem & N.L. van der Sar (2001). Spreken de financiële pagina's voor zich? Dagbladen zijn niet altijd duidelijk. Tijdschrift voor het Economisch Onderwijs, 101 (4), 205-211.
D. Brounen (2001). De Hypothecaire Revolutie. Economisch-Statistische Berichten, 4313.
D. Brounen & P. Eichholtz (2001). Projectontwikkelende belegger beter af. Economisch-Statistische Berichten, 4331.
M. van den Einde & A. De Jong (2001). Onderwaardering van Nederlandse ondernemingen: de visie van top-managers en analisten. Tijdschrift voor Corporate Finance, 6 (2), 6-19.
G. Hilgers, A. De Jong & A. Verboven (2001). Beursnotering: een lust of een last. Economisch-Statistische Berichten, 788-790.
D.V. de Jong, A. De Jong, G.M.H. Mertens & Ch. Wasley (2001). De aandeelhouder wint? Economisch-Statistische Berichten, 164-166.
P.G.J. Roosenboom, A.P. Goriaev & A. Van den Beemt (2001). Aandeleninkoop nog niet gewaardeerd. Economisch-Statistische Berichten, 86, 184-185.
M.B.J. Schauten, O.W. Steenbeek & S.G. Ewalds (2001). Kwartaalrapportage en marktefficiëntie. FSR Forum, maart, 40-49.
I.J.M. Arnold (2001). Country and Industry Effects in Euroland's Equity Markets. In J.J. Choi & J.M. Wrase (Eds.), European Monetary Union and Capital markets (pp. 137-156). JAI Press/Elsevier
I.J.M. Arnold & J. Lemmen (2001). The vulnerability of banks to government default risk in the EMU. International Finance, 4 (1).
I.J.M. Arnold (2001). The regional effects of monetary policy in Europe. Journal of Economic Integration, 16 (3), 386-406.
C.S. Bos, R.J. Mahieu & H.K. van Dijk (2001). On the variation of hedging decisions in daily currency risk management. In I.E. George (Ed.), Bayesian methods with applications to science, policy and official statistics. Selected papers from ISBA 2000: The Sixth World Meeting of the International Society for Bayesian Analysis (pp. 31-40). Luxembourg: European Communities
D. Brounen & P. Eichholtz (2001). Going Public on the European Property Share Market. Real Estate Finance, 18 (3), 51-57.
D. Brounen, T. Cools & M. Schweitzer (2001). Information Transparency Pays: Evidence from European Property Shares. Real Estate Finance, 18 (2), 39-49.
D. Brounen & P. Eichholtz (2001). Capital Structure Theory: Evidence form European Property Companies. Real Estate Economics, 29 (4), 615-632.
S. Caserta, R.D. Reiss, M. Thomas & C.G. de Vries (2001). Extreme returns in asset prices. In R. Reiss & M. Thomas (Eds.), Statistical analysis of extreme values (pp. 309-338). Basel: Birkhäuser Verlag
J. Danielson, L.F.M. de Haan, L. Peng & C.G. de Vries (2001). Using a bootstrap method to choose the sample fraction in tail index estimation. Journal of Multivariate Analysis, 76 (2), 226-248.
A. De Jong, R. Kabir, T. Marra & A. Roëll (2001). 'Ownership and control in the Netherlands'. In F. Barca & M. Becht (Eds.), The control of corporate Europe (FEEM studies in economics). Oxford: Oxford University Press
A. De Jong & C. Veld (2001). An empirical analysis of incremental capital structure decisions under managerial entrenchment. Journal of Banking and Finance, 25 (10), 1857-1895. doi: 10.1016/S0378-4266(00)00163-1
A. De Jong (2001). 'Corporate governance and economic performance: the Netherlands'. In K. Gugler (Ed.), 'Corporate governance and Economic Performance'. Oxford: Oxford University Press
A. De Jong, V. Macrae & Th.E. Nijman (2001). Derivatengebruik van Nederlandse niet-financiele bedrijven. Risico & Rendement, 31 (juli), D.10.5-01-D.10.5-31.
