23 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.

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  Peers, Y., Fok, D. and Franses, P.H. (2012). Modeling Seasonality in New Product Diffusion Marketing Science, 31(2):351--364.

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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.