Marno Verbeek : Citation Profile

Are you Marno Verbeek?

Erasmus Universiteit Rotterdam

20

H index

34

i10 index

2269

Citations

RESEARCH PRODUCTION:

39

Articles

59

Papers

RESEARCH ACTIVITY:

   30 years (1988 - 2018). See details.
   Cites by year: 75
   Journals where Marno Verbeek has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 19 (0.83 %)

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   Permalink: http://citec.repec.org/pve266
   Updated: 2022-08-06    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 (31)

Wooden, Mark (24)

Fernandez-Val, Ivan (19)

Cobb-Clark, Deborah (18)

alessie, rob (17)

van Dijk, Herman (17)

Kapteyn, Arie (16)

van soest, arthur (15)

Narayan, Paresh (15)

Ravazzolo, Francesco (14)

Rosholm, Michael (13)

Cites to:

Fama, Eugene (23)

French, Kenneth (19)

Goetzmann, William (16)

Brown, Stephen (16)

Timmermann, Allan (13)

Titman, Sheridan (13)

Newey, Whitney (12)

Moffitt, Robert (12)

wermers, russell (11)

van Dijk, Herman (9)

Stambaugh, Robert (9)

Main data

Where Marno Verbeek has published?

Journals with more than one article published# docs
Journal of Econometrics6
Journal of Banking & Finance6
Journal of Empirical Finance3
Financial Management2
Applied Econometrics2
Economics Letters2
Journal of Financial and Quantitative Analysis2
Journal of 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 (2022 and 2021)

YearTitle of citing document
2021The Bayesian approach to poverty measurement. (2021). Lubrano, Michel ; Xun, Zhou. In: AMSE Working Papers. RePEc:aim:wpaimx:2133.

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2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Deep Kernel Gaussian Process Based Financial Market Predictions. (2021). Long, Wen ; Dai, Wei ; Shi, Yong ; Li, BO. In: Papers. RePEc:arx:papers:2105.12293.

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2021Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?. (2021). Timphus, Maike ; Fritzsch, Simon ; Weiss, Gregor. In: Papers. RePEc:arx:papers:2109.10946.

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2021Can Education Motivate Individual Health Demands? Dynamic Pseudo-panel Evidence from Chinas Immigration. (2021). Tan, Jingwen ; Kang, Shixi. In: Papers. RePEc:arx:papers:2112.01046.

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2021.

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2021Industry momentum: an exchange?traded funds approach. (2021). Earea, Dean ; Hahn, Tobias ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4007-4024.

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2021The inversion of married womens labour supply and wage: Evidence from Thailand. (2021). Paweenawat, Sasiwimon ; Liao, Lusi. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:1:p:82-98.

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2022Shrinkage of regional differences in the cost?of?living index in Japan. (2022). Ogura, Manami. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:337-364.

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2022Being good at being good—The mediating role of an environmental management system in value?creating green supply chain management practices. (2022). Raha, Aveed ; Jellojobor, Maria. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:5:p:1964-1984.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2021Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454.

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2021The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353.

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2022US federal farm payments and farm size: Quantile estimation on panel data. (2022). Haque, Samiul. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:139-154.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Copycat Skills and Disclosure Costs: Evidence from Peer Companies’ Digital Footprints. (2021). Yang, Baozhong ; Du, Kai ; Cao, Sean Shun ; Zhang, Alan L. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1261-1302.

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2021Assessing Sampling Error in Pseudo?Panel Models. (2021). Khan, Rumman. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:742-769.

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2021Is competition from China so special?. (2021). Minondo, Asier ; Heid, Benedikt ; Minguez, Raul. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:64-88.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2022Trading Volume and Liquidity Provision in Cryptocurrency Markets. (2022). Dickerson, Alexander ; Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp730.

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2021A Life-Cycle Analysis of French Household Electricity Demand. (2021). Fateh, BELAID ; Massie, Camille ; Rault, Christophe ; Belaid, Fateh. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8814.

