Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
146 Key Publications
filtered by:
-
-
Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411.
-
Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.
-
Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
-
van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
-
Almeida da Matta, R. and Perotti, E. (2019). Pay, Stay or Delay Quarterly Journal of Economics, :.
-
Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.
-
Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985.
-
Kirchler, M., Lindner, F. and Weitzel, U. (2018). Rankings and Risk-Taking in the Finance Industry The Journal of Finance, 73(5):2271--2302.
-
Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2018). Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans Review of Financial Studies, 31(8):2855--2896.
-
Adams, R., Akyol, A. and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662.
-
Andonov, A., Hochberg, YaelV. and Rauh, JoshuaD. (2018). Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds The Journal of Finance, 73(5):2041--2086.
-
Malmendier, U., Moretti, E. and Peters, F. (2018). Winning by Losing: Evidence on the Long-Run Effects of Mergers Review of Financial Studies, 31(8):3212–3264.
-
Grundy, B. and Verwijmeren, P. (2018). The buyers’ perspective on security design: Hedge funds and convertible bond call provisions Journal of Financial Economics, 127(1):77--93.
-
Opschoor, A., Janus, P., Lucas, A. and Van Dijk, D. (2018). New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics, 36(4):643--657.
-
van Bekkum, S., Irani, R. and Gabarro Bonet, M. (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896.
-
Bos, M., Breza, E. and Liberman, A. (2018). The labor market effects of credit market information Review of Financial Studies, 31(6):2005--2037.
-
Golez, B. and Koudijs, P. (2018). Four centuries of return predictability Journal of Financial Economics, 127(2):248--263.
-
Jochem, T., Ladika, T. and Sautner, Z. (2018). The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting Review of Financial Studies, 31(11):4142–4186.
-
Andonov, A., Bauer, R. and Cremers, M. (2017). Pension Fund Asset Allocation and Liability Discount Rates Review of Financial Studies, 30(8):2555--2595.