Marno Verbeek : Citation Profile

Are you Marno Verbeek?

Erasmus Universiteit Rotterdam

18

H index

24

i10 index

1560

Citations

RESEARCH PRODUCTION:

39

Articles

59

Papers

RESEARCH ACTIVITY:

   30 years (1988 - 2018). See details.
   Cites by year: 52
   Journals where Marno Verbeek has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 16 (1.02 %)

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   Permalink: http://citec.repec.org/pve266
   Updated: 2020-01-18    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 (29)

Fernandez-Val, Ivan (18)

van Dijk, Herman (13)

alessie, rob (13)

Baltagi, Badi (13)

Rosholm, Michael (13)

Narayan, Paresh (13)

Ravazzolo, Francesco (12)

Wooden, Mark (12)

Smith, Nina (12)

Myck, Michal (11)

Cites to:

Fama, Eugene (23)

French, Kenneth (18)

Titman, Sheridan (14)

Brown, Stephen (12)

Goetzmann, William (11)

Newey, Whitney (10)

Timmermann, Allan (9)

Moffitt, Robert (9)

Stambaugh, Robert (8)

Grinblatt, Mark (8)

Pastor, Lubos (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
Applied Econometrics2
Financial Management2
Economics Letters2
Journal of Applied Econometrics2
Journal of Financial and Quantitative Analysis2

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). Vander Elst, Harry ; 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). Tang, Jianjun ; Renwick, Alan ; Nie, Peng ; Ma, Wanglin. 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 ; 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). Smagulov, Daulet ; Semenov, Mikhail . 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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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2019Predictive 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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2019Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194.

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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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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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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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2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

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2019Medium and Long-Term Returns to Professional Education in Switzerland: Explaining Differences between Occupational Fields. (2019). Kriesi, Irene ; Sander, Fabian. In: Social Inclusion. RePEc:cog:socinc:v:7:y:2019:i:3:p:136-153.

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2017Capital structure determinants and adjustment speed: An empirical analysis of Dutch SMEs. (2017). Steegmans, Joep ; Mocking, Remco . 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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2019The Dynamics of Individual Happiness. (2019). Wilner, Lionel. In: Working Papers. RePEc:crs:wpaper:2019-18.

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2018Trade Liberalization and Productivity in the Nigerian Manufacturing Sector. (2018). Ngui, Dianah Mukwate ; Onono, Perez Ayieko ; Akims, Kanang Amos. 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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2019The Role of Information Sources and Providers in Shaping Green Behaviors. Evidence from Europe. (2019). Zoli, Mariangela ; Giaccherini, Matilde ; D'Amato, Alessio. In: Ecological Economics. RePEc:eee:ecolec:v:164:y:2019:i:c:34.

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2019Resilience Thresholds to Temperature Anomalies: A Long-run Test for Rural Tanzania. (2019). Montalbano, Pierluigi ; d'Errico, Marco ; Pietrelli, Rebecca ; Letta, Marco. In: Ecological Economics. RePEc:eee:ecolec:v:164:y:2019:i:c:7.

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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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2019A new approach to measure systemic risk: A bivariate copula model for dependent censored data. (2019). Osmetti, Silvia Angela ; Calabrese, Raffaella. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:1053-1064.

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2019Is Indonesias stock market different when it comes to predictability?. (2019). Laila, Nisful ; Thuraisamy, Kannan ; Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:8.

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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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2019The role of financial factors for European corporate investment. (2019). Silvestrini, Andrea ; Mäkinen, Taneli ; Mercatanti, Andrea ; Makinen, Taneli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:246-258.

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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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2019Identification of the private-public wage gap. (2019). Stokke, Hildegunn ; Rattso, Jorn. In: Labour Economics. RePEc:eee:labeco:v:59:y:2019:i:c:p:153-163.

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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.
[Full Text][Citation analysis]		article5
2012DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? In: Journal of Financial Research.
[Full Text][Citation analysis]		article12
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]		paper29
2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights.(2010) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 29		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: 29		paper
2009Evaluating portfolio value-at-risk using semi-parametric GARCH models In: CORE Discussion Papers RP.
[Full Text][Citation analysis]		paper8
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: 8		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: 8		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: 8		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: 8		article
2006Selecting Copulas for Risk Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper91
2007Selecting copulas for risk management.(2007) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		article
2004The Economic Value of Predicting Stock Index Returns and Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article123
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: 123		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: 123		paper
2005Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article54
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: 54		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: 54		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]		article17
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]		article66
2002Estimating dynamic models from repeated cross-sections.(2002) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 66		paper
2000Estimating Dynamic Models from Repeated Cross-Sections.(2000) In: Discussion Paper.
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This paper has another version. Agregated cites: 66		paper
1990Estimation of time-dependent parameters in linear models using cross-sections, panels, or both In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
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: 10		paper
1991The efficiency of rotating-panel designs in an analysis-of-variance model In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article51
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: 51		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: 51		paper
1999Two-step estimation of panel data models with censored endogenous variables and selection bias In: Journal of Econometrics.
[Full Text][Citation analysis]		article100
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: 100		paper
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article18
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: 18		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		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: 18		paper
1999An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
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: 16		paper
2004A multivariate nonparametric test for return and volatility timing In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2013Short-term residual reversal In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2006Portfolio implications of systemic crises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2007Cross-sectional learning and short-run persistence in mutual fund performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2011Firms debt-equity decisions when the static tradeoff theory and the pecking order theory disagree In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2013Front-running of mutual fund fire-sales In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2013Better than the original? The relative success of copycat funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
1999Estimating the returns to education for Australian youth via rank-order instrumental variables In: Labour Economics.
[Full Text][Citation analysis]		article19
2007Predictive gains from forecast combinations using time-varying model weights In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper6
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]		paper9
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: 9		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]		paper2
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]		paper0
2003Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper.
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This paper has another version. Agregated cites: 0		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.
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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.
[Citation analysis]		paper0
1990TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper243
1990Testing for selectivity bias in panel data models.(1990) In: Discussion Paper.
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1992Testing for Selectivity Bias in Panel Data Models..(1992) In: International Economic Review.
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1990CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper132
1992Can Cohort Data Be Treated as Genuine Panel Data?.(1992) In: Empirical Economics.
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This paper has another version. Agregated cites: 132		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: 132		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: 132		paper
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.
[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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1993Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper4
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.
[Full Text][Citation analysis]		article8
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]		article46
1992Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article88
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: 88		paper
2007A Guide to Modern Econometrics In: Applied Econometrics.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		paper0
1997Estimating short-run persistence in mutual fund performance In: Discussion Paper.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper0
1994Two-step estimation of simultaneous equation panel data models with censored endogenous variables In: Discussion Paper.
[Full Text][Citation analysis]		paper7
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]		paper0
1992Testing for selectivity in panel data models In: Other publications TiSEM.
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