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2021Attitudes Towards Globalization Barriers and Implications for Voting: Evidence from Sweden. (2021). Mitra, Devashish ; Kim, Nam Seok ; Karakas, Leyla D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9236.

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2021Subnational borders and individual well-being : Evidence from the merger of French regions. (2020). Wilner, Lionel. In: Working Papers. RePEc:crs:wpaper:2020-20.

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2021Gender Norm Conflict and Marital Outcomes. (2021). Lee, Soohyung ; Kalsi, Priti ; Antman, Francisca M. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:87:y:2021:i:4:p:537-560.

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2021Crowding of International Mutual Funds. (2021). Wipplinger, Evert ; Inhoffen, Justus ; Dyakov, Teodor ; Gonzalez, Tanja Artiga. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1937.

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2022Assessment and management of composite risk in irrigated agriculture under water-food-energy nexus and uncertainty. (2022). Zhang, Shan ; Hu, Kejia ; Wang, Shuping ; Tan, Qian. In: Agricultural Water Management. RePEc:eee:agiwat:v:262:y:2022:i:c:s0378377421005990.

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2021Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774.

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2021Inequality of opportunity in China: Evidence from pseudo panel data. (2021). Li, Jing ; Dai, Xinchen. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000559.

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2022Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002777.

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2021Land grabs and labor in Cambodia. (2021). Anti, Sebastian. In: Journal of Development Economics. RePEc:eee:deveco:v:149:y:2021:i:c:s0304387820301917.

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2022Hedge fund sales fees and the flow of funds around the world. (2022). Monteiro, Pedro ; Cumming, Douglas. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322000931.

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2021Time-varying individual effects in a panel data probit model with an application to female labor force participation. (2021). Zhu, Pingfang ; Zhou, Yahong ; Zhang, Zhengyu ; Xin, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:181-191.

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2021The determinants of negative net leverage policy: New evidence from Japan. (2021). Cui, Weihan ; Shimizu, Katsutoshi ; Cuong, Ly Kim. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:449-460.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2021Revealing Pairs-trading opportunities with long short-term memory networks. (2021). Regoli, Daniele ; Flori, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:772-791.

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2022Who bears the burden of greening electricity?. (2022). Gonzalez-Eguino, Mikel ; Garcia-Muros, Xaquin ; Bohringer, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005569.

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2021Investor heterogeneity and momentum-based trading strategies in China. (2021). Li, Youwei ; Xiong, Xiong ; Han, Xing ; Gao, YA. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302957.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021VCRIX — A volatility index for crypto-currencies. (2021). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Kim, Alisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002416.

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2022Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370.

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2022Stock return predictability in China: Power of oil price trend. (2022). Zhang, Qunzi ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005006.

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2021The institutional determinants of peer effects on corporate cash holdings. (2021). Machokoto, Michael ; Ibeji, Ngozi ; Chipeta, Chimwemwe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000974.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022Terrorism and international stock returns. (2022). Bach, Dinh Hoang ; Narayan, Seema. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001736.

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2022Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill. (2022). Singh, Ajai ; Lu, Yan ; Kumar, Alok ; Chen, Honghui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003228.

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2022Short-term reversals, returns to liquidity provision and the costs of immediacy*. (2022). Suominen, Matti ; Rinne, Kalle ; Ignashkina, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000309.

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2022On the performance of cryptocurrency funds. (2022). Babiak, Mykola ; Bianchi, Daniele. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200067x.

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2021Women executives and financing pecking order of GEM-listed companies: Moderating roles of social capital and regional institutional environment. (2021). Alon, Ilan ; Deng, Shengliang ; Wang, XU. In: Journal of Business Research. RePEc:eee:jbrese:v:136:y:2021:i:c:p:466-478.

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2021Do actively managed US mutual funds produce positive alpha?. (2021). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:472-492.

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2021Attitudes towards globalization barriers and implications for voting: Evidence from Sweden. (2021). Mitra, Devashish ; Kim, Nam Seok ; Karakas, Leyla D. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:851-877.

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2021Investment, firm-specific uncertainty, and financial flexibility. (2021). Noikokyris, Emmanouil ; Chortareas, Georgios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:25-35.

