Marno Verbeek : Citation Profile


Are you Marno Verbeek?

Erasmus Universiteit Rotterdam

17

H index

23

i10 index

1532

Citations

RESEARCH PRODUCTION:

39

Articles

59

Papers

RESEARCH ACTIVITY:

   30 years (1988 - 2018). See details.
   Cites by year: 51
   Journals where Marno Verbeek has often published
   Relations with other researchers
   Recent citing documents: 206.    Total self citations: 16 (1.03 %)

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   Permalink: http://citec.repec.org/pve266
   Updated: 2019-09-14    RAS profile: 2019-01-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marno Verbeek.

Is cited by:

Vella, Francis (28)

Fernandez-Val, Ivan (18)

Narayan, Paresh (13)

alessie, rob (13)

Rosholm, Michael (13)

van Dijk, Herman (13)

Ravazzolo, Francesco (12)

Smith, Nina (12)

Wooden, Mark (12)

Baltagi, Badi (12)

van Dijk, Dick (11)

Cites to:

Fama, Eugene (24)

French, Kenneth (19)

Brown, Stephen (14)

Titman, Sheridan (14)

Goetzmann, William (11)

Newey, Whitney (10)

Timmermann, Allan (9)

Moffitt, Robert (9)

Pastor, Lubos (8)

Grinblatt, Mark (8)

Stambaugh, Robert (8)

Main data


Where Marno Verbeek has published?


Journals with more than one article published# docs
Journal of Banking & Finance6
Journal of Econometrics6
Journal of Empirical Finance3
Financial Management2
Economics Letters2
Journal of Applied Econometrics2
Journal of Financial and Quantitative Analysis2
Applied Econometrics2

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam11
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Marno Verbeek (2018 and 2017)


YearTitle of citing document
2018Realizing Correlations Across Asset Classes. (2018). Elst, Harry Vander ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-37.

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2018Learning process in marketing contract choice: the case of cereals in the Paris Basin. (2018). Bignebat, C. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277233.

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2018The Joint Effects of Off-farm Work and Smartphone Use on Household Income in Rural China. (2018). Renwick, Alan ; Tang, J ; Nie, P ; Ma, W. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277304.

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2017Rural Shadow Wages and Youth Agricultural Labor Supply in Ethiopia: Evidence from Farm Panel Data. (2017). Sakketa, Tekalign Gutu ; Gerber, Nicolas. In: Discussion Papers. RePEc:ags:ubzefd:256284.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2018Model-free bounds on Value-at-Risk using extreme value information and statistical distances. (2018). Lux, Thibaut ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:1610.09734.

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2017Portfolio Risk Assessment using Copula Models. (2017). Semenov, Mikhail ; Smagulov, Daulet . In: Papers. RePEc:arx:papers:1707.03516.

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2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482.

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2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure. (2017). Lee, Adrian ; Gallagher, David ; Smith, Tom ; Chen, Zhe. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:113-129.

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2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure. (2017). Lee, Adrian ; Gallagher, David ; Chen, Zhe. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:101-116.

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2018A new perspective on performance persistence: evidence using portfolio holdings. (2018). Bennett, Scott ; Warren, Geoffrey J ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2017Science Labor Supply in Sub-Saharan Africa: Is There a Gender Disparity in Preferences?. (2017). Elu, Juliet U ; Price, Gregory N. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:367-375.

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2018Work Me Not Into Temptation: Exploring the Relationship between Work and Healthy Eating in Dieters Using Data from the HILDA Survey. (2018). Brown, Heather ; Presseau, Justin. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:3:p:368-381.

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2019REDUCING PUBLIC‐PRIVATE SECTOR PAY DIFFERENTIALS: THE SINGLE SPINE PAY POLICY AS A NATURAL EXPERIMENT IN GHANA. (2019). Doko Tchatoka, Firmin ; Ampofo, Akwasi. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:283-315.

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2017Risk Control: Who Cares?. (2017). Taylor, Nick. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:153-179.

