Marno Verbeek : Citation Profile

Erasmus Universiteit Rotterdam

21

H index

34

i10 index

2486

Citations

RESEARCH PRODUCTION:

42

Articles

58

Papers

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 73
   Journals where Marno Verbeek has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 21 (0.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve266
   Updated: 2025-04-19    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)

Kapteyn, Arie (16)

Pagan Rodriguez, Ricardo (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)

Timmermann, Allan (12)

Newey, Whitney (12)

Hartmann, Philipp (11)

Stambaugh, Robert (9)

Main data

Production by document typearticlepaper1988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202201020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202205001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents12345678910111213141516171819202122230200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Economics Letters2
Financial Management2
Applied Econometrics2
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025The Chained Difference-in-Differences. (2023). Dortet-Bernardet, Vincent ; Benatia, David ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085.

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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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2024.

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2024.

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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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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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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 ; Khaw, Karren Lee-Hwei ; Suresh, Sheena Sara. 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 ; 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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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). 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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2024Stock returns, industry concentration and firm expenditure decisions. (2024). Sivaprasad, Sheeja ; Malki, Issam ; 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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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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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). Nie, Benwu ; Jin, Lianghai ; Wang, Jie ; Chen, Yun ; Zheng, Xiazhong. 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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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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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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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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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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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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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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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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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:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article145
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]		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]		article33
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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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]		paper12
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 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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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]		paper125
2007Selecting copulas for risk management.(2007) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 125		article
2004The Economic Value of Predicting Stock Index Returns and Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article177
2001The Economic Value of Predicting Stock Index Returns and Volatility.(2001) In: ERIM Report Series Research in Management.
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2000The Economic Value of Predicting Stock Index Returns and Volatility.(2000) In: Discussion Paper.
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2005Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article73
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: 73		paper
2002Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
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.
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2000Estimating Dynamic Models from Repeated Cross-Sections.(2000) In: Discussion Paper.
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1990Estimation of time-dependent parameters in linear models using cross-sections, panels, or both In: Journal of Econometrics.
[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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1991The efficiency of rotating-panel designs in an analysis-of-variance model In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
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]		article4
1992The optimal choice of controls and pre-experimental observations.(1992) In: Other publications TiSEM.
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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]		article77
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]
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1993Minimum MSE estimation of a regression model with fixed effects from a series of cross sections.(1993) In: Other publications TiSEM.
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1999Two-step estimation of panel data models with censored endogenous variables and selection bias In: Journal of Econometrics.
[Full Text][Citation analysis]		article126
1999Two-step estimation of panel data models with censored endogenous variables and selection bias.(1999) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 126		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.
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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.
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1999An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article18
2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance.(2001) In: Other publications TiSEM.
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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]		article24
2006Portfolio implications of systemic crises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
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]		article44
2013Front-running of mutual fund fire-sales In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
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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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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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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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]		paper372
1992Testing for Selectivity Bias in Panel Data Models..(1992) In: International Economic Review.
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1990Testing for selectivity bias in panel data models.(1990) In: Discussion Paper.
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1990CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper201
1992Can Cohort Data Be Treated as Genuine Panel Data?.(1992) In: Empirical Economics.
[Citation analysis]
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1990Can cohort data be treated as genuine panel data?.(1990) In: Discussion Paper.
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1992Can cohort data be treated as genuine panal data?.(1992) In: Other publications TiSEM.
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1992Incomplete Panels and Selection Bias: A Survey. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper41
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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