H.D.R. Dewachter & D. Veestraeten (2001). Measuring Convergence Speed of Asset Prices towards a Pre-Announced Target. Applied Financial Economics, 11 (6), 591-601. doi: 10.1080/096031001753266885
H.D.R. Dewachter (2001). Can Markov Switching Models Replicate Chartist Profits in the Foreign Exchange Market. Journal of International Money and Finance, 20 (1), 25-41.
H.D.R. Dewachter, P. De Grauwe & Y. Aksoy (2001). From EMS to EMU: Are we better Off? In J.A. Frieden & B. Eichengreen (Eds.), The Political Economy of European Monetary Unification. Oxford: Westview Press
I. Dittmann (2001). Fractional cointegration of voting and non-voting shares. Applied Financial Economics, 11, 321-332.
P.H.B.F. Franses, J. Neele & D.J.C. van Dijk (2001). Modeling asymmetric volatility in weekly Dutch temperature data. Environmental Modelling & Software, 16 (2), 131-137. doi: 10.1016/S1364-8152(00)00076-1
J.R. ter Horst, Th.E. Nijman & M.J.C.M. Verbeek (2001). Eliminating look-ahead bias in evaluating persistence in mutual fund performance. Journal of Empirical Finance, 8 (4), 345-373. doi: 10.1016/S0927-5398(01)00032-9
D.V. de Jong, A. De Jong, G.M.H. Mertens & Ch. Wasley (2001). Corporate governance in Nederland: de invloed van de Commissie Peters. MAB, 75 (4), 150-161.
D.V. de Jong, A. De Jong, G.M.H. Mertens & Ch. Wasley (2001). Corporate governance in Nederland: governance en financiele prestaties. MAB, 75 (3), 103-116.
A. de Jong & R. Roell (2001). Ownership and Control in the Netherlands. In F. Barca & M. Becht (Eds.), The Control of Corporate Europe (FEEM studies in economics) (pp. ---). Oxford: Oxford University Press
A. de Jong (2001). Corporate governance and economic performance: the Netherlands. In K. Gugler (Ed.), Corporate Governance and Economic (pp. 156-168). Oxford, UK: Oxford University Press
L. Norden (2001). Gewährung und Gestaltung einer Fremdfinanzierung – Entscheidungen in der Kreditpraxis. In F. Eisenfuehr, T. Langer & M. Weber (Eds.), Fallstudien zu rationalem Entscheiden (pp. 49-68). Berlin: Springer Verlag
P.G.J. Roosenboom & L.R.T. van der Goot (2001). Corporate governance en de waardering van beursintroducties. MAB, 75 (3), 91-102.
P. Rothman, D.J.C. van Dijk & P.H.B.F. Franses (2001). Multivariate star analysis of money-output relationship. Macroeconomic Dynamics, 5, 506-532.
M.B.J. Schauten & C.F.A. Baltus (2001). Share repurchases on the Amsterdam Stock Exchange, an empirical study of price movements. In M. van Ingen, L. Gerritsma, B. Tulleken, N. Cramer, M. Vaandrager & E. Herbe (Eds.), Masterclass investment banking, lecturers and cases on investment banking (pp. 87-98). Delft: Technische Universiteit Delft
M.B.J. Schauten, O.W. Steenbeek & E.M. Wycisk (2001). Waardecreatie door spin-offs: aankondigingseffect en post-spin-off performance. Financieel Management, 21 (mrt/april), 69-77.
M.B.J. Schauten & O.W. Steenbeek (2001). Empirisch onderzoek naar de vermogensstructuur van beursgenoteerde ondernemingen: valkuilen. Economisch en Sociaal Tijdschrift, 4, 685-698.
J.T.J. Smit & L.T. Trigeorgis (2001). Flexibility and commitment in strategic investments. In E.S. Schwartz & L. Trigeorgis (Eds.), Real options and investment under uncertainty: classical readings and recent contributions (pp. 451-498). Cambridge: MIT Press
J.T.J. Smit (2001). Acquisition strategies as option games. Journal of Applied Corporate Finance, 14 (2), 79-89.