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2017Financial Flexibility and Investment Ability Across the Euro Area and the UK. (2017). Ferrando, Annalisa ; Mura, Roberto ; Marchica, Mariaa Teresa. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:87-126.

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2019Does size matter in predicting hedge funds liquidation?. (2019). Gupta, Jairaj ; Gregoriou, Andros ; Becam, Adrien. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:271-309.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2017Does a Mandatory Reduction of Standard Working Hours Improve Employees Health Status?. (2017). Sanchez, Rafael. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:56:y:2017:i:1:p:3-39.

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2017The Value Added by Trading Based on Valuation Criteria. (2017). Andreu, Laura ; Sarto, Jose Luis ; Mateos, Lydia. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:327-352.

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2017Retail payment innovations and cash usage: accounting for attrition by using refreshment samples. (2017). Huynh, Kim ; Felt, Marie-Helene ; Chen, Heng. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:503-530.

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2017Dynamic Effects of the Minimum Wage on Informality in Colombia. (2017). Muro, Juan ; Mora, Jhon. In: LABOUR. RePEc:bla:labour:v:31:y:2017:i:1:p:59-72.

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2017A Multilevel Analysis of Unemployment in Egypt. (2017). Ricchiuti, Giorgio ; Bertoni, Eleonora. In: LABOUR. RePEc:bla:labour:v:31:y:2017:i:4:p:494-514.

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2017The National Minimum Wage and the Substitutability Between Young and Old Workers in Low Paid Occupations. (2017). Lanot, Gauthier ; Sousounis, Panos . In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:5:p:601-633.

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2017An Investigation of Labor Income Profiles in Turkey. (2017). Torul, Orhan ; Kuzubas, Tolga ; Aktug, Emrehan . In: Working Papers. RePEc:bou:wpaper:2017/04.

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2017Timing Strategy Performance in the Crude Oil Futures Market. (2017). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:17/7.

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2017Capital structure determinants and adjustment speed: An empirical analysis of Dutch SMEs. (2017). Mocking, Remco ; Steegmans, Joep . In: CPB Discussion Paper. RePEc:cpb:discus:357.

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2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis. (2017). Schmidt, Lawrence ; Gallagher, Emily ; Wermers, Russ ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11895.

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2018The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12599.

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2019Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13618.

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2018Trade Liberalization and Productivity in the Nigerian Manufacturing Sector. (2018). Akims, Kanang Amos ; Ngui, Dianah Mukwate ; Onono, Perez Ayieko. In: Journal of Economic and Sustainable Growth 3. RePEc:dbn:vo2is1:5005.

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2017Analyze the Determinants of Capital Structure for Vietnamese Real Estate Listed Companies. (2017). Phuong, Nguyen Thi ; Thu, Dang Thi ; Lien, Nguyen Phuong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-36.

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2018Aggregation biases in empirical Euler consumption equations: evidence from Spanish data. (2018). Labeaga, Jose ; Sanchis-Llopis, Juan ; Cutanda, Oscar Antonio. In: Working Papers. RePEc:eec:wpaper:1801.

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2018Corporate financing and target behavior: New tests and evidence. (2018). Chauhan, Gaurav Singh ; Huseynov, Fariz. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:840-856.

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2019Robust estimation and confidence interval in meta-regression models. (2019). Yu, Dalei ; Shi, Lei ; Zhou, Xiaohua ; Wang, Ruiwu ; He, NA ; Ding, Chang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:129:y:2019:i:c:p:93-118.

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2018Asset allocation with time series momentum and reversal. (2018). Li, Youwei ; He, Xuezhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:441-457.

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2017The bank lending channel of monetary policy in EU countries during the global financial crisis. (2017). Tzeremes, Panayiotis ; Heryan, Tomas. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:10-22.

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2017Testing the Gaussian and Students t copulas in a risk management framework. (2017). Lourme, Alexandre ; Maurer, Frantz. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214.

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2018Territorial and individual educational inequality: A Capability Approach analysis for Italy.. (2018). Guarini, Giulio ; Garofalo, Giuseppe ; Laureti, Tiziana. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:247-262.