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2021Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233.

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2021Do limits to arbitrage explain the benefits of volatility-managed portfolios?. (2021). Detzel, Andrew ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:744-767.

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2021Food price volatility and household food security: Evidence from Nigeria. (2021). Amolegbe, Khadijat ; Blom, Sylvia ; Bageant, Elizabeth ; Upton, Joanna. In: Food Policy. RePEc:eee:jfpoli:v:102:y:2021:i:c:s0306919221000397.

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2021The unintended consequences of the fertilizer subsidy program on crop species diversity in Mali. (2021). Smale, Melinda ; Theriault, Veronique. In: Food Policy. RePEc:eee:jfpoli:v:102:y:2021:i:c:s0306919221001007.

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2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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2021Does the accumulation of self-employment experience impact life satisfaction?. (2021). Saridakis, George ; Hand, Chris ; Litsardopoulos, Nicholas. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:16:y:2021:i:c:s2352673421000378.

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2021Does solo self-employment serve as a ‘stepping stone’ to employership?. (2021). Wooden, Mark ; Cowling, Michael Leith. In: Labour Economics. RePEc:eee:labeco:v:68:y:2021:i:c:s0927537120301469.

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2021Signed momentum in the Chinese stock market. (2021). Xiong, Xiong ; Guo, Bin ; Gao, YA. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305323.

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2021Anomalies in the China A-share market. (2021). Swinkels, Laurens ; Zhou, Weili ; Jansen, Maarten. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141.

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2021False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827.

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2022Pairs trading and asset pricing. (2022). He, Jiaxuan ; Xiang, Yun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000087.

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2021Green recovery packages for a post-Covid-19 world: A lesson from the collapse of Spanish wind farms in the past financial crisis. (2021). Galeotti, Marzio ; Blazquez, Jorge ; Martin-Moreno, Jose M. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:151:y:2021:i:c:s1364032121008480.

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2021New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach. (2021). Temnov, Grigory ; Gerth, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:217-236.

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2021Determinants of defaults on P2P lending platforms in China. (2021). Liu, M ; Yen, J ; Gao, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:334-348.

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2022Resolving agency and product market views of cash holdings. (2022). Yung, Kenneth ; Root, Andrew. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001392.

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2022Business perception of obstacles to innovate: Evidence from Chile with pseudo-panel data analysis. (2022). Fernandez, Viviana ; Ortiz, Rodrigo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001847.

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2021Effects of pricing and infrastructure on car ownership: A pseudo-panel-based dynamic model. (2021). Feng, Chen-Chieh ; Diao, MI ; Song, Siqi. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:152:y:2021:i:c:p:115-126.

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2021Poverty traps and affluence shields: modelling the persistence of income position in Chile. (2021). Suarez, Joaquin Prieto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110719.

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2021Analysis of Polish mutual funds performance: a Markovian approach. (2021). Filip, Dariusz ; Rogala, Tomasz. In: Statistics in Transition New Series. RePEc:exl:29stat:v:22:y:2021:i:1:p:115-130.

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2021Life-cycle Characteristics and Energy Practices in Developing Countries: the Case of Mexico. (2021). Bardazzi, Rossella ; Pazienza, Maria Grazia ; Sanin, Maria Eugenia. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_11.rdf.

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2021Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables. (2021). Basu, Anirban ; Banerjee, Souvik. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:14-:d:518981.

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2022What Financial Conditions Affect Dynamic Equity Risk Factor Allocation?. (2022). Bausch, Matthias ; Isiksal, Aliya Zhakanova ; Backhaus, Achim . In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:2:p:42-:d:742785.

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2021A New Machine Learning Forecasting Algorithm Based on Bivariate Copula Functions. (2021). Velez, J F ; Nieto, M ; Carrillo, J A. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:23-376:d:563347.

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2021Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula. (2021). Muteba Mwamba, John Weirstrass ; Mwambi, Sutene Mwambetania. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:30-:d:566104.

