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.
8 key publications
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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. -
de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932. -
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. -
Hoogerheide, L., Opschoor, A. and van Dijk, H.K. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics, 171(2):101--120. -
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. -
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.