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2017The gender gap in mathematics achievement: Evidence from Italian data. (2017). Contini, Dalit ; Mendolia, Silvia ; di Tommaso, Maria Laura . In: Economics of Education Review. RePEc:eee:ecoedu:v:58:y:2017:i:c:p:32-42.

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2019Financial contagion across major stock markets: A study during crisis episodes. (2019). Bensaida, Ahmed ; Benmim, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:187-201.

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2018A quantile correlated random coefficients panel data model. (2018). Hahn, Jinyong ; Graham, Bryan ; Powell, James L ; Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:305-335.

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2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

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2019Estimation for time-invariant effects in dynamic panel data models with application to income dynamics. (2019). Zhang, Yonghui ; Zhou, Qiankun. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:62-77.

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2017Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments. (2017). Fernandez-Val, Ivan ; Vella, Francis ; Savchenko, Yevgeniya . In: Economics & Human Biology. RePEc:eee:ehbiol:v:25:y:2017:i:c:p:85-98.

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2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2019Dynamic portfolio allocation with time-varying jump risk. (2019). Wang, Yudong ; Wu, Chongfeng ; Zhou, Chunyang . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:113-124.

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2017Switch off the light, please! Energy use, aging population and consumption habits. (2017). pazienza, maria ; Bardazzi, Rossella. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:161-171.

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2017Timing strategy performance in the crude oil futures market. (2017). Taylor, Nick. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:480-492.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2018Capital structure volatility in Europe. (2018). Campbell, Gareth ; Rogers, Meeghan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:128-139.

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2018Managerial ability and corporate investment opportunity. (2018). Lee, Chien-Chiang ; Tien, Te-Sheng ; Chiu, Wan-Chien ; Wang, Chih-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:65-76.

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2018The contagion effect in European sovereign debt markets: A regime-switching vine copula approach. (2018). BenSaïda, Ahmed ; Bensaida, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:153-165.

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2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2019How off-farm work drives the intensity of rural households investment in forest management: The case from Zhejiang, China. (2019). Zhu, Zhen ; Zhang, Yaoqi ; Huang, Chenming ; Shen, Yueqin ; Xu, Zhigang. In: Forest Policy and Economics. RePEc:eee:forpol:v:98:y:2019:i:c:p:30-43.

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2019Livelihood mushroomed: Examining household level impacts of non-timber forest products (NTFPs) under new management regime in Chinas state forests. (2019). Liu, Shilei ; Xu, Jintao. In: Forest Policy and Economics. RePEc:eee:forpol:v:98:y:2019:i:c:p:44-53.

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2017The impact of economic conditions on the disablement process: A Markov transition approach using SHARE data. (2017). Sirven, Nicolas ; Arrighi, Yves ; Rapp, T. In: Health Policy. RePEc:eee:hepoli:v:121:y:2017:i:7:p:778-785.

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2017International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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2017Multiple risk factor dependence structures: Copulas and related properties. (2017). Su, Jianxi ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:109-121.

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2019Model-free bounds on Value-at-Risk using extreme value information and statistical distances. (2019). Papapantoleon, Antonis ; Lux, Thibaut. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:73-83.

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2017Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

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2017Stock return prediction under GARCH — An empirical assessment. (2017). Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:569-580.

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2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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2017Hedge fund politics and portfolios. (2017). Devault, Luke ; Sias, Richard . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:80-97.

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2018The impact of more frequent portfolio disclosure on mutual fund performance. (2018). Parida, Sitikantha ; Teo, Terence. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:427-445.

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2018A network approach to unravel asset price comovement using minimal dependence structure. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:119-132.

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2017The effects of adaptation measures on hurricane induced property losses: Which FEMA investments have the highest returns?. (2017). Klaiber, Henry ; Fisher-Vanden, Karen ; Davlasheridze, Meri. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:81:y:2017:i:c:p:93-114.