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2021The Bayesian approach to poverty measurement. (2021). Lubrano, Michel ; Xun, Zhou. In: Working Papers. RePEc:hal:wpaper:halshs-03234072.

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2021On the Performance of Cryptocurrency Funds. (2021). Babiak, Mykola ; Bianchi, Daniele. In: Working Paper Series. RePEc:hhs:rbnkwp:0408.

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2022Trading volume and liquidity provision in cryptocurrency markets. (2022). Dickerson, Alexander ; Babiak, Mykola ; Bianchi, Daniele. In: Working Paper Series. RePEc:hhs:rbnkwp:0413.

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2021Factor Investment: Evaluating Persistence Effect for Investment Performance and Sustainability Exposure. (2021). Xie, Jiaxin ; Chen, Xingyu ; Yang, Xiaoshuang. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:13:y:2021:i:6:p:143.

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2021Poverty traps and affluence shields: Modelling the persistence of income position in Chile. (2021). Prieto, Joaqun. In: Working Papers. RePEc:inq:inqwps:ecineq2021-576.

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2021A Life-Cycle Theory Analysis of French Household Electricity Demand. (2021). Rault, Christophe ; Fateh, BELAID ; Massie, Camille ; Belaid, Fateh. In: IZA Discussion Papers. RePEc:iza:izadps:dp14010.

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2021Gender Norm Conflict and Marital Outcomes. (2021). Lee, Soohyung ; Kalsi, Priti ; Antman, Francisca M. In: IZA Discussion Papers. RePEc:iza:izadps:dp14144.

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2021Performance Pay and Alcohol Use in Germany. (2021). Heywood, John ; Jirjahn, Uwe ; Baktash, Mehrzad B. In: IZA Discussion Papers. RePEc:iza:izadps:dp14205.

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2021Do Changes in Employment and Hours Worked Contribute to a Decreasing in the Mental Health of Single Mothers during a Period of Welfare Reform in the UK? A Longitudinal Analysis (2009-2019). (2021). Brown, Heather ; Bambra, Clare ; Simpson, Julija. In: IZA Discussion Papers. RePEc:iza:izadps:dp14968.

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2021Gold Against the Machine. (2021). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10019-z.

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2021A comprehensive investigation into style momentum strategies in China. (2021). Su, Chen. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00375-z.

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2021Seasonalities in the German stock market. (2021). Keiber, Karl Ludwig ; Hofmann, Daniel. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00373-1.

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2022Measuring intragenerational mobility using aggregate data. (2022). Weide, Roy ; Kraay, Aart. In: Journal of Economic Growth. RePEc:kap:jecgro:v:27:y:2022:i:2:d:10.1007_s10887-021-09200-2.

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2021Are Housing Wealth Effects Asymmetric in Booms and Busts?. (2021). Kirkby, Robert ; Fasianos, Apostolos ; Yao, Fang ; Roiste, Mairead. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:4:d:10.1007_s11146-020-09757-6.

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2021Introducing synthetic pseudo panels: application to transport behaviour dynamics. (2021). Rich, Jeppe ; Borysov, Stanislav S. In: Transportation. RePEc:kap:transp:v:48:y:2021:i:5:d:10.1007_s11116-020-10137-5.

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2021Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing. (2021). Çakmaklı, Cem ; Ozturk, Verda. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2110.

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2021Intergenerational nutrition benefits of India’s national school feeding program. (2021). Gilligan, Daniel O ; Menon, Purnima ; Alderman, Harold ; Scott, Samuel P ; Chakrabarti, Suman. In: Nature Communications. RePEc:nat:natcom:v:12:y:2021:i:1:d:10.1038_s41467-021-24433-w.

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2021Money Demand and Inflation: The relationship between money demand, inflation, and the risk premium. (2021). Nazmuz, S M. In: SocArXiv. RePEc:osf:socarx:xfypj.

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2021Partial effects in non-linear panel data models with correlated random effects. (2021). Hsu, Yu-Chin ; Abrevaya, Jason. In: Econometrics Journal. RePEc:oup:emjrnl:v:24:y:2021:i:3:p:519-535..

