697 key publications

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  Aït-Sahalia, Y., Fan, J., Laeven, R., Wang, C. and Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects Journal of the American Statistical Association, 112(520):1744--1758.

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  Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.

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  Menkveld, AlbertJ., Yueshen, B.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534.

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  Menkveld, AlbertJ. and Zoican, MariusA. (2017). Need for speed? Exchange latency and liquidity Review of Financial Studies, 30(4):1188--1228.

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  Karabiyik, H., Reese, S. and Westerlund, J. (2017). On the role of the rank condition in CCE estimation of factor-augmented panel regressions Journal of Econometrics, 197(1):60--64.

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  Engel, Y., van Burg, J.C., Kleijn, E. and Khapova, S. (2017). Past career in future thinking: How career management practices shape entrepreneurial decision-making Strategic Entrepreneurship Journal, 11(2):122--144.

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  Hessels, J., Rietveld, N. and van der Zwan, P. (2017). Self-employment and work-related stress: The mediating role of job control and job demand Journal of Business Venturing, 32(2):178--196.
• Siganos, A., Vagenas-Nanos, E. and Verwijmeren, P. (2017). Divergence of sentiment and stock market trading Journal of Banking and Finance, 78(May):130--141.

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  Smit, H., Pennings, E. and van Bekkum, S. (2017). Real Options and Institutions Journal of International Business Studies, 48(5):620--644.

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  Kappe, E., Venkataraman, S. and Stremersch, S. (2017). Predicting the consequences of marketing policy changes: A new data enrichment method with competitive reactions Journal of Marketing Research, 54(5):720--736.

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  Scalera, V., Perri, A. and Hannigan, T.J. (2017). Knowledge connectedness within and across home country borders: Spatial heterogeneity and the technological scope of firm innovations Journal of International Business Studies, :1--20.

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  Georgallis, P. (2017). The Link Between Social Movements and Corporate Social Initiatives: Toward a Multi-level Theory Journal of Business Ethics, 142(4):735--751.

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  Aydinli, A., Gu, Y. and Tuan Pham, M. (2017). An Experience-Utility Explanation of the Preference for Larger Assortments International Journal of Research in Marketing, 34(3):746--760.
• Cai, J.J., Chavez-Demoulin, V. and Guillou, A. (2017). Modified marginal expected shortfall under asymptotic dependence Biometrika, 104(1):243--249.

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  Gryglewicz, S., Décamps, J., Morellec, E. and Villeneuve, S. (2017). Corporate Policies with Permanent and Transitory Shocks Review of Financial Studies, 30(1):162--210.

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  Van Horen, F. and Pieters, R. (2017). Out-of-Category Brand Imitation: Product Categorization Determines Copycat Evaluation Journal of Consumer Research, 44(4):816--832.
• van de Leur, M.C.W., Lucas, A. and Seeger, NormanJ. (2017). Network, market, and book-based systemic risk rankings Journal of Banking and Finance, 78:84--90.

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  Peers, Y., van Heerde, H.J. and Dekimpe, M. (2017). Marketing Budget Allocation Across Countries: The Role of International Business Cycles Marketing Science, 36(5):792--809.
• Pennings, E. (2017). Real Options with Ex-Post Division of the Surplus Journal of Banking and Finance, 81:200--206.

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  Witte, C., Burger, M., Ianchovichina, E. and Pennings, E. (2017). Dodging bullets: the heterogeneous effect of political violence on greenfield FDI Journal of International Business Studies, 48(7):862--892.