Marno Verbeek : Citation Profile

Erasmus Universiteit Rotterdam

21

H index

34

i10 index

2522

Citations

RESEARCH PRODUCTION:

42

Articles

58

Papers

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 74
   Journals where Marno Verbeek has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 21 (0.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve266
   Updated: 2025-12-20    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)

Rice, Nigel (16)

Kapteyn, Arie (16)

Roberts, Jennifer (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)

Newey, Whitney (12)

Moffitt, Robert (12)

Timmermann, Allan (12)

Hartmann, Philipp (11)

Grinblatt, 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
Applied Econometrics2
Journal of Applied Econometrics2
Financial Management2
Journal of Financial and Quantitative Analysis2
Economics Letters2
Review of Finance2

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 (2025 and 2024)

YearTitle of citing document
2025The Chained Difference-in-Differences. (2025). Benatia, David ; Dortet-Bernardet, Vincent ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085.

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2025Scaling up to the cloud: Cloud technology use and growth rates in small and large firms. (2025). Fontanelli, Luca ; Caldarola, Bernardo. In: Papers. RePEc:arx:papers:2409.17035.

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2025Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions. (2025). Klabjan, Diego ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2508.14762.

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2025Using did_multiplegt_dyn to Estimate Event-Study Effects in Complex Designs: Overview, and Four Examples Based on Real Datasets. (2025). Knau, Felix ; D'Haultfoeuille, Xavier ; Ciccia, Diego ; Arboleda, David ; Angotti, Romain ; Li, Bingxue ; Quispe, Anzony ; Fabre, Henri ; de Chaisemartin, Cl'Ement ; Sow, Doulo ; Mal, M'Elitine. In: Papers. RePEc:arx:papers:2510.19426.

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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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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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2024Do unions care about low‐paid workers? Evidence from Norway. (2024). Svarstad, Elin. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:63:y:2024:i:4:p:417-441.

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2024A Multifactor Perspective on Volatility‐Managed Portfolios. (2024). Uppal, Raman ; Martnutrera, Alberto ; Demiguel, Victor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3859-3891.

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2024Increasing Boro rice productivity through credit: Evidence from Bangladesh. (2024). Rayhan, Shah Johir ; Rahman, Md Sadique ; Lyu, Kaiyu. In: Agricultural Economics. RePEc:caa:jnlage:v:70:y:2024:i:2:id:341-2023-agricecon.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024Do investors benefit from MiFID II unbundling?. (2024). Halling, Michael ; Froberg, Emelie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000774.

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2024Urban–Rural heterogeneity in the effect of population ageing on the savings rate of urban and rural households in China. (2024). Du, Xuyang ; Mohd, Saidatulakmal. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:999-1010.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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

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2025The chained difference-in-differences. (2025). Benatia, David ; Dortet-Bernadet, Vincent ; Bellgo, Christophe. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624001295.

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2025Multibanking in microfinance yields positive performance: Evidence from Ecuadorian entrepreneurs. (2025). Strøm, Reidar ; Mersland, Roy ; Strm, Ystein R ; Baghdasaryan, Vardan. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000512.

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2025On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x.

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2025Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301.

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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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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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2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

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2024Impact of geopolitical risk on target debt ratio. (2024). Shrestha, Keshab ; Suresh, Sheena Sara ; Khaw, Karren Lee-Hwei. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013363.

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

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

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2024Crowding of international mutual funds. (2024). Artiga Gonzalez, Tanja ; Dyakov, Teodor ; Inhoffen, Justus ; Wipplinger, Evert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001195.

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2025Sell-side analysts and mutual fund managers: Complements or substitutes?. (2025). Park, Haerang ; Oh, Byungmin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000664.

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

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2024Stock returns, industry concentration and firm expenditure decisions. (2024). Malki, Issam ; Sivaprasad, Sheeja ; Muradoglu, Gulnur ; Kamuriwo, Dzidziso Samuel. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000377.

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2025The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029.

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2024Access to credit and firm survival during a crisis: The case of zero-bank-debt firms. (2024). Mayordomo, Sergio ; Garcia-Posada, Miguel ; Blanco, Roberto ; Rodriguez-Moreno, Maria. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000305.

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2024A four-factor model based on factor momentum. (2024). Li, Daye ; Cui, Mengqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002634.

