Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
28 key alumni publications
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Pietro Dindo (2019). Survival in speculative markets Journal of Economic Theory.
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Brügemann, B., Gautier, P. and Menzio, G. (2019). Intra firm bargaining and shapley values Review of Economic Studies, 86(2):564--592.
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Tim Willems (2019). A note on optimal experimentation under risk aversion Journal of Economic Theory.
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Wang, W., Zhang, X.(. and Paap, R. (2019). To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
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Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.
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Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.
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Koster, HansR.A. and van Ommeren, J. (2019). Place-based policies and the housing market Review of Economics and Statistics, 101(3):400--414.