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 1 1 1 473
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 2 3 22
A natural approach to optimal forecasting in case of preliminary observations 0 0 0 1 0 0 1 13
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 2 3 19
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 2 2 3 455
Can cohort data be treated as genuine panel data? 0 0 0 20 0 0 2 88
Common Factors in International Bond Returns 0 0 0 24 0 1 5 158
Consistent estimation of rational expectation models 0 0 0 0 1 1 5 25
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 1 1 3 33
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 4 49
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 1 2 2 574
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 2 3 15
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 0 1 160 2 3 13 1,026
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 2 3 4 31
Empirical tests of a simple pricing model for sugar futures 0 0 0 4 1 2 3 29
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 1 3 38
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 1 3 4 16
Evaluating Style Analysis 0 0 1 5 2 3 5 34
Evaluating Style Analysis 0 0 1 192 0 1 3 1,002
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 1 1 1 1,369
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 0 0 3 24
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 0 9 2 2 3 63
High frequency analysis of lead-lag relationships between financial markets 0 1 2 108 1 3 7 254
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 0 2 5 878
Incomplete panels and selection bias: A survey 0 0 0 41 4 8 8 88
Labor Income and the Demand for Long-term Bonds 0 0 0 10 1 1 2 37
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 1 1 2 586
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 3 3 3 238
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 2 4 6 26
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 1 1 3 373
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 1 1 1 26
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 5 5 5 52
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 1 4 111
Performance analysis of international mutual funds incorporating market frictions 0 0 0 7 1 2 2 32
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 2 2 4 18
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 1 1 2 34
Pricing Term Structure Risk in Futures Markets 0 0 0 10 1 2 4 36
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 0 0 2 267
Recent developments in modeling volatility in financial data 0 0 0 0 2 2 3 13
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 1 1 1 134
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 1 1 3 399
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 1 1 4 456
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 0 1 405
Temporal Aggregation of Garch Processes 0 0 0 4 1 1 3 368
Temporal aggregation of GARCH processes 0 0 0 21 2 2 2 81
Temporal aggregation of GARCH processes 0 1 1 14 4 7 8 81
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 0 2 335
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 3 4 23
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 1 3 47
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 3 3 3 146
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 1 22 1 2 4 65
Testing for mean-variance spanning: A survey 0 0 0 4 0 1 2 37
Testing for selectivity bias in panel data models 0 0 1 16 7 8 14 94
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 1 1 56
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity 0 0 0 7 0 1 1 41
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 2 3 6 29
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 0 1 1 26
Total Working Papers 0 2 9 935 69 110 209 12,023

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 0 4 223
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 0 2 13 598
Common factors in international bond returns 0 0 3 73 3 4 16 215
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 112 0 1 3 330
Do countries or industries explain momentum in Europe? 0 0 0 132 1 1 2 492
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 1 1 3 367
Estimating the term structure of mortality 0 0 0 27 0 1 1 108
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 2 3 290
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 0 0 0 139
Evaluating style analysis 0 0 0 94 3 4 4 279
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 2 3 5 192
Hedging Pressure Effects in Futures Markets 0 2 5 211 0 5 19 611
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 2 4 8 660
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 9 0 0 1 77
Longevity risk and capital markets: The 2008-2009 update 0 0 0 30 0 2 3 75
Longevity risk in portfolios of pension annuities 0 0 1 94 0 2 5 286
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 0 4 257
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 2 164 1 4 13 524
Missing Observations in the Dynamic Regression Model 0 0 0 71 0 0 2 225
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 0 241 3 3 4 542
Optimal Annuity Risk Management 0 1 2 15 0 5 10 103
Performance information dissemination in the mutual fund industry 0 0 1 42 2 3 6 234
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 1 1 3 213
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 2 3 188
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 2 5 10 410
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 0 1 57
Temporal Aggregation of GARCH Processes 0 0 1 852 2 5 16 2,133
Testing affine term structure models in case of transaction costs 0 0 0 20 1 1 6 119
Testing for Selectivity Bias in Panel Data Models 0 0 3 702 1 2 14 1,842
Testing for mean-variance spanning: a survey 0 0 0 287 2 2 8 598
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 1 2 4 74
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 0 0 132
The optimal choice of controls and pre-experimental observations 0 0 0 16 1 2 4 111
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 0 1 55 4 4 8 166
Yet another look at mutual fund tournaments 0 0 0 55 2 4 5 209
Total Journal Articles 0 3 21 4,130 35 77 211 13,079

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Statistics updated 2025-12-06