Gorgi, P. and Koopman, S.J. (2023). Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects Journal of Econometrics, 237(2):1--21.
31 key publications
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Keller, K. and Guyt, J. (2023). A War on Sugar? Effects of Reduced Sugar Content and Package Size in the Soda Category Journal of Marketing, 87(5):698--718. -
van Lin, A., Aydinli, A., Bertini, M., Van Herpen, E. and Von Schuckmann, J. (2023). Does Cash Really Mean Trash? An Empirical Investigation into the Effect of Retailer Price Promotions on Household Food Waste Journal of Consumer Research, 50(4):663--682. -
Mayer, A. and Wied, D. (2023). Estimation and inference in factor copula models with exogenous covariates Journal of Econometrics, 235(2):1500--1521. -
van Angeren, J. and Karunakaran, A. (2023). Anchored Inferential Learning: Platform-Specific Uncertainty, Venture Capital Investments by the Platform Owner, and the Impact on Complementors Organization Science, 34(3):1027--1050. -
Telg, S., Dubinova, A. and Lucas, A. (2023). Covid-19, credit risk management modeling, and government support Journal of Banking and Finance, 147:1--13.
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Atanasiu, R., Ruotsalainen, R. and Khapova, S. (2023). A simple rule is born: how CEOs distill heuristics Journal of Management Studies, 60(5):1064--1104. -
Custodio João, I., Lucas, A., Schaumburg, J. and Schwaab, B. (2023). Dynamic clustering of multivariate panel data Journal of Econometrics, 237(2, Part B):1--18. -
Teeselink, B.K., van den Assem, MartijnJ. and van Dolder, D. (2023). Does Losing Lead to Winning? An Empirical Analysis for Four Sports Management Science, 69(1):513--532. -
Renkema, E., Broekhuis, M., Tims, M. and Ahaus, K. (2023). Working around: Job crafting in the context of public and professional accountability Human Relations, 76(9):1352--1381. -
Biais, B., Bisière, C., Bouvard, M., Casamatta, C. and Menkveld, AlbertJ. (2023). Equilibrium Bitcoin Pricing The Journal of Finance, 78(2):967--1014.