Marno Verbeek : Citation Profile

Are you Marno Verbeek?

Erasmus Universiteit Rotterdam

21

H index

34

i10 index

2450

Citations

RESEARCH PRODUCTION:

42

Articles

58

Papers

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 72
   Journals where Marno Verbeek has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 21 (0.85 %)

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   Permalink: http://citec.repec.org/pve266
   Updated: 2024-12-03    RAS profile: 2024-10-08    
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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)

Cobb-Clark, Deborah (19)

Fernandez-Val, Ivan (19)

Alessie, rob (19)

van Dijk, Herman (17)

Pagan Rodriguez, Ricardo (16)

Kapteyn, Arie (16)

Baltagi, Badi (15)

Narayan, Paresh (15)

van soest, arthur (15)

Cites to:

Fama, Eugene (24)

French, Kenneth (22)

Goetzmann, William (17)

Brown, Stephen (15)

Titman, Sheridan (14)

wermers, russell (13)

Moffitt, Robert (12)

Newey, Whitney (12)

Timmermann, Allan (12)

Hartmann, Philipp (10)

Carhart, Mark (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
Review of Finance2
Journal of Applied Econometrics2
Journal of Financial and Quantitative Analysis2
Applied Econometrics2
Economics Letters2
Financial Management2

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 (2024 and 2023)

YearTitle of citing document
2023.

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2023Terrorism and violence against the North African community in France. (2023). Rubiano, Mariana Benitez ; Galbis, Eva Moreno. In: AMSE Working Papers. RePEc:aim:wpaimx:2332.

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2023Predictive 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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2023Generative Learning of Heterogeneous Tail Dependence. (2020). Yan, Xing ; Sun, Xiangqian ; Wu, QI. In: Papers. RePEc:arx:papers:2011.13132.

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2023Feature Selection for Personalized Policy Analysis. (2022). Sokolov, Vadim ; Polson, Nicholas ; Nareklishvili, Maria. In: Papers. RePEc:arx:papers:2301.00251.

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2024The Chained Difference-in-Differences. (2023). Dortet-Bernardet, Vincent ; Benatia, David ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085.

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2023GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications. (2023). Bontempi, Maria ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2312.00399.

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2024Out‐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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2024Mobile phone network expansion and agricultural income: A panel study. (2024). Kraehnert, Kati ; Fluhrer, Svenja. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:54-85.

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2023The returns to education and wage penalty from overeducation: New evidence from Vietnam. (2023). Paweenawat, Sasiwimon ; Tran, Dai Binh. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1267-1290.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2023The effect of investor service costs on mutual fund performance. (2023). Zaynutdinova, Gulnara ; Yao, Tong ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:91-115.

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2023The price impact of analyst revisions and the state of the economy: Evidence around the world. (2023). Su, Chen. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:887-930.

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2023Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections. (2023). Lanjouw, Peter ; Dang, Haianh H. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:599-622.

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2023.

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2023MEASURING ASYMMETRIC VOLATILITY OF UK, FRANCE, AND GERMAN STOCK MARKETS. (2023). Iacob, Anca Ioana ; Trivedi, Jatin ; Hawaldar, Iqbal Thonse ; Birau, Ramona ; Spulbar, Cristi. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2023:v:1:p:134-146.

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2023The evolution of consumption inequality and riskinsurance in Chile. (2023). Madeira, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:973.

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2023Capital structure adjustment in Latin American firms: An empirical test based on the Error Correction Model. (2023). Erices, Diego A ; Cornejo, Edinson E ; Sepulveda, Sandra M ; Veloso, Carmen L ; Delgado, Carlos L ; Munoz, Jorge A. In: Estudios Gerenciales. RePEc:col:000129:020674.

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2023The contribution of realized covariance models to the economic value of volatility timing. (2023). Bauwens, Luc ; Xu, Yongdeng. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023018.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2024Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels. (2024). Wooldridge, Jeffrey M ; Hoang, Trang. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004627.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093.

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2023The evolution of consumption inequality and risk-insurance in Chile. (2023). Madeira, Carlos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000018.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

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2023Financial constraints on credit ratings and cash-flow sensitivity. (2023). Chang, Ming-Jen ; Chen, Shikuan ; Chien, Chih-Chung. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001461.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023Attention is all you need: An interpretable transformer-based asset allocation approach. (2023). Chen, YU ; Wang, Wanwan ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003927.

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2023Gender diversity and financial flexibility: Evidence from China. (2023). Xia, Yifei ; Li, Kailun ; Hu, Jiamin ; Zhang, Jianing. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004507.

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2024Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279.

