121 key publications

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  Korteweg, A., Kraussl, R. and Verwijmeren, P. (2015). Does it pay to invest in art? A selection-corrected returns perspective Review of Financial Studies, 29(4):1007--1038.

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  Grundy, BruceD. and Verwijmeren, P. (2016). Disappearing Call Delay and Dividend-Protected Convertible Bonds The Journal of Finance, 71(1):195--223.

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  van Dolder, D., van den Assem, M.J., Camerer, C. and Thaler, R. (2015). Standing United or Falling Divided? High Stakes Bargaining in a TV Game Show American Economic Review, 105(5):402--407.

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  Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606.

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  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.

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  Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557.

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  Aït-Sahalia, Y., Laeven, R. and Pelizzon, L. (2014). Mutual excitation in Eurozone sovereign CDS Journal of Econometrics, 183(2):151--167.

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  Menkveld, A. and Hendershott, T. (2014). Price Pressures Journal of Financial Economics, 114(3):405--423.

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  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.

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  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.

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  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.
• Dai, Y., Gryglewicz, S., Smit, H. and De Maeseneire, W. (2013). Similar Bidders in Takeover Contests Games and Economic Behavior, 82:544--561.

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  Maas, V. and van Rinsum, M. (2013). How control system design influences performance misreporting Journal of Accounting Research, 51(5):1159--1186.
• Rosenkranz, S. and Weitzel, U. (2012). Network structure and strategic investments: An experimental analysis Games and Economic Behavior, 75(2):898--920.

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  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.

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  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.

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  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.

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  de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932.
• Duca, E.(., Dutordoir, M.(., Veld, C. and Verwijmeren, P. (2012). Why are convertible bond announcements associated with increasingly negative abnormal stock returns? An arbitrage-based explanation Journal of Banking and Finance, 36(11):2884--2899.

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  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.