J. Spronk & N. van der Wijst (2001). Financial modelling in the new millennium. European Journal of Operational Research, 134 (2), 229-231. doi: 10.1016/S0377-2217(00)00256-3
W.F.C. Verschoor, C.C.P. Wolff & F.G.M.C. Nieuwland (2001). Exchange Risk Premia in the European Monetary System. Applied Financial Economics, 10, 351-360.
W.F.C. Verschoor & C.C.P. Wolff (2001). Scandinavian Forward Discount Bias and Risk Premia. Economics Letters, 73, 65-72.
W.F.C. Verschoor & C.C.P. Wolff (2001). Exchange Risk Premia, Expectations Formation and News in the Mexican Peso / US Dollar Forward Exchange Rate Market. International Review of Financial Analysis, 10, 157-174.
C.G. de Vries, M.M. Dacorogna, U.A. Müller & O.V. Pictet (2001). Extremal forex returns in extremely large data sets. Extremes, 4, 105-127.
M.J. van den Assem & N.L. van der Sar (2001, juni 23). Daling KPN-koers niet te wijten aan winstverwatering. Het Financieele Dagblad, pp. 7-7.
J.T.J. SmitR&D Options. Los Angeles, UCLA Real Options Conference.
2000
J.R. ter Horst & M.J.C.M. Verbeek (2000). Estimating Short-Run Persistence in Mutual Fund Performance. The Review of Economics and Statistics, 82 (4), 646-655. doi: 10.1162/003465300558984
I.J.M. Arnold & D.J.C. Smant (2000). Stabiliserende Hypotheekrente aftrek. Economisch-Statistische Berichten, 85 (4273), 763-765.
I.J.M. Arnold & C.G. de Vries (2000). Recombinant DNB. Economisch-Statistische Berichten, 85 (4255), 387.
A. De Jong (2000). 'Corporate governance en vermogensstructuur'. Treasury, 2 (1/2), 35-41.
A. De Jong, P.W.. Moerland & Th.E. Nijman (2000). Zeggenschapsverhoudingen en financiele prestaties. Economisch-Statistische Berichten, 85 (4254), 368-371.
A. De Jong & C. Veld (2000). 'Inkoop van eigen aandelen: internationaal empirisch onderzoek'. Risico & Rendement, 29 (Dec), D.9.4-01-D.9.4-20.
G.M.H. Mertens, P.G.J. Roosenboom & L.R.T. van der Goot (2000). Earnings management and initial public offerings: Evidence from the Netherlands. Tijdschrift voor Corporate Finance, 5, 6-28.
P.G.J. Roosenboom, G.M.H. Mertens & L.R.T. van der Goot (2000). Winststuring en aandelenrendementen. Economisch-Statistische Berichten, 85, 133-135.
I.J.M. Arnold & C.G. de Vries (2000). Endogeneity in European Mony demand. European Journal of Political Economy, 16, 587-609.
I.J.M. Arnold (2000). The industry effects of Monetary Policy and their welfare implications. Banco Nazionale del Lavoro Quarterly Review, 287-315.
I.J.M. Arnold & C.G. Vries de (2000). Endogenous Financial Structure in the EMU. In J. Hagen von & C. Waller (Eds.), Regional Aspects of Monetary Policy in Europe (pp. 193-220). Dordrecht: Kluwer Academic Publishers
A. De Jong, V. Macrae & Th.E. Nijman (2000). Hedgen van valutarisico in Nederland: discrepantie tussen theorie en praktijk? MAB, 74 (6), 251-263.
A. De Jong & C. Veld (2000). 'Inkoop van eigen aandelen: internationaal empirisch onderzoek'. In Moerland, P.W. (Ed.), 'Economische, institutionele en juridische aspecten van inkoop eigen aandelen? (pp. 55-78)
H.D.R. Dewachter & M. Lyrio (2000). Multiple Equilibria and the Credibility of the Brazilian Crawling Peg, 1995-1998. International Finance, 3 (1), 1-23.
