Access Statistics for Theo Nijman

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 4 10 26 430
An Anatomy of Futures Returns: Risk Premiums and Trading Strategies 7 13 42 289 15 27 115 713
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 5 23 75 323
Common factors in international bond returns 3 4 15 325 9 22 66 882
Currency Hedging for International Stock Portfolios 3 4 19 819 10 18 56 2,645
Currency hedging for international stock portfolios: a general approach 3 6 28 437 10 27 101 1,192
Derivatengebruik van Nederlandse niet-financiele bedrijven 0 0 1 59 2 5 14 353
Do Countries or Industries Explain Momentum in Europe? 0 0 7 129 2 7 31 389
Do countries or industries explain momentum in Europe? 0 1 9 99 1 10 28 383
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 2 7 18 520
Estimation and Testing in Models Containing Both Jumps and Conditional Heteroskedasticity 0 1 18 310 8 12 37 1,057
Evaluating Style Analysis 1 2 7 689 1 3 27 1,839
Evaluating Style Analysis 2 3 11 156 5 20 62 549
Evaluating style analysis 2 5 20 393 10 15 63 868
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 3 8 24 1,307
High frequency analysis of lead-lag relationships between financial markets 14 27 94 393 34 63 244 1,197
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 16 22 79 625
Labor income and the demand for long-term bonds 0 1 6 50 2 8 36 206
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 2 6 25 521
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 2 8 33 184
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 1 8 40 297
Modeling comovements in trading intensities to distinguish sector and stock specific news 0 0 6 45 2 4 17 130
On the empirical evidence of mutual fund strategic risk taking 1 3 7 225 3 7 23 401
Optimal portfolio choice with annuitization 1 4 23 122 7 15 71 374
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 1 5 10 278
Pricing term structure risk in futures markets 1 3 12 374 8 17 78 1,349
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 0 1 7 219
Strategic and tactical allocation to commodities for retirement savings schemes 5 7 19 206 6 12 42 494
Style analysis and performance evaluation of Dutch mutual funds 8 19 71 857 18 52 207 2,372
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 4 28 280
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 6 10 34 262
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 3 3 11 376
Temporal Aggregation of Garch Processes 0 0 0 4 0 6 41 257
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 1 81 2 2 8 288
Testing affine term structure models in case of transaction costs 0 0 4 117 4 9 36 709
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 0 0 3 46
Testing for spanning with futures contracts and nontraded assets: a general approach 0 2 9 136 1 8 31 636
The dynamics of the impact of past performance on mutual fund flows 4 8 29 209 10 28 84 500
The price impact of trades in illiquid stocks in periods of high and low market activity 2 7 15 283 7 22 64 760
Total Working Papers 57 120 473 6,814 222 534 1,995 26,211

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 1 2 43 0 1 4 118
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 6 13 51 366
Common factors in international bond returns 0 0 0 24 0 0 2 73
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 3 5 13 65 4 7 20 171
Do countries or industries explain momentum in Europe? 1 3 13 48 4 14 49 176
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 1 12 88 0 2 18 213
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 2 4 23 156
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 2 4 7 38 2 4 10 66
Evaluating style analysis 0 1 11 56 0 2 29 136
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 1 5 7 20 2 8 30 141
Hedging Pressure Effects in Futures Markets 0 9 47 105 3 17 80 204
High frequency analysis of lead-lag relationships between financial markets 3 9 34 175 4 12 61 379
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 1 3 2 4 6 16
Marginalization and contemporaneous aggregation in multivariate GARCH processes 2 6 28 59 2 7 48 148
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 2 3 17 67 3 6 39 163
Missing Observations in the Dynamic Regression Model 1 3 5 57 1 4 9 145
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 1 20 125 0 4 33 283
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 2 8 20 138
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 1 16 146
Price effects of trading and components of the bid-ask spread on the Paris Bourse 1 3 10 89 1 4 21 214
Temporal Aggregation of GARCH Processes 5 21 91 567 6 35 145 1,435
Testing affine term structure models in case of transaction costs 1 2 7 10 1 2 14 42
Testing for Selectivity Bias in Panel Data Models 4 12 50 297 7 18 91 806
Testing for mean-variance spanning: a survey 1 4 27 178 4 11 45 344
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 1 4 53
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 1 21 0 1 7 62
The optimal choice of controls and pre-experimental observations 0 0 1 9 1 3 22 58
Yet another look at mutual fund tournaments 1 2 4 28 1 2 10 92
Total Journal Articles 28 95 408 2,172 58 195 907 6,344

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Statistics updated 2009-11-04