Access Statistics for Matthijs Lof

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
Aid and Income: Another Time-Series Perspective 0 1 1 46 0 1 8 114
Asymmetric information and the distribution of trading volume 0 0 0 12 0 8 18 83
Asymmetric information and the distribution of trading volume 0 0 2 23 0 3 9 125
Does sovereign debt weaken economic growth? A Panel VAR analysis 0 0 0 184 1 4 13 358
Essays on Expectations and the Econometrics of Asset Pricing 0 0 0 42 1 5 11 91
GMM estimation with noncausal instruments under rational expectations 0 0 0 29 1 4 8 79
Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions 0 0 1 45 0 2 7 185
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 0 44 5 11 43 481
Noncausality and Asset Pricing 0 0 0 64 0 1 14 221
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard errors 0 0 1 12 0 8 34 79
Rational Speculators, Contrarians and Excess Volatility 0 0 0 12 0 3 12 140
Total Working Papers 0 1 6 544 13 76 277 2,223
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aid and Income: Another Time-series Perspective 0 1 1 42 1 5 10 246
Asymmetric information and the distribution of trading volume 0 0 3 8 2 11 40 77
Discount rates and cash flows: A local projection approach 0 1 6 7 0 5 28 38
Does sovereign debt weaken economic growth? A panel VAR analysis 0 0 1 83 0 4 15 309
Expected market returns: SVIX, realized volatility, and the role of dividends 0 1 1 10 0 2 8 57
GMM Estimation with Non-causal Instruments under Rational Expectations 0 0 0 4 1 5 10 50
Heterogeneity in stock prices: A STAR model with multivariate transition function 0 0 0 28 2 6 25 214
Identifying accounting conservatism in the presence of skewness 0 0 1 1 0 5 13 22
Mind the Basel gap 0 0 1 3 0 0 10 26
Noncausality and asset pricing 0 0 0 21 0 3 6 128
Noncausality and the commodity currency hypothesis 0 0 0 23 2 9 14 89
Nonstandard Errors 0 2 7 44 0 9 53 176
Rational Speculators, Contrarians, and Excess Volatility 0 0 0 12 0 4 14 63
Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) 0 0 0 20 1 4 11 105
Total Journal Articles 0 5 21 306 9 72 257 1,600


Statistics updated 2026-06-04