I. Dittmann (2000). Residual-based tests for fractional cointegration: A Monte Carlo study. Journal of Time Series Analysis, 21, 615-647.
P.H.B.F. Franses & D.J.C. van Dijk (2000). Non-linear time series models in empirical finance. Cambridge: Cambridge University Press
J.L. Geluk, L. Peng & C.G. de Vries (2000). Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series. Advances in Applied Probability, 32, 1011-1026. doi: 10.1239/aap/1013540345
J.F. Geweke, J. Rust & H.K. van Dijk (2000). Inference and decision making, Introduction. Journal of Applied Econometrics, 6, 545-546.
W.G.P.M. Hallerbach & J. Spronk (2000). A multicriteria framework for risk analysis. In Y.Y. Haimes & R. Steuer (Eds.), Research and practice in multiple criteria decision making (pp. 272-283). Berlin: Springer Verlag
E.J. van Herpen, R. Pieters, J. Fidrmucova & P.G.J. Roosenboom (2000). The information content of magazine advertising in market and transition economies. Journal of Consumer Policy, 23, 257-283.
J.R. ter Horst & M.J.C.M. Verbeek (2000). Estimating Short-Run Persistence in Mutual Fund Performance. The Review of Economics and Statistics, 82 (4), 646-655. doi: 10.1162/003465300558984
D.W. Jansen, C.G. Koedijk & C.G. de Vries (2000). Portfolio Selection with limited downside risk. Journal of Empirical Finance, 7 (3), 247-269. doi: 10.1016/S0927-5398(00)00016-5
G. Koop & H.K. van Dijk (2000). Testing for integration using evolving trend and seasonals model: a Bayesian approach. Journal of Econometrics, 97, 261-291.
M.B.J. Schauten & C.F.A. Baltus (2000). Inkoop eigen aandelen op de Amsterdamse Effectenbeurs. Financieel Management, jan/feb, 35-43.
M.B.J. Schauten, O.W. Steenbeek & S.G. Ewalds (2000). De informatieve waarde van kwartaalcijfers. MAB, 74 (8), 333-341.
J.T.J. Smit & L. Trigeorgis (2000). Growth options, competition and strategy: an answer to the market valuation puzzle? In L. Trigeorgis (Ed.), Real options and business strategy applications to decision making (pp. 21-39). London: Risk Books
J.T.J. Smit & L.A. Ankum (2000). A Real Options and Game-Theoretic Approach to Corporate Investment Strategy under Competition. In Steven Grenadier (Ed.), Game Choices: The Intersection of Real Options and Game Theory (Risk Books) (pp. 21-40). Londen: S.R. Grenadier
J.T.J. Smit & L.A. Ankum (2000). A real option and a game theoretic approach to corporate investment strategy under competition. In S. Grenadier Risk (Ed.), Game choices the intersection of real options game theory (pp. 21-40). London: Risk Books
J. Spronk & G.T. Post (2000). Evaluating productive performance under uncertainty: combining data envelopment analysis, mean-variance analysis, and multi-factor risk models. In Y. Shi & M. Zeleny (Eds.), New frontiers of decision making for the information technology era (pp. 249-269). Singapore: World Scientific Publishing Co. Pte. Ltd.
J. Spronk & A.A. Groenendijk (2000). Portfolio performance through the eyes of monkeys. In M. Bonilla, T. Casasus & R. Sala (Eds.), Financial modelling (pp. 203-213). New York: Physica-Verlag Heidelberg
N. Taylor, D.J.C. van Dijk, P.H.B.F. Franses & A. Lucas (2000). SETS, arbitrage activity, and stock price dynamics. Journal of Banking and Finance, 24 (8), 1289-1306. doi: 10.1016/S0378-4266(99)00073-4
M.J.C.M. Verbeek (2000). A guide to modern econometrics. Chichester, England: John Wiley & Sons, Ltd.