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2017Do water saving technologies save water? Empirical evidence from North China. (2017). Huang, Qiuqiong ; Li, Yumin ; Wang, Jinxia. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:82:y:2017:i:c:p:1-16.

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2017Particulate matter and labor supply: The role of caregiving and non-linearities. (2017). Oliva, Paulina ; Miranda, Juan Jose ; Aragon, Fernando M. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:86:y:2017:i:c:p:295-309.

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2017The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:36-53.

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2018Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434.

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2018Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147.

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2018The economics of patient-centered care. (2018). David, Guy ; Smith-McLallen, Aaron ; Saynisch, Philip A. In: Journal of Health Economics. RePEc:eee:jhecon:v:59:y:2018:i:c:p:60-77.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2018Fickle capital flows and retrenchment: Evidence from bilateral banking data. (2018). Wang, Yabin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:1-21.

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2019What is the relation between financial flexibility and dividend smoothing?. (2019). Fliers, Philip T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:98-111.

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2017On the conditional effects of IMF program participation on output growth. (2017). Binder, Michael ; Bluhm, Marcel . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:192-214.

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2017Dynamics of adolescents’ life satisfaction and effect of class rank percentile: Evidence from Korean panel data. (2017). Jeong, Jinook ; Kim, Bokyung. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:59:y:2017:i:c:p:8-28.

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2018Urban developments and daily travel distances: Fixed, random and hybrid effects models using a Dutch pseudo-panel over three decades. (2018). Kasraian, Dena ; van Wee, Bert ; Maat, Kees. In: Journal of Transport Geography. RePEc:eee:jotrge:v:72:y:2018:i:c:p:228-236.

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2017Social protection for poverty reduction in times of crisis. (2017). KIENDREBEOGO, Youssouf ; TALL, Abdoulaye ; ASSIMAIDOU, Kossi . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1163-1183.

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2017Mental health and productivity at work: Does what you do matter?. (2017). Wooden, Mark ; Cobb-Clark, Deborah ; Bubonya, Melisa . In: Labour Economics. RePEc:eee:labeco:v:46:y:2017:i:c:p:150-165.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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2017Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:24-45.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2019Double correlation model for operational risk: Evidence from Chinese commercial banks. (2019). Xu, Chi ; Wang, Nuan ; Ji, Jingru ; Zheng, Chunling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:327-339.

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2018The dynamics of political party support and egocentric economic evaluations: The Scottish case. (2018). Chrysanthou, Georgios ; Guillo, Maria Dolores. In: European Journal of Political Economy. RePEc:eee:poleco:v:52:y:2018:i:c:p:192-213.

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2018Financial crisis and financial policy reform: Crisis origins and policy dimensions. (2018). Hlaing, Su Wah ; Kakinaka, Makoto. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:224-243.

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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2018Do ultimate owners follow the pecking order theory?. (2018). Zeidan, Rodrigo ; Galil, Koresh ; Shapir, Offer Moshe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:45-50.

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2019Modeling risks in dependent systems: A Copula-Bayesian approach. (2019). Zhang, Wenjing ; Ou, Shenwei ; Pan, Yue ; Li, Heng ; Wu, Xianguo. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:188:y:2019:i:c:p:416-431.

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2017Is road infrastructure investment in China excessive? Evidence from productivity of firms. (2017). Li, Zhigang ; Chen, Bin R ; Wu, Mingqin . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:116-126.

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2018Renewable energy development and green public policies complementarities: The case of developed and developing countries. (2018). Pansini, Rosaria Vega ; Carfora, Alfonso ; Romano, A A ; Scandurra, G. In: Renewable Energy. RePEc:eee:renene:v:115:y:2018:i:c:p:741-749.

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More than 100 citations found, this list is not complete...