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2024The role of financial flexibility in corporate cash donations. (2024). Yang, Hsuan-Hua ; Lu, Chien-Lin ; Yeh, Chia-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003111.

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2024Executive pay restrictions, political promotion, and firm efficiency: Evidence from China. (2024). Wang, Xiaoke ; Li, Wentao ; Yu, Lisheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003202.

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2025Data-driven monetary policy: Evidence from the Bank of Japan’s equity purchase program. (2025). Nikitopoulos, Christina Sklibosios ; Liu, Zechu ; Phua, Kenny ; Wang, Jianxin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003676.

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2024Analyzing the nature of fund selection measures: Stock picking or trading skill?. (2024). Liao, Wen-Ju ; Lin, Wanling ; Sun, Ping-Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000899.

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2024A hybrid approach integrating case mining (CM) and the Copula Bayesian Network (CBN) for accident causation probabilistic reasoning of building construction collapses. (2024). Zheng, Xiazhong ; Nie, Benwu ; Jin, Lianghai ; Wang, Jie ; Chen, Yun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:252:y:2024:i:c:s0951832024005416.

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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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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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2025Financial flexibility or financial constraints? Zero-leverage firms during the COVID-19 pandemic. (2025). Choi, Jiyoon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004562.

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2025Reversal of divergent decisions: Wise or hasty decisions?. (2025). Andreu, Laura ; Gimeno, Ruth ; Serrano, Miguel ; Sarto, Jos Luis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000583.

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2024Does health aid matter to financial risk protection? A regression analysis across 159 household surveys, 2000–2016. (2024). Suhrcke, Marc ; Neelsen, Sven ; Eozenou, Patrick Hoang-Vu ; Smitz, Marc-Francois ; Gabani, Jacopo. In: Social Science & Medicine. RePEc:eee:socmed:v:356:y:2024:i:c:s0277953624006014.

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2025Innovation in the storm: How typhoons are reshaping the corporate R&D landscape. (2025). Xu, Xueguo ; Lei, Xue. In: Technology in Society. RePEc:eee:teinso:v:81:y:2025:i:c:s0160791x25000181.

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2024Mind vs matter: economic and psychologic determinants of take-up rates of social benefits in the UK. (2024). Vella, Melchior ; Richiardi, Matteo. In: Centre for Microsimulation and Policy Analysis Working Paper Series. RePEc:ese:cempwp:cempa6-24.

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2025Debt, Equity, and the Pecking Order: Evidence from Financing Decisions of Dividend-Paying Firms. (2025). Psychoyios, Dimitrios ; Kakouris, Konstantinos. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:161-:d:1739028.

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2024On the Ratio-Type Family of Copulas. (2024). Bentoumi, Rachid ; Mesfioui, Mhamed ; el Ktaibi, Farid. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1743-:d:1407983.

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2024Assessing Mutual Fund Performance in China: A Sector Weight-Based Approach. (2024). Montgomery, Heather A ; Sheng, Dachen. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:16:p:2449-:d:1451624.

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2025From Inequality to Extremes and Back: A Lorenz Representation of the Pickands Dependence Function. (2025). Fontanari, Andrea ; Cirillo, Pasquale. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2047-:d:1683715.

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2024Capital Structure Dynamics: Evidence from the Korean Listing Market. (2024). Ju, Byung-Chul. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:11:p:4558-:d:1403268.

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2025Pension Policy and Personal Finance: Defined-Contribution Plans and Retirement Strategies in the United Kingdom. (2025). Panos, Georgios ; Petrakis, Ioannis. In: Working Papers. RePEc:gla:glaewp:2025_06.

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2025Investment universe-level returns to scale and active fund management. (2025). Rpetveit, Andreas. In: Discussion Papers. RePEc:hhs:nhhfms:2025_014.

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2025Impact of Quantitative Easing on Bank Lending to Different Industries or Sectors. (2025). ズイ, セイエン, ; Sui, Qing-Yuan. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-144.

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

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2024Comparison of Value at Risk (VaR) Multivariate Forecast Models. (2024). Righi, Marcelo ; Muller, Fernanda Maria. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10330-x.

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2025Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation. (2025). Ji, Bingbing ; Chen, Zhiping ; Mei, YU ; Liu, Jia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10699-x.

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

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn_v1.

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2024The technical and economic effects of biodiversity standards on wheat production. (2024). Latruffe, Laure ; Duvaleix, Sabine ; Lassalas, Marie. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:51:y:2024:i:2:p:275-308..