C.G. de Vries & I.J.M. Arnold (2000). Endogenous financial structure and the transmission of ECB policy. In J. van Hagen & J. Waller (Eds.), Regional Aspects of Monetary Policy in Europe (pp. 193-218). Dordrecht: Kluwer Academic Publishers
C.G. de Vries & I.J.M. Arnold (2000). Endogeneity in European money demand. European Journal of Political Economy, 587-611.
C.G. de Vries & I.J.M. Arnold (2000). Recombinant DNB. Economisch-Statistische Berichten, 387-387.
C.G. de Vries & I.J.M. Arnold (2000). Endogeneity in European money demand. European Journal of Political Economy, 587-611.
C.G. de Vries & I.J.M. Arnold (2000). Endogenous financial structure and the transmission of ECB policy. In J. van Hagen & J. Waller (Eds.), Regional Aspects of Monetary Policy in Europe (pp. 193-218). Dordrecht: Kluwer Academic Publishers
C.G. de Vries, P. Cumperayot, J. Danielsson & B.J. Jorgensen (2000). On the (ir)relevancy of value-at-risk regulation. In J. Franke, W. Haerdle & G. Stahl (Eds.), Measuring Risk in Complex Stochastic Systems (pp. 99-117). Berlin: Springer Verlag
C.G. de Vries (2000). Second order tail effects. In W.S. Chan, W.K. Li & H. Tong (Eds.), Statistics and Finance: An Interface (pp. 153-165). Londen: Imperial College Press
C.G. de Vries & J. Danielsson (2000). Value-at-risk and extreme returns. Annales d'Economie et de Statistique, 60, 239-270.
J.T.J. Smit"Valuation of Growth Opportunities". Tilburg, TIAS Business School Venture Capital Conference.
J.T.J. SmitEmpirical Characteristics of Growth Options. Cambridge, Cambridge University Real Options Conference.
1999
W.A. Marquering & M.J.C.M. Verbeek (1999). An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence. Journal of Empirical Finance, 6 (3), 243-265. doi: 10.1016/S0927-5398(99)00003-1
S. Rummery, F. Vella & M.J.C.M. Verbeek (1999). Estimating the returns to education for Australian youth via rank-order instrumental variables. Labour Economics, 6 (4), 491-507. doi: 10.1016/S0927-5371(98)00016-5
F. Vella & M.J.C.M. Verbeek (1999). Two-step estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias. Journal of Econometrics, 90 (2), 239-263. doi: 10.1016/S0304-4076(98)00043-8
M.J.C.M. Verbeek & F. Vella (1999). Estimating and Interpreting Models with Endogenous Treatment Effects. Journal of Business and Economic Statistics, 17 (4), 473-478. doi: 10.2307/1392404
I.J.M. Arnold & C.G. de Vries (1999). De endogene financiële structuur. Economisch-Statistische Berichten, 738-740.
I.J.M. Arnold & C.G. de Vries (1999). De endogene financiële structuur. Economisch-Statistische Berichten, 738-740.
I.J.M. Arnold & J. Lemmen (1999). Het eigen belang van de toezichthouder. Economisch-Statistische Berichten, 84 (4228), 817-818.
I.J.M. Arnold & C.G. Vries de (1999). De endogene financiele structuur. Economisch-Statistische Berichten, 84 (4224), 738-740.
I.J.M. Arnold (1999). Financiele integratie en stabiliteit als randvoorwaarden voor een goed functionerende EMU. Tijdschrift voor Politieke Ekonomie, 21 (4), 33-53.
I.J.M. Arnold (1999). De euro-multiplicator. Economisch en Sociaal Tijdschrift, 2, 41-63.
I.J.M. Arnold (1999). De rente doet het. Economisch-Statistische Berichten, 84 (4192).
M.J. van den Assem, M.T.P.M. Muurmans & R.E. Boer (1999). De beursgang van Nederlandse ondernemingen. FamilieBedrijf, juni/juli, 44-45.
A. De Jong & C. Veld (1999). 'Unilever's superdividend'. Economisch-Statistische Berichten, 163-163.
A. De Jong (1999). 'Corporate governance en vermogensstructuur'. Tijdschrift Financieel Management, 19 (5), 38-44.
I.J.M. Arnold (1999). The third leg of the stool. Weltwirtschaftliches Archiv, 135 (2), 280-305.