Works by Marno Verbeek:


YearTitleTypeCited
2007Real Estate Allocation in an ALM Framework In: ERES.
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1999Estimating and Interpreting Models with Endogenous Treatment Effects. In: Journal of Business & Economic Statistics.
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2009On the Use of Multifactor Models to Evaluate Mutual Fund Performance In: Financial Management.
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2010The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory In: Financial Management.
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2012DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? In: Journal of Financial Research.
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2010Real Estate in an ALM Framework: The Case of Fair Value Accounting In: Real Estate Economics.
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2009Forecast accuracy and economic gains from Bayesian model averaging using time varying weight In: Working Paper.
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2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights.(2010) In: Journal of Forecasting.
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2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers.
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2009Evaluating portfolio value-at-risk using semi-parametric GARCH models In: CORE Discussion Papers RP.
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2005Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models.(2005) In: Computing in Economics and Finance 2005.
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2009Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models.(2009) In: ERIM Report Series Research in Management.
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2004Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models.(2004) In: Cahiers de recherche.
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2009Evaluating portfolio Value-at-Risk using semi-parametric GARCH models.(2009) In: Quantitative Finance.
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article
2006Selecting Copulas for Risk Management In: CEPR Discussion Papers.
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paper90
2007Selecting copulas for risk management.(2007) In: Journal of Banking & Finance.
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2004The Economic Value of Predicting Stock Index Returns and Volatility In: Journal of Financial and Quantitative Analysis.
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2001The Economic Value of Predicting Stock Index Returns and Volatility.(2001) In: ERIM Report Series Research in Management.
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2000The Economic Value of Predicting Stock Index Returns and Volatility.(2000) In: Discussion Paper.
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2005Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance In: Journal of Financial and Quantitative Analysis.
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2018Basel methodological heterogeneity and banking system stability: The case of the Netherlands In: DNB Working Papers.
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1990On the estimation of a fixed effects model with selectivity bias In: Economics Letters.
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1993Missing measurements in econometric models with no auxiliary relations In: Economics Letters.
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2005Estimating dynamic models from repeated cross-sections In: Journal of Econometrics.
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2002Estimating dynamic models from repeated cross-sections.(2002) In: Econometric Institute Research Papers.
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2000Estimating Dynamic Models from Repeated Cross-Sections.(2000) In: Discussion Paper.
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1990Estimation of time-dependent parameters in linear models using cross-sections, panels, or both In: Journal of Econometrics.
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1988Estimation of time dependent parameters in linear models using cross sections, panels or both.(1988) In: Research Memorandum.
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1991The efficiency of rotating-panel designs in an analysis-of-variance model In: Journal of Econometrics.
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1991The efficiency of rotating panel designs in an analysis of variance model.(1991) In: Other publications TiSEM.
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1992The optimal choice of controls and pre-experimental observations In: Journal of Econometrics.
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1992The optimal choice of controls and pre-experimental observations.(1992) In: Other publications TiSEM.
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1993Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections In: Journal of Econometrics.
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1992Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections..(1992) In: Tilburg - Center for Economic Research.
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1993Minimum MSE estimation of a regression model with fixed effects from a series of cross sections.(1993) In: Other publications TiSEM.
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1999Two-step estimation of panel data models with censored endogenous variables and selection bias In: Journal of Econometrics.
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1999Two-step estimation of panel data models with censored endogenous variables and selection bias.(1999) In: Other publications TiSEM.
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2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
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2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: ERIM Report Series Research in Management.
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2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
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paper
2004Do countries or industries explain momentum in Europe?.(2004) In: Other publications TiSEM.
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1999An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence In: Journal of Empirical Finance.
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2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance In: Journal of Empirical Finance.
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2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance.(2001) In: Other publications TiSEM.
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2004A multivariate nonparametric test for return and volatility timing In: Finance Research Letters.
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2013Short-term residual reversal In: Journal of Financial Markets.
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2006Portfolio implications of systemic crises In: Journal of Banking & Finance.
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article17
2007Cross-sectional learning and short-run persistence in mutual fund performance In: Journal of Banking & Finance.
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article28
2011Firms debt-equity decisions when the static tradeoff theory and the pecking order theory disagree In: Journal of Banking & Finance.
