Access Statistics for Theo Nijman

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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 0 0 0 472
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 1 1 1 20
A natural approach to optimal forecasting in case of preliminary observations 0 0 0 1 1 1 1 13
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 0 1 17
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 0 0 2 453
Can cohort data be treated as genuine panel data? 0 0 0 20 1 1 2 88
Common Factors in International Bond Returns 0 0 0 24 0 0 40 157
Consistent estimation of rational expectation models 0 0 0 0 1 2 4 24
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 0 0 3 15
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 0 1 3 32
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven 0 0 0 23 0 0 0 72
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 0 1 4 48
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 0 0 0 572
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 1 1 13
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 0 1 160 1 4 10 1,023
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 1 1 1 28
Empirical tests of a simple pricing model for sugar futures 0 0 0 4 1 1 1 27
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 0 2 37
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 0 2 13
Evaluating Style Analysis 0 0 1 192 0 0 2 1,001
Evaluating Style Analysis 0 0 1 5 0 1 2 31
Exclusion restrictions in instrumental variables equations 0 0 0 3 0 0 1 19
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 0 0 0 1,368
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 1 1 4 24
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 9 1 1 1 61
High frequency analysis of lead-lag relationships between financial markets 0 1 3 107 0 2 6 251
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 1 3 3 876
Incomplete panels and selection bias: A survey 0 0 0 41 0 0 2 80
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 1 1 36
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 0 1 585
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 0 0 0 235
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 0 1 2 22
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 0 0 3 372
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 0 0 3 0 0 0 16
Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News 0 0 0 3 0 0 0 25
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 0 10 0 0 0 51
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 0 0 0 47
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 0 3 110
Performance analysis of international mutual funds incorporating market frictions 0 0 0 7 0 0 0 30
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 0 0 1 35
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 0 317
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 1 2 16
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 1 1 33
Pricing Term Structure Risk in Futures Markets 0 0 0 10 1 1 2 34
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 1 2 2 267
Recent developments in modeling volatility in financial data 0 0 0 0 1 1 1 11
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes 0 0 1 10 0 0 1 36
Style Analysis and Performance Evaluation of Dutch Mutual Funds 0 0 0 31 0 0 0 133
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 1 2 398
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 1 2 4 455
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 1 2 405
Temporal Aggregation of Garch Processes 0 0 0 4 1 2 2 367
Temporal aggregation of GARCH processes 0 0 0 13 0 1 1 74
Temporal aggregation of GARCH processes 0 0 0 21 0 0 0 79
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 1 2 335
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 1 1 20
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 1 1 2 46
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 0 0 0 143
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 3 22 0 1 5 63
Testing for mean-variance spanning: A survey 0 0 0 4 0 0 1 36
Testing for selectivity bias in panel data models 0 0 1 16 1 1 6 86
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 0 0 55
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity 0 0 0 7 0 0 0 40
The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data 0 0 0 2 0 0 0 14
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 1 1 3 26
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 0 0 0 25
Total Working Papers 0 1 11 933 18 43 150 11,913

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 0 0 61 2 2 4 223
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 3 5 13 596
Common factors in international bond returns 1 1 3 73 1 4 12 211
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 1 112 0 1 3 329
Do countries or industries explain momentum in Europe? 0 0 1 132 0 0 3 491
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 1 125 1 1 3 366
Estimating the term structure of mortality 0 0 0 27 0 0 0 107
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 0 1 288
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 0 0 1 139
Evaluating style analysis 0 0 0 94 0 0 0 275
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 0 0 4 189
Hedging Pressure Effects in Futures Markets 0 2 5 209 2 8 18 606
High frequency analysis of lead-lag relationships between financial markets 0 2 2 274 1 3 6 656
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 9 0 1 1 77
Longevity risk and capital markets: The 2008-2009 update 0 0 0 30 0 0 1 73
Longevity risk in portfolios of pension annuities 0 0 1 94 0 0 3 284
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 1 4 257
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 1 1 3 164 3 3 12 520
Missing Observations in the Dynamic Regression Model 0 0 0 71 0 2 2 225
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 0 241 0 0 2 539
Optimal Annuity Risk Management 0 1 1 14 0 1 5 98
Performance information dissemination in the mutual fund industry 0 1 1 42 0 1 3 231
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 1 3 212
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 1 1 186
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 0 5 405
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 1 1 57
Temporal Aggregation of GARCH Processes 0 1 1 852 2 5 15 2,128
Testing affine term structure models in case of transaction costs 0 0 0 20 1 4 5 118
Testing for Selectivity Bias in Panel Data Models 1 1 3 702 3 4 14 1,840
Testing for mean-variance spanning: a survey 0 0 0 287 0 1 6 596
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 1 2 72
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 0 1 132
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 1 2 109
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 1 1 55 1 2 5 162
Yet another look at mutual fund tournaments 0 0 0 55 1 1 1 205
Total Journal Articles 3 11 24 4,127 21 55 162 13,002

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Statistics updated 2025-09-05