D. Brounen, P. Eichholtz & P.M. Kanters (1999). The Effects of Property Development Activities on the Performance of REITs. Real Estate Finance, 16 (4).
P. De Grauwe & H.D.R. Dewachter (1999). Price Dynamics under Stochastic Process Switching: Some Extensions and an Application to EMU. Journal of International Money and Finance, 18 (2), 195-222. doi: 10.1016/S0261-5606(99)00001-7
A. De Jong (1999). An empirical analysis of capital structure decisions in Dutch firms (Dissertation Series). Tilburg: CentER
A. De Jong & P.W.. Moerland (1999). Beheersingsmechanismen in Nederland: substituut of complement. MAB, 73 (10), 499-512.
H.D.R. Dewachter, P. De Grauwe & D. Veestraeten (1999). Explaining Recent European Exchange Rate Stability. International Finance, 2 (1), 1-32. doi: 10.1111/1468-2362.00017
H.D.R. Dewachter & G. Gielens (1999). Setting Futures Margins: The Extremes Approach. Applied Financial Economics, 9 (2), 173-181. doi: 10.1080/096031099332438
H.D.R. Dewachter, P. De Graauwe & A. Aksoy (1999). Effectiveness of Monetary Policy in the European Central Bank and Voting Rules. Empirica, 26 (4), 299-318.
H.D.R. Dewachter (1999). Achter de schermen van het Europees monetair beleid. Trends Review, 9.
H.D.R. Dewachter, P. De Graauwe & A. Aksoy (1999). Die Wirksamkeit der Gelpolitik der Europäischen Zentralbank und ihre Abstimmungsregeln. In R. Neck & R. Holzmann (Eds.), Was Wird aus Euroland. Wien: Manz
H.D.R. Dewachter, Y. Aksoy & P. De Graauwe (1999). On the Conduct of Monetary Policy in an Asymmetric Euroland. In D. Cobham & G. Zis (Eds.), From EMS to EMU: 1979 to 1999 and Beyond. London: MacMillan Press
H.K. van Dijk (1999). Some remarks on the simulation revolution in Bayesian econometric inference. Econometric Reviews, 18 (1), 105-112.
D.J.C. van Dijk & P.H.B.F. Franses (1999). Modeling multiple regimes in the business cycle. Macroeconomic Dynamics, 3, 311-340.
D.J.C. van Dijk, P.H.B.F. Franses & A. Lucas (1999). Testing for ARCH in the presence of additive outliers. Journal of Applied Econometrics, 14, 539-562.
D.J.C. van Dijk, P.H.B.F. Franses & A. Lucas (1999). Testing for smooth transition nonlinearity in the presence of outliers. Journal of Business and Economic Statistics, 17 (2), 217-235.
I. Dittmann (1999). How reliable should auditors be? Optimal monitoring in principal-agent relationships. European Journal of Political Economy, 15, 523-546.
F.R. Kleibergen, H.K. van Dijk & J. Urbain (1999). Oil price shocks and long run price and important demand behavior. Annals of the Institute of Statistical Mathematics (Tokyo), 51 (3), 399-417.
W.A. Marquering & M.J.C.M. Verbeek (1999). An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence. Journal of Empirical Finance, 6 (3), 243-265. doi: 10.1016/S0927-5398(99)00003-1
R. Paap & H.K. van Dijk (1999). Posterior evidence on the Permanent Income Hypothesis. Bullettin EU & US Inflation and Macroeconomic Analysis, 58, 48-52.
