Can, S., Einmahl, J., Khmaladze, E. and Laeven, R. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas The Annals of Statistics, 43(2):878--902.
89 key publications
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Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557. -
Menkveld, A. and Hendershott, T. (2014). Price Pressures Journal of Financial Economics, 114(3):405--423. -
Szymanowska, M., \de Roon\, F., Nijman, T. and \van den Goorbergh\, R. (2014). An Anatomy of Commodity Futures Risk Premia The Journal of Finance, 69(1):453--482. -
Skaife, H., Veenman, D. and Wangerin, D. (2013). Internal Control Over Financial Reporting and Managerial Rent Extraction: Evidence from the Profitability of Insider Trading Journal of Accounting and Economics, 55(1):91--110. -
Eiling, E. (2013). Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns The Journal of Finance, 68(1):43--84. -
Maas, V. and van Rinsum, M. (2013). How control system design influences performance misreporting Journal of Accounting Research, 51(5):1159--1186. -
van den Assem, M.J., van Dolder, D. and Thaler, R. (2012). Split or Steal? Cooperative Behavior When the Stakes Are Large Management Science, 58(1):2--20. -
Impink, J., Lubberink, M., van Praag, B. and Veenman, D. (2012). Did Accelerated Filing Requirements and Sox Section 404 Affect the Timeliness of 10-K Filings? Review of Accounting Studies, 17(2):227--253. -
Brown, S., Grundy, B., Lewis, C. and Verwijmeren, P. (2012). Convertibles and hedge funds as distributors of equity exposure Review of Financial Studies, 25(10):3077--3112. -
\de Roon\, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932. -
Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348. -
Maas, V. and Torres-Gonzalez, R. (2011). Subjective performance evaluation and gender discrimination Journal of Business Ethics, 101(4):667--681. -
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. -
Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33. -
Hellmann, T. and Perotti, E. (2011). The circulation of ideas in firms and markets Management Science, 57(10):1813--1826. -
\de Jong\, A., Dutordoir, \.(. and Verwijmeren, P. (2011). Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation Journal of Financial Economics, 100(1):113--129. -
Gryglewicz, S. (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns Journal of Financial Economics, 99(2):365--384. -
Foucault, T. and Menkveld, A. (2008). Competition for Order Flow and smart Order Routing Systems The Journal of Finance, 63(1):119--158. -
Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71.