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2023Hedge fund manager timing and selectivity skill over time. A holdings-based estimate. (2023). Kang, Minjeong ; Aiken, Adam L. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008115.

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2023Does financial cycle affect corporate bond ratings? – Evidence from macro and micro interaction effects. (2023). Wang, Yiming ; Liu, Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323008565.

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2023Are mutual fund managers good gamblers?. (2023). Stein, Roberto. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000763.

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2023Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty. (2023). Wang, Tianyi ; Yu, Mei ; Li, Zhiyong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000501.

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2024Firm-level political risk and equity issuance. (2024). Hasan, Shehub Bin ; Kabir, Muhammad ; Haque, Anamul ; Rahman, Dewan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000106.

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2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2023Spillover effects of mandatory portfolio disclosures on corporate investment. (2023). White, Hal ; Shroff, Nemit ; Sani, Jalal. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:2:s0165410123000654.

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2023Decreasing returns to scale and skill in hedge funds. (2023). Yao, Juan ; Satchell, Stephen ; Ling, Yun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002005.

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2023When school ties meet geography: Education-province bias in mutual fund portfolios. (2023). Lu, Meiting ; Jin, QI ; Liang, Quanxi ; Shan, Yaowen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s0378426623002121.

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2024Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261.

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2024The mind in the machine: Estimating mind perceptions effect on user satisfaction with voice-based conversational agents. (2024). Osburg, Victoria-Sophie ; Yoganathan, Vignesh. In: Journal of Business Research. RePEc:eee:jbrese:v:175:y:2024:i:c:s0148296324000778.

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2023Do prime brokers intermediate capital?. (2023). Sinclair, Andrew J. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000572.

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2023The heterogeneous relationship of owner-occupied and investment property with household portfolio choice. (2023). Fuerst, Franz ; Felici, Marco. In: Journal of Housing Economics. RePEc:eee:jhouse:v:62:y:2023:i:c:s1051137723000517.

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2023Competition in online land lease auctions in Ukraine: Reduced-form estimation. (2023). Myrna, Olena. In: Land Use Policy. RePEc:eee:lauspo:v:125:y:2023:i:c:s0264837722005087.

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2023Not all market participants are alike when facing crisis: Evidence from the 2015 Chinese stock market turbulence. (2023). Yang, MO ; Chen, Nan ; Sui, Cong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002354.

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2023Civil aircraft engine operation life resilient monitoring via usage trajectory mapping on the reliability contour. (2023). Parlikad, Ajith Kumar ; Harrison, Andrew ; Farsi, Maryam ; Zhou, Hang ; Brintrup, Alexandra. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:230:y:2023:i:c:s0951832022004951.

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2024Educational and gender heterogeneity of the rural-urban earnings premium: New evidence from Norway. (2024). Osland, Liv ; Galster, George C. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:105:y:2024:i:c:s0166046224000139.

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2023Irrigation technology adaptation for a sustainable agriculture: A panel endogenous switching analysis on the Italian farmland productivity. (2023). Pronti, Andrea ; Auci, Sabrina. In: Resource and Energy Economics. RePEc:eee:resene:v:74:y:2023:i:c:s0928765523000465.

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2024Do defined contribution plans create value for shareholders?. (2024). Kattamuri, Rohit ; Chaudhry, Neeru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:616-633.

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2023Belief-based momentum indicator and stock market return predictability. (2023). Liang, Chao ; Xu, Yongan ; Huo, Jiale. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002112.

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2023Effects of the bio-psycho-social frailty dimensions on healthcare utilisation among elderly in Europe: A cross-country longitudinal analysis. (2023). Calciolari, Stefano ; Luini, Cecilia. In: Social Science & Medicine. RePEc:eee:socmed:v:339:y:2023:i:c:s0277953623007098.

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2023Experimenting in the cloud: The digital divides impact on innovation. (2023). Goetz, Stephan J ; Wojan, Timothy R ; Han, Luyi. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:7:s0308596123000897.

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2023The Bayesian approach to poverty measurement. (2023). Xun, Zhou ; Lubrano, Michel. In: Post-Print. RePEc:hal:journl:halshs-04135764.

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2023Managing the Market Portfolio. (2023). Prokopczuk, Marcel ; Hollstein, Fabian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3675-3696.

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2023Consistent Estimation of Panel Data Sample Selection Models. (2023). Jimenez-Martin, Sergi ; Baltagi, Badi H ; al Sadoon, Majid ; Labeaga, Jose M. In: IZA Discussion Papers. RePEc:iza:izadps:dp16594.

