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 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 1 1 2 453
Can cohort data be treated as genuine panel data? 0 0 1 20 1 1 2 87
Common Factors in International Bond Returns 0 0 0 24 0 4 48 157
Consistent estimation of rational expectation models 0 0 0 0 1 2 2 22
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 3 3 3 15
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 1 1 4 31
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 1 1 2 46
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 0 2 12
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 1 3 160 1 4 6 1,017
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 0 0 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 1 1 1 36
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 1 1 2 13
Evaluating Style Analysis 1 1 3 192 2 2 16 1,001
Evaluating Style Analysis 1 1 1 5 1 1 2 30
Exclusion restrictions in instrumental variables equations 0 0 0 3 1 1 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 2 22
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 9 0 0 0 60
High frequency analysis of lead-lag relationships between financial markets 0 0 3 106 1 2 6 249
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 0 0 1 873
Incomplete panels and selection bias: A survey 0 0 0 41 0 0 3 80
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 0 1 35
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 1 1 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 0 0 20
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 2 2 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 1 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 2 2 109
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 1 1 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 1 1 1 15
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 1 1 1 33
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 0 133
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 1 3 397
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 0 1 5 453
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 0 1 404
Temporal Aggregation of Garch Processes 0 0 0 4 0 0 0 365
Temporal aggregation of GARCH processes 0 0 0 13 0 0 0 73
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 1 0 0 0 19
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 1 1 1 334
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 0 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 1 1 3 22 1 1 5 62
Testing for mean-variance spanning: A survey 0 0 0 4 1 1 2 36
Testing for selectivity bias in panel data models 0 0 0 15 1 2 4 82
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 0 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 1 1 1 24
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 0 0 0 25
Total Working Papers 3 4 14 930 28 42 144 11,856

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 1 2 3 221
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 1 2 6 587
Common factors in international bond returns 0 1 1 71 1 5 5 204
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 3 112 0 0 3 327
Do countries or industries explain momentum in Europe? 0 0 3 132 1 1 10 491
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 1 125 0 1 3 365
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 1 1 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 2 94 0 0 4 275
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 1 1 3 188
Hedging Pressure Effects in Futures Markets 0 0 6 206 0 0 13 592
High frequency analysis of lead-lag relationships between financial markets 0 0 0 272 1 1 7 653
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 0 0 2 93 0 0 3 281
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 1 3 3 256
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 1 162 1 1 9 512
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 0 241 0 0 3 538
Optimal Annuity Risk Management 0 0 1 13 1 2 3 95
Performance information dissemination in the mutual fund industry 0 0 0 41 0 2 3 230
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 1 3 211
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 0 1 185
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 2 3 4 403
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 0 0 56
Temporal Aggregation of GARCH Processes 0 0 2 851 3 5 14 2,122
Testing affine term structure models in case of transaction costs 0 0 0 20 1 1 1 114
Testing for Selectivity Bias in Panel Data Models 0 1 2 700 1 5 19 1,833
Testing for mean-variance spanning: a survey 0 0 5 287 2 3 8 593
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 2 132
The optimal choice of controls and pre-experimental observations 0 0 0 16 1 1 1 108
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 0 1 54 1 1 4 159
Yet another look at mutual fund tournaments 0 0 0 55 0 0 1 204
Total Journal Articles 0 2 30 4,111 21 42 143 12,910

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03