S. Rummery, F. Vella & M.J.C.M. Verbeek (1999). Estimating the returns to education for Australian youth via rank-order instrumental variables. Labour Economics, 6 (4), 491-507. doi: 10.1016/S0927-5371(98)00016-5
J.T.J. Smit & L.T. Trigeorgis (1999). Flexibility, strategic options and dynamic competition in technology industries. In A. Micalizzi & L. Trigeorgis (Eds.), Real options (pp. 31-66). Milan: Egea Sda Bocconi
J.T.J. Smit (1999). Flexibility, Strategic Options and Dynamic Competitions in Technology Industries. In Real Options. Milaan: Egea Sda Bocconi
J.T.J. Smit & L. Trigeorgis (1999). Flexibility, strategic options and dynamic competition in technology industries. In A. Micalizzi & L. Trigeorgis (Eds.), Real options (pp. 31-67). Milan: Egea Sda Bocconi
J.T.J. Smit (1999). The Valuation of Offshore Concessions in the Netherlands. In A Micalizzi & L Trigeorgis (Eds.), Real Options (pp. 3-3.5). Milaan: Egea Sda Bocconi
J.T.J. Smit (1999). The valuation of offshore concessions in the Netherlands. In A. Micalizzi & L. Trigeorgis (Eds.), Real options (pp. 179-217). Milan: Egea Sda Bocconi
J. Spronk & G.T. Post (1999). Performance benchmarking using interactive data envelopment analysis. European Journal of Operational Research, 115, 472-487. doi: 10.1016/S0377-2217(98)00022-8
J. Spronk (1999). Financial modelling as a bridging feature. European Journal of Operational Research, 114, 217-218.
O.W. Steenbeek & M.B.J. Schauten (1999). Obstakels bij het meten van gerealiseerde economische waarde bij Nederlandse ondernemingen. Pecunia Magazine, maart, 13-20.
F. Vella & M.J.C.M. Verbeek (1999). Two-step estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias. Journal of Econometrics, 90 (2), 239-263. doi: 10.1016/S0304-4076(98)00043-8
M.J.C.M. Verbeek & F. Vella (1999). Estimating and Interpreting Models with Endogenous Treatment Effects. Journal of Business and Economic Statistics, 17 (4), 473-478. doi: 10.2307/1392404
C.G. de Vries, M.R. Baye & D.J. Kovenock (1999). The incidence of overdissipation in rent-seeking contsts. Public Choice, 439-454.
D.J.C. van Dijk (1999, september 16). Smooth transition models: extensions and outlier robust inference. Erasmus University Rotterdam (218 pag.) (Amsterdam: Thela - Thesis) Prom./coprom.: prof.dr. P.H.B.F. Franses.
C.G. de Vries (1999, december 17). Moment ratio tests. Parijs, CREST.
C.G. de Vries (1999, februari 19). Multiplicative shocks. Wassenaar, Nias Lecture.
C.G. de Vries (1999, juni 11). Moment ratio tests. Londen, LSE.
C.G. de Vries (1999, juni 29). Lectures on international financial economics and econometrics. onbekend, Chinese Academy of Sciences.
C.G. de Vries (1999, juni 25). Endogenous financial structure and the transmission of monetary policy. Frankfurt, ECB.
C.G. de Vries (1999, maart 5). Beyond the sample. Toulouse, Symposium.
C.G. de Vries (1999, september 17). On the (ir)relevancy of value-at-risk regulation. Berlijn, Conference.
C.G. de Vries (1999, juli 10). Second order tail effects. Hong Kong, Workshop on Statistics in Finance.
C.G. de Vries (1999, mei 14). VaR or VoF. Bern, Conference.
C.G. de Vries (1999, juni 18). VaR or VoF. Cardiff, European Monetary Forum.
1998
C.G. Koedijk, P.C. Schotman & M.A. van Dijk (1998). The Re-emergence of PPP in the 1990s. Journal of International Money and Finance, 17 (1), 51-61. doi: 10.1016/S0261-5606(97)98051-7
F. Vella & M.J.C.M. Verbeek (1998). Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men. Journal of Applied Econometrics, 13 (2), 163-183. doi: 10.1002/(SICI)1099-1255(199803/04)13:2<163::AID-JAE460>3.0.CO;2-Y
I.J.M. Arnold (1998). Financiele stabiliteit in de EMU: de rol van de overheid. Maandschrift Economie, 62, 324-340.