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2024The impact of formal care provision on informal care receipt for people over 75 in England. (2024). Mališauskaite, Gintarė ; Forder, Julien ; Malisauskaite, Gintare ; Nizalova, Olena ; Saloniki, Eirini-Christina. In: PLOS ONE. RePEc:plo:pone00:0297157.

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2024High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. (2024). Kuang, Wei. In: PLOS ONE. RePEc:plo:pone00:0303962.

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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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2024Biased Calibration: Exacerbating Instead of Mitigating Entrepreneurial Overplacement with Reference Values. (2024). Schwienbacher, Armin ; Blaseg, Daniel. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:5:p:1131-1159.

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2024Economic Integration and Endogenous Trade Agreements: Analysing Global Trade Effects. (2024). Paul, Anusree. In: Journal of Asian Economic Integration. RePEc:sae:jfasei:v:6:y:2024:i:2:p:215-235.

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2024How Does Financial Flexibility Strategy Impact on Risk Management Effectiveness?. (2024). Nguyen, Quang Khai. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240842.

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2024Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach. (2024). Eita, Joel ; Tchuinkam, Charles Raoul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02482-y.

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2025Industry return predictability using health policy uncertainty. (2025). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00758-z.

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2024Intergenerational earnings mobility in Ghana. (2024). Boahen, Emmanuel Adu ; Opoku, Kwadwo. In: International Review of Economics. RePEc:spr:inrvec:v:71:y:2024:i:1:d:10.1007_s12232-023-00433-8.

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2024Concentration of Innovation Investments Along the Business Cycle. (2024). Mendi, Pedro. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01267-z.

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2025Design: a critical input to rural innovative entrepreneurship. (2025). Wojan, Timothy ; Han, Luyi ; Tian, Zheng ; Goetz, Stephan J. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00528-2.

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2025Happy citizens trust their rulers. (2025). Zhang, Youxing ; Howley, Peter ; Hetschko, Clemens. In: Journal of Population Economics. RePEc:spr:jopoec:v:38:y:2025:i:3:d:10.1007_s00148-025-01120-4.

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2024Cloud technologies, firm growth and industry concentration: Evidence from France. (2024). Fontanelli, Luca ; Caldarola, Bernardo. In: LEM Papers Series. RePEc:ssa:lemwps:2024/25.

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2024Does Performance Pay Increase the Risk of Worker Loneliness?. (2024). Baktash, Mehrzad B.. In: Research Papers in Economics. RePEc:trr:wpaper:202412.

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2025Agency Costs in Small Firms. (2021). Bianchi, Milo ; Luomaranta, Henri. In: TSE Working Papers. RePEc:tse:wpaper:125982.

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2024The Role of Climate Change, Employment, Government Expenditure, and Imports on the Value of Agricultural Production in Romania. (2024). Alina, Zaharia ; Claudiu, Tudorache ; Vanessa, Shonkwiler ; Steliana, Mocanu. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:18:y:2024:i:1:p:1671-1681:n:1024.

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2024For Labor or for Divorce ? Unilateral Divorce Laws and Women’s Labor Outcomes. (2024). LOUKILI, SARA ; Eissa, Nada Omer ; Fourouheshfar, Yeganeh ; el Mekkaoui, Najat. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10661.

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2024Do longer job hours matter for maternal mental health? A longitudinal analysis of single versus partnered mothers. (2024). Brown, Heather ; Bambra, Clare ; Wildman, John ; Simpson, Julija. In: Health Economics. RePEc:wly:hlthec:v:33:y:2024:i:12:p:2742-2756.

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2024Performance and reporting predictability of hedge funds. (2024). Beckerfoss, Elisa. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2257-2278.

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2025Do Price Jumps Matter in Volatility Forecasts of US Treasury Futures?. (2025). Zhang, Xueer ; Chiu, Chienliang ; Hung, Juicheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:326-342.

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2025Systemic Credit Risk Premium: Insights From Credit Derivatives Markets. (2025). Kim, Baeho ; Byun, Kiwoong ; Oh, Dong Hwan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1448-1465.