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2022Is there a boutique asset management premium? Evidence from the European fund management industry. (2022). Clare, Andrew. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00245-x.

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2021On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects.. (2021). Klubinski, William ; Verousis, Thanos. In: MPRA Paper. RePEc:pra:mprapa:109766.

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2022The link between migratory background and crime perceptions. A repeated cross-sectional analysis with household data. (2022). Bortoletto, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:112488.

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2021.

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2021Estimating intertemporal elasticity of substitution of labor supply for married women in Russia. (2021). Polbin, Andrey ; Zamnius, Alexey. In: Applied Econometrics. RePEc:ris:apltrx:0431.

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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.
[Full Text][Citation analysis]		paper0
1999Estimating and Interpreting Models with Endogenous Treatment Effects. In: Journal of Business & Economic Statistics.
[Citation analysis]		article126
2009On the Use of Multifactor Models to Evaluate Mutual Fund Performance In: Financial Management.
[Full Text][Citation analysis]		article20
2010The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory In: Financial Management.
[Full Text][Citation analysis]		article11
2012DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? In: Journal of Financial Research.
[Full Text][Citation analysis]		article26
2010Real Estate in an ALM Framework: The Case of Fair Value Accounting In: Real Estate Economics.
[Full Text][Citation analysis]		article3
2009Forecast accuracy and economic gains from Bayesian model averaging using time varying weight In: Working Paper.
[Full Text][Citation analysis]		paper42
2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		article
2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2009Evaluating portfolio value-at-risk using semi-parametric GARCH models In: LIDAM Reprints CORE.
[Full Text][Citation analysis]		paper11
2009Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models.(2009) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2004Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models.(2004) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2005Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models.(2005) In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2009Evaluating portfolio Value-at-Risk using semi-parametric GARCH models.(2009) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2006Selecting Copulas for Risk Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper117
2007Selecting copulas for risk management.(2007) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		article
2004The Economic Value of Predicting Stock Index Returns and Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article156
2001The Economic Value of Predicting Stock Index Returns and Volatility.(2001) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156		paper
2000The Economic Value of Predicting Stock Index Returns and Volatility.(2000) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156		paper
2005Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article65
2002Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
2002Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
2018Basel methodological heterogeneity and banking system stability: The case of the Netherlands In: DNB Working Papers.
[Full Text][Citation analysis]		paper0
1990On the estimation of a fixed effects model with selectivity bias In: Economics Letters.
[Full Text][Citation analysis]		article19
1993Missing measurements in econometric models with no auxiliary relations In: Economics Letters.
[Full Text][Citation analysis]		article0
2005Estimating dynamic models from repeated cross-sections In: Journal of Econometrics.
[Full Text][Citation analysis]		article102
2002Estimating dynamic models from repeated cross-sections.(2002) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		paper
2000Estimating Dynamic Models from Repeated Cross-Sections.(2000) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		paper
1990Estimation of time-dependent parameters in linear models using cross-sections, panels, or both In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
1988Estimation of time dependent parameters in linear models using cross sections, panels or both.(1988) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
1991The efficiency of rotating-panel designs in an analysis-of-variance model In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
1991The efficiency of rotating panel designs in an analysis of variance model.(1991) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 13		paper
1992The optimal choice of controls and pre-experimental observations In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1992The optimal choice of controls and pre-experimental observations.(1992) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 4		paper
1993Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections In: Journal of Econometrics.
[Full Text][Citation analysis]		article64
1992Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections..(1992) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 64		paper
1993Minimum MSE estimation of a regression model with fixed effects from a series of cross sections.(1993) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		paper
1999Two-step estimation of panel data models with censored endogenous variables and selection bias In: Journal of Econometrics.
[Full Text][Citation analysis]		article116
1999Two-step estimation of panel data models with censored endogenous variables and selection bias.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 116		paper
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2004Do countries or industries explain momentum in Europe?.(2004) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
1999An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article18
2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2004A multivariate nonparametric test for return and volatility timing In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2013Short-term residual reversal In: Journal of Financial Markets.