I.J.M. Arnold (1998). Herstel het aanwijzingsrecht. Economisch-Statistische Berichten, 83 (4181), 931.
I.J.M. Arnold (1998). Een pact voor het Walhalla. Economisch-Statistische Berichten, 83 (4164), 636-637.
I.J.M. Arnold (1998). Euro: Munt zonder land. Nijenrode Management Review, 10 (mei/juni), 46-54.
I.J.M. Arnold (1998). Schuldmanagement en Stabiliteitspact. Economisch-Statistische Berichten, 83 (4157), 477-479.
A. De Jong, C. Veld & J. Grazell (1998). 'Alternatieve onderzoeksmethoden in de ondernemingsfinanciering'. MAB, 72 (5), 259-267.
O.W. Steenbeek, M.B.J. Schauten, L.P.F. van der Voort, J.W. van der Windt & D.J.M. van Zijl (1998). Obstakels bij het meten van gerealiseerd economische waarde. Tijdschrift Financieel Management, 49-61.
J. Danielson, P. Hartman & C.G. de Vries (1998). The cost of conservatism. Risk. Currencies, Interest Rates, Equities, 101-103.
J. Danielson, B.J. Jorgensen & C.G. de Vries (1998). The value of value at risk: statistical, financial and regulatory considerations. Perspective on Economic Highlights of the Year. Federal Reserve Bank of New York, 4 (3), 107-108.
H.D.R. Dewachter & D. Veestraeten (1998). Expectation Revisions and Jumps in Asset Prices. Economics Letters, 59, 367-372.
R. van Dijk & A. De Jong (1998). Determinanten van de vermogensstructuur van Nederlandse beursfondsen. MAB, 72 (7/8), 383-397.
R. Eisinga, P.H.B.F. Franses & D.J.C. van Dijk (1998). Timing of vote decision in first and second order Dutch elections, 1978-1995: evidence from artificial neural networks. In W.R. Mebane (Ed.), Political analysis (pp. 117-142). Ann Arbor: University of Michigan Press
F.R. Kleibergen & H.K. van Dijk (1998). Bayesian simultaneous equations analysis using reduced rank structures. Econometric Theory, 14, 701-743.
C.G. Koedijk, P.C. Schotman & M.A. van Dijk (1998). The Re-emergence of PPP in the 1990s. Journal of International Money and Finance, 17 (1), 51-61. doi: 10.1016/S0261-5606(97)98051-7
K. Koedijk, Emmanuel Nwaghodoh & C.G. de Vries (1998). An EMS target zone model in discrete time. Journal of Applied Econometrics, 13 (1), 31-48.
R. Paap & H.K. van Dijk (1998). Distribution and mobility of wealth of nations. European Economic Review, 42, 1269-1293.
R. Paap & H.K. van Dijk (1998). Distribution and mobility of wealth of nations. European Economic Review, 42, 1269-1293.
F. Vella & M.J.C.M. Verbeek (1998). Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men. Journal of Applied Econometrics, 13 (2), 163-183. doi: 10.1002/(SICI)1099-1255(199803/04)13:2<163::AID-JAE460>3.0.CO;2-Y
E.M. Vermeulen, J. Spronk & D. van der Wijst (1998). The application of the multi-factor model in the analysis of corporate failure. In C. Zopounidis (Ed.), Operational tools in the management of financial risks (pp. 59-73). Massachusetts: Kluwer Academic Publicers
W.F.C. Verschoor, C.C.P. Wolff, C.G. Koedijk & S. Cavaglia (1998). Interest Expectations and Exchange Rates News. Empirical Economics (Heidelberg), 23, 525-534.
W.F.C. Verschoor (1998). Nederlands ondernemersvertrouwen in perspectief. Maandschrift Economie, 62, 150-158.
W.F.C. Verschoor, C.C.P. Wolff & F.G.M.C. Nieuwland (1998). EMS Exchange Rate Expectations and Time-Varying Risk Premia. Economics Letters, 60, 351-355.
C.G. de Vries, J. Potters & F. van Winden (199