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article19
2013Front-running of mutual fund fire-sales In: Journal of Banking & Finance.
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2013Better than the original? The relative success of copycat funds In: Journal of Banking & Finance.
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1999Estimating the returns to education for Australian youth via rank-order instrumental variables In: Labour Economics.
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2007Predictive gains from forecast combinations using time-varying model weights In: Econometric Institute Research Papers.
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2004The effects of systemic crises when investors can be crisis ignorant In: ERIM Report Series Research in Management.
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2004Do Banks Influence the Capital Structure Choices of Firms? In: ERIM Report Series Research in Management.
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2004Fund liquidation, self-selection and look-ahead bias in the hedge fund industry In: ERIM Report Series Research in Management.
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2007Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry.(2007) In: Review of Finance.
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2002Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance In: ERIM Report Series Research in Management.
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2002Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance.(2002) In: Discussion Paper.
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2005A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money In: ERIM Report Series Research in Management.
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2006Do Sophisticated Investors Believe in the Law of Small Numbers? In: ERIM Report Series Research in Management.
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2003Stress Testing with Students t Dependence In: ERIM Report Series Research in Management.
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2003Market timing: A decomposition of mutual fund returns In: ERIM Report Series Research in Management.
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2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper.
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2002Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken In: ERIM Inaugural Address Series Research in Management.
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2015Hedge fund flows and performance streaks: How investors weigh information In: ESMT Research Working Papers.
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1989THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA. In: Tilburg - Center for Economic Research.
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1990TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS. In: Tilburg - Center for Economic Research.
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paper239
1992Testing for Selectivity Bias in Panel Data Models..(1992) In: International Economic Review.
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1990Testing for selectivity bias in panel data models.(1990) In: Discussion Paper.
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1990CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA. In: Tilburg - Center for Economic Research.
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1992Can Cohort Data Be Treated as Genuine Panel Data?.(1992) In: Empirical Economics.
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1990Can cohort data be treated as genuine panel data?.(1990) In: Discussion Paper.
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1992Can cohort data be treated as genuine panal data?.(1992) In: Other publications TiSEM.
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1992Incomplete Panels and Selection Bias: A Survey. In: Tilburg - Center for Economic Research.
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1992Incomplete panels and selection bias : A survey.(1992) In: Discussion Paper.
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1992Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data. In: Tilburg - Center for Economic Research.
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1993Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages. In: Tilburg - Center for Economic Research.
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1993Estimating and interpreting models with endogenous treatment effects : The relationship between competing estimators of the union impact on wages.(1993) In: Discussion Paper.
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1993Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables. In: Tilburg - Center for Economic Research.
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1993Estimating and testing simultaneous equation panel data models with censored endogenous variables.(1993) In: Discussion Paper.
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2014Information Content When Mutual Funds Deviate from Benchmarks In: Management Science.
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2017Using linear regression to establish empirical relationships In: IZA World of Labor.
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1998Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men In: Journal of Applied Econometrics.
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1992Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function. In: Journal of Applied Econometrics.
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1992Non-response in panel data : The impact on estimates of a life cycle consumption function.(1992) In: Other publications TiSEM.
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2007A Guide to Modern Econometrics In: Applied Econometrics.
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2006Panel Data Models In: Applied Econometrics.
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1989The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data In: Discussion Paper.
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1997Estimating short-run persistence in mutual fund performance In: Discussion Paper.
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2000Estimating Short-Run Persistence In Mutual Fund Performance.(2000) In: The Review of Economics and Statistics.
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1992Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) In: Discussion Paper.
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1994Two-step estimation of simultaneous equation panel data models with censored endogenous variables In: Discussion Paper.
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1992Estimating the impact of endogenous union choice on wages using panel data (Revised version) In: Discussion Paper.
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1998Eliminating biases in evaluating mutual fund performance from a survivorship free sample In: Discussion Paper.
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1988The optimal design of rotating panels in a simple analysis of variance model In: Research Memorandum.
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1989On the estimation of a fixed effects model with selective non-response In: Research Memorandum.
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1992Testing for selectivity in panel data models In: Other publications TiSEM.
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