696 key publications

• Estevez Fernandez, M.A. (2012). New Characterizations for Largeness of the Core Games and Economic Behavior, 76(1):160--180.

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  Schaumburg, J. (2012). Predicting extreme Value at Risk: Nonparametric quantile regression with refinements from extreme value theory Computational Statistics and Data Analysis, 56(12):4081--4096.

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  Toubia, O., de Jong, M., Stieger, D. and Fueller, J. (2012). Measuring Consumer Preferences Using Conjoint Poker Marketing Science, 31(1):138--156.

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  Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.

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  Dellaert, B., Donkers, B. and van Soest, A. (2012). Complexity Effects in Choice Experiment-Based Models Journal of Marketing Research, 49(3):424--434.
• van den Brink, J.R. (2012). Efficiency and Collusion Neutrality in Cooperative Games and Networks Games and Economic Behavior, 76(1):344--348.

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  de Jong, M., Lehmann, D. and Netzer, O. (2012). State-Dependence Effects in Surveys Marketing Science, 31(5):838--854.

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  Volberda, H., van der Weerdt, N.P., Verwaal, E., Stienstra, M. and Verdu, AntonioJ. (2012). Contingency Fit, Institutional Fit and Firm Performance: A Meta-fit Approach to Organization Environment Relationships Organization Science, 23(4):1040--1054.

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  Cai, J.J., Einmahl, JohnH.J. and De Haan, L. (2011). Estimation of extreme risk regions under multivariate regular variation Annals of Statistics, 39(3):1803--1826.

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  de Jong, A., Dutordoir, M.(. and Verwijmeren, P. (2011). Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation Journal of Financial Economics, 100(1):113--129.

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  Gryglewicz, S. (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns Journal of Financial Economics, 99(2):365--384.

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  Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.

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  Creal, D., Koopman, S. and Lucas, A. (2011). A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations Journal of Business and Economic Statistics, 29(4):552--563.

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  Boswijk, H. and van der Weide, R. (2011). Method of moments estimation of GO-GARCH models Journal of Econometrics, 163(1):118--126.

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  Pesaran, H. and Pick, A. (2011). Forecast combination across estimation windows Journal of Business and Economic Statistics, 29(2):307--318.

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  Cahan, S., Zhang, W. and Veenman, D. (2011). Did the waste management audit failures signal lower firm-wide audit quality at Arthur Andersen? Contemporary Accounting Research, 28(3):859--891.
• de Jong, A., Verbeek, M. and Verwijmeren, P. (2011). Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree Journal of Banking and Finance, 35(5):1303--1314.

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  Maas, V. and Torres-Gonzalez, R. (2011). Subjective performance evaluation and gender discrimination Journal of Business Ethics, 101(4):667--681.

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  Almeida Camacho, N., Donkers, B. and Stremersch, S. (2011). Predictably Non-Bayesian: Quantifying Salience Effects in Physician Learning about Drug Quality Marketing Science, 30(2):305--320.

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  Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33.