[Full Text][Citation analysis]		article21
2006Portfolio implications of systemic crises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2007Cross-sectional learning and short-run persistence in mutual fund performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article39
2011Firms debt-equity decisions when the static tradeoff theory and the pecking order theory disagree In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article29
2013Front-running of mutual fund fire-sales In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2013Better than the original? The relative success of copycat funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
1999Estimating the returns to education for Australian youth via rank-order instrumental variables In: Labour Economics.
[Full Text][Citation analysis]		article20
2007Predictive gains from forecast combinations using time-varying model weights In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper10
2004The effects of systemic crises when investors can be crisis ignorant In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2004Do Banks Influence the Capital Structure Choices of Firms? In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2004Fund liquidation, self-selection and look-ahead bias in the hedge fund industry In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper12
2007Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry.(2007) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2005A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper6
2006Do Sophisticated Investors Believe in the Law of Small Numbers? In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper3
2003Stress Testing with Students t Dependence In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2003Market timing: A decomposition of mutual fund returns In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken In: ERIM Inaugural Address Series Research in Management.
[Full Text][Citation analysis]		paper0
2015Hedge fund flows and performance streaks: How investors weigh information In: ESMT Research Working Papers.
[Full Text][Citation analysis]		paper0
1989THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper1
1990TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper346
1992Testing for Selectivity Bias in Panel Data Models..(1992) In: International Economic Review.
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This paper has another version. Agregated cites: 346		article
1990Testing for selectivity bias in panel data models.(1990) In: Discussion Paper.
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This paper has another version. Agregated cites: 346		paper
1990CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper187
1992Can Cohort Data Be Treated as Genuine Panel Data?.(1992) In: Empirical Economics.
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This paper has another version. Agregated cites: 187		article
1992Can cohort data be treated as genuine panal data?.(1992) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 187		paper
1990Can cohort data be treated as genuine panel data?.(1990) In: Discussion Paper.
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This paper has another version. Agregated cites: 187		paper
1992Incomplete Panels and Selection Bias: A Survey. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper37
1992Incomplete panels and selection bias : A survey.(1992) In: Discussion Paper.
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This paper has another version. Agregated cites: 37		paper
1992Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper1
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.
[Citation analysis]		paper0
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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This paper has another version. Agregated cites: 0		paper
1993Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper12
1993Estimating and testing simultaneous equation panel data models with censored endogenous variables.(1993) In: Discussion Paper.
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This paper has another version. Agregated cites: 12		paper
2014Information Content When Mutual Funds Deviate from Benchmarks In: Management Science.
[Full Text][Citation analysis]		article15
2017Using linear regression to establish empirical relationships In: IZA World of Labor.
[Full Text][Citation analysis]		article0
1998Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article63
1992Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article125
1992Non-response in panel data : The impact on estimates of a life cycle consumption function.(1992) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 125		paper
2007A Guide to Modern Econometrics In: Applied Econometrics.
[Full Text][Citation analysis]		article21
2006Panel Data Models In: Applied Econometrics.
[Full Text][Citation analysis]		article1
1989The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data In: Discussion Paper.
[Full Text][Citation analysis]		paper3
1997Estimating short-run persistence in mutual fund performance In: Discussion Paper.
[Full Text][Citation analysis]		paper2
2000Estimating Short-Run Persistence In Mutual Fund Performance.(2000) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 2		article
1992Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) In: Discussion Paper.
[Full Text][Citation analysis]		paper1
1994Two-step estimation of simultaneous equation panel data models with censored endogenous variables In: Discussion Paper.
[Full Text][Citation analysis]		paper8
1992Estimating the impact of endogenous union choice on wages using panel data (Revised version) In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1998Eliminating biases in evaluating mutual fund performance from a survivorship free sample In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1988The optimal design of rotating panels in a simple analysis of variance model In: Research Memorandum.
[Full Text][Citation analysis]		paper0
1989On the estimation of a fixed effects model with selective non-response In: Research Memorandum.
[Full Text][Citation analysis]		paper1
1992Testing for selectivity in panel data models In: Other publications TiSEM.
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