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2025Determinants of Catastrophic Health Expenditure and Its Impact on Poverty in Deltaic Country: Evidence From Bangladesh. (2025). Sarkar, Md Abdur Rouf ; Alam, Mohammad Jahangir ; Yang, BO ; Begum, Ismat Ara ; Ding, Shijun ; Ebn, Md Jahid ; Rouf, Md Abdur. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:4:p:5414-5435.

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2025Daily Consumption Smoothing? New Evidence from a Payment Diary. (2025). Schuh, Scott ; Gilyard, Shaun. In: Working Papers. RePEc:wvu:wpaper:25-04.

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

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2024Does Performance Pay Increase the Risk of Worker Loneliness?. (2024). Baktash, Mehrzad B.. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1524.

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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]		article147
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]		article15
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]		article35
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]		paper49
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: 49		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: 49		paper
2009Evaluating portfolio value-at-risk using semi-parametric GARCH models In: LIDAM Reprints CORE.
[Citation analysis]		paper13
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: 13		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: 13		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: 13		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: 13		article
2006Selecting Copulas for Risk Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper127
2007Selecting copulas for risk management.(2007) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		article
2004The Economic Value of Predicting Stock Index Returns and Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article182
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 nother version. Agregated cites: 182		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: 182		paper
2005Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article73
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 nother version. Agregated cites: 73		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: 73		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]		article110
2002Estimating dynamic models from repeated cross-sections.(2002) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2000Estimating Dynamic Models from Repeated Cross-Sections.(2000) In: Discussion Paper.
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This paper has nother version. Agregated cites: 110		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1991The efficiency of rotating-panel designs in an analysis-of-variance model In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
1991The efficiency of rotating panel designs in an analysis of variance model.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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.
[Full Text][Citation analysis]
This paper has nother 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]		article80
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 nother version. Agregated cites: 80		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 nother version. Agregated cites: 80		paper
1999Two-step estimation of panel data models with censored endogenous variables and selection bias In: Journal of Econometrics.
[Full Text][Citation analysis]		article127
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 nother version. Agregated cites: 127		paper
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article31
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
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This paper has nother version. Agregated cites: 31		paper
2004Do countries or industries explain momentum in Europe?.(2004) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		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]		article19
2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		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]		article25
2006Portfolio implications of systemic crises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2007Cross-sectional learning and short-run persistence in mutual fund performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article42
2011Firms debt-equity decisions when the static tradeoff theory and the pecking order theory disagree In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article45
2013Front-running of mutual fund fire-sales In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2013Better than the original? The relative success of copycat funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
1999Estimating the returns to education for Australian youth via rank-order instrumental variables In: Labour Economics.
[Full Text][Citation analysis]		article21
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]		paper13
2007Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry.(2007) In: Review of Finance.
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This paper has nother version. Agregated cites: 13		article
2005A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper7
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.
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This paper has nother 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]		paper1
2022Hedge Fund Flows and Performance Streaks: How Investors Weigh Information.(2022) In: Management Science.
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This paper has nother version. Agregated cites: 1		article
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]		paper3
1990TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper380
1992Testing for Selectivity Bias in Panel Data Models..(1992) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 380		article
1990Testing for selectivity bias in panel data models.(1990) In: Discussion Paper.
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This paper has nother version. Agregated cites: 380		paper
1990CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper201
1992Can Cohort Data Be Treated as Genuine Panel Data?.(1992) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 201		article
1990Can cohort data be treated as genuine panel data?.(1990) In: Discussion Paper.
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This paper has nother version. Agregated cites: 201		paper
1992Can cohort data be treated as genuine panal data?.(1992) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 201		paper
1992Incomplete Panels and Selection Bias: A Survey. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper41
1992Incomplete panels and selection bias : A survey.(1992) In: Discussion Paper.
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This paper has nother version. Agregated cites: 41		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 nother 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 nother version. Agregated cites: 12		paper
2014Information Content When Mutual Funds Deviate from Benchmarks In: Management Science.
[Full Text][Citation analysis]		article21
2017Using linear regression to establish empirical relationships In: IZA World of Labor.
[Full Text][Citation analysis]		article3
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]		article71
1992Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article128
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 nother version. Agregated cites: 128		paper
2020Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* In: Review of Finance.
[Full Text][Citation analysis]		article8
2007A Guide to Modern Econometrics In: Applied Econometrics.
[Full Text][Citation analysis]		article17
2006Panel Data Models In: Applied Econometrics.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]
This paper has nother 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]		paper1
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.
[Full Text][Citation analysis]		paper305

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