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2024Longer Working Hours and Maternal Mental Health: A Comparison of Single vs. Partnered Mothers. (2024). Brown, Heather ; Bambra, Clare ; Wildman, John ; Simpson, Julija. In: IZA Discussion Papers. RePEc:iza:izadps:dp16875.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn.

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2023The Determinants of Volatility Timing Performance. (2023). Taylor, Nick. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1228-1257..

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2024Financial inclusion and banking sector competition in South Africa. (2024). Gwatidzo, Tendai ; Simbanegavi, Witness. In: Working Papers. RePEc:rbz:wpaper:11061.

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2023Impacts of red tide in peer-to-peer accommodations: A multi-regional input-output model. (2023). Court, Christa ; Kim, Jinwon ; Carrero, Gabriel Cardoso ; Saha, Bijeta Bijen ; Ferreira, Joo-Pedro. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:3:p:812-834.

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2023EU-SILC and the potential for synthetic panel estimates. (2023). Colgan, Brian. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02277-7.

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2023Assessing the consistency of the fixed-effects estimator: a regression-based Wald test. (2023). Spierdijk, Laura. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02298-2.

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2023Does planned innovation promote financial access? Evidence from Vietnamese SMEs. (2023). Hoang, Hieu Thi ; Nguyen, Son Kien ; Vu, Thai ; Tra, Thi Thu. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-023-00238-3.

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2023The influence of intellectual capital on organizational performance. (2023). Rukani, Sylvester ; Deka, Abraham ; Mukaro, Charlie Tatenda. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00208-1.

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2023Ignoring Non-ignorable Missingness. (2023). Skrondal, Anders ; Rabe-Hesketh, Sophia. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:1:d:10.1007_s11336-022-09895-1.

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2023Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach. (2023). Magazzini, Laura ; Calzolari, Giorgio ; Pino, Antonino ; Campolo, Maria Gabriella. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:2:d:10.1007_s10260-022-00672-z.

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2023Assessing maths learning gaps using Italian longitudinal data. (2023). Mignani, Stefania ; Bianconcini, Silvia ; Mingozzi, Jacopo. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:3:d:10.1007_s10260-022-00676-9.

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2023Structural transition of protein intake in urban China: Stage characteristics and driving forces. (2023). Si, Wei ; Zhai, Tianchang ; Zhao, Qiran ; Li, Yicong. In: Agribusiness. RePEc:wly:agribz:v:39:y:2023:i:s1:p:1559-1577.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan. In: EconStor Preprints. RePEc:zbw:esprep:289497.

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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]		article140
2009On the Use of Multifactor Models to Evaluate Mutual Fund Performance In: Financial Management.
[Full Text][Citation analysis]		article21
2010The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory In: Financial Management.
[Full Text][Citation analysis]		article14
2019Can Mutual Fund Investors Distinguish Good from Bad Managers? In: International Review of Finance.
[Full Text][Citation analysis]		article1
2012DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? In: Journal of Financial Research.
[Full Text][Citation analysis]		article30
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]		paper48
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 nother version. Agregated cites: 48		article
2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 48		paper
2009Evaluating portfolio value-at-risk using semi-parametric GARCH models In: LIDAM Reprints CORE.
[Citation analysis]		paper12
2009Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models.(2009) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 12		paper
2004Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models.(2004) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 12		paper
2005Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models.(2005) In: Computing in Economics and Finance 2005.
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This paper has nother version. Agregated cites: 12		paper
2009Evaluating portfolio Value-at-Risk using semi-parametric GARCH models.(2009) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 12		article
2006Selecting Copulas for Risk Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper122
2007Selecting copulas for risk management.(2007) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 122		article
2004The Economic Value of Predicting Stock Index Returns and Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article174
2001The Economic Value of Predicting Stock Index Returns and Volatility.(2001) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 174		paper
2000The Economic Value of Predicting Stock Index Returns and Volatility.(2000) In: Discussion Paper.
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This paper has nother version. Agregated cites: 174		paper
2005Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article71
2002Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance.(2002) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 71		paper
2002Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance.(2002) In: Discussion Paper.
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This paper has nother version. Agregated cites: 71		paper
1990On the estimation of a fixed effects model with selectivity bias In: Economics Letters.
[Full Text][Citation analysis]		article21
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]		article109
2002Estimating dynamic models from repeated cross-sections.(2002) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 109		paper
2000Estimating Dynamic Models from Repeated Cross-Sections.(2000) In: Discussion Paper.
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This paper has nother version. Agregated cites: 109		paper
1990Estimation of time-dependent parameters in linear models using cross-sections, panels, or both In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
1988Estimation of time dependent parameters in linear models using cross sections, panels or both.(1988) In: Research Memorandum.
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