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 0 0 0 19
A natural approach to optimal forecasting in case of preliminary observations 0 0 0 1 0 0 0 12
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 0 0 16
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 0 0 0 451
Can cohort data be treated as genuine panel data? 0 0 1 20 0 0 3 86
Common Factors in International Bond Returns 0 0 0 24 5 6 16 117
Consistent estimation of rational expectation models 0 0 0 0 0 0 0 20
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 0 0 2 12
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 0 2 3 29
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 0 0 44
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 0 0 1 572
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 0 2 12
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 1 2 159 0 1 6 1,013
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 0 1 2 27
Empirical tests of a simple pricing model for sugar futures 0 0 0 4 0 0 0 26
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 0 3 35
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 0 0 11
Evaluating Style Analysis 1 1 2 191 1 4 17 999
Evaluating Style Analysis 0 0 0 4 0 0 1 29
Exclusion restrictions in instrumental variables equations 0 0 0 3 0 0 0 18
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 0 0 1 20
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 9 0 0 1 60
High frequency analysis of lead-lag relationships between financial markets 0 1 6 104 1 2 8 245
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 0 1 1 873
Incomplete panels and selection bias: A survey 0 0 0 41 1 1 3 78
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 1 1 35
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 0 0 584
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 0 0 20
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 0 0 0 369
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 0 0 3 1 1 2 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 1 51
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 0 0 1 47
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 0 0 107
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 0 34
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 1 317
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 0 14
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 0 0 32
Pricing Term Structure Risk in Futures Markets 0 0 0 10 0 0 1 32
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 0 0 0 265
Recent developments in modeling volatility in financial data 0 0 0 0 0 0 0 10
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes 0 0 0 9 0 0 0 35
Style Analysis and Performance Evaluation of Dutch Mutual Funds 0 0 0 31 0 0 1 133
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 0 4 396
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 0 0 5 451
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 0 1 403
Temporal Aggregation of Garch Processes 0 0 0 4 0 0 1 365
Temporal aggregation of GARCH processes 0 0 1 13 0 0 1 73
Temporal aggregation of GARCH processes 0 0 0 21 0 0 1 79
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 0 0 333
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 0 19
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 1 1 44
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 0 19 1 1 1 58
Testing for mean-variance spanning: A survey 0 0 0 4 0 0 2 35
Testing for selectivity bias in panel data models 0 0 1 15 0 0 5 80
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 1 2 55
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity 0 0 0 7 0 0 1 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 0 0 0 23
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 0 0 0 25
Total Working Papers 1 3 13 922 10 23 103 11,763

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 0 1 1 219
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 1 2 5 583
Common factors in international bond returns 0 0 1 70 0 0 6 199
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 2 2 111 0 2 3 326
Do countries or industries explain momentum in Europe? 0 1 2 131 0 3 8 488
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 124 0 0 2 363
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 2 287
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 0 0 1 138
Evaluating style analysis 0 1 5 94 0 1 9 275
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 0 0 1 185
Hedging Pressure Effects in Futures Markets 0 1 11 204 0 3 18 588
High frequency analysis of lead-lag relationships between financial markets 0 0 2 272 1 2 10 650
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 9 0 0 2 76
Longevity risk and capital markets: The 2008-2009 update 0 0 0 30 0 0 0 72
Longevity risk in portfolios of pension annuities 1 2 2 93 1 2 6 281
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 1 93 0 0 3 253
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 1 161 2 4 8 508
Missing Observations in the Dynamic Regression Model 0 0 0 71 0 0 0 223
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 1 241 1 2 5 537
Optimal Annuity Risk Management 0 0 1 13 0 0 2 93
Performance information dissemination in the mutual fund industry 0 0 0 41 0 1 3 228
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 0 2 209
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 0 2 185
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 2 142 1 1 5 400
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 0 0 56
Temporal Aggregation of GARCH Processes 0 0 3 851 0 2 15 2,113
Testing affine term structure models in case of transaction costs 0 0 0 20 0 0 0 113
Testing for Selectivity Bias in Panel Data Models 0 1 7 699 0 4 30 1,826
Testing for mean-variance spanning: a survey 1 2 6 287 1 2 7 590
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 0 0 70
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 0 2 131
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 0 0 107
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 1 1 1 54 2 2 3 157
Yet another look at mutual fund tournaments 0 0 0 55 0 0 1 204
Total Journal Articles 3 11 48 4,103 10 34 162 12,840

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Statistics updated 2024-09-04