Access Statistics for Marno Verbeek

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 Portrait of Hedge Fund Investors: Flows, Performance and Smart Money 0 0 0 164 2 3 6 466
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence 0 0 0 34 0 1 9 169
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence 0 0 0 0 0 0 8 11
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 1 3 10 463
Can cohort data be treated as genuine panal data? 0 0 1 21 4 10 24 77
Can cohort data be treated as genuine panel data? 0 0 0 20 1 3 8 95
Do Banks Influence the Capital Structure Choices of Firms? 0 0 0 330 2 7 11 824
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 2 3 8 55
Do Countries or Industries Explain Momentum in Europe? 0 0 1 150 2 3 13 570
Do Sophisticated Investors Believe in the Law of Small Numbers? 0 0 0 80 5 5 12 233
Do countries or industries explain momentum in Europe? 0 0 0 4 1 1 5 46
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 2 3 163 4 11 28 1,047
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 1 2 6 33
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 1 15 1 3 7 74
Estimating Dynamic Models from Repeated Cross-Sections 0 0 0 3 0 4 7 43
Estimating and interpreting models with endogenous treatment effects: The relationship between competing estimators of the union impact on wages 0 0 0 7 2 4 8 32
Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables 0 0 0 2 1 2 7 516
Estimating and testing simultaneous equation panel data models with censored endogenous variables 0 0 1 10 2 2 6 34
Estimating dynamic models from repeated cross-sections 0 0 2 47 1 4 13 152
Estimating short-run persistence in mutual fund performance 0 0 0 5 4 5 9 40
Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data 0 0 0 0 3 3 17 149
Estimating the impact of endogenous union choice on wages using panel data (Revised version) 0 0 0 2 4 6 8 21
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 1 1 6 19
Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages 0 0 0 0 1 2 11 269
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models 0 0 1 300 3 9 23 676
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 2 8 21 552
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 3 5 25 1,412
Evaluating portfolio value-at-risk using semi-parametric GARCH models 0 0 0 4 0 0 8 44
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 8 9 24 274
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 3 4 17 180
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry 0 0 0 136 4 11 28 846
Hedge fund flows and performance streaks: How investors weigh information 0 0 0 52 9 12 22 164
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 2 4 11 884
Incomplete panels and selection bias: A survey 0 0 0 41 1 5 15 95
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 0 1 5 57
Market timing: A decomposition of mutual fund returns 0 0 0 159 3 4 12 610
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 1 3 8 380
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections 0 0 0 10 1 4 8 43
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 1 1 4 1 2 4 20
Non-response in panel data: The impact on estimates of a life cycle consumption function 0 0 0 11 0 4 8 69
On the estimation of a fixed effects model with selective non-response 0 0 0 1 2 3 6 15
Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken 0 0 0 11 1 2 3 112
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 1 1 9 118
Real Estate Allocation in an ALM Framework 0 0 0 8 1 2 5 25
Selecting Copulas for Risk Management 0 0 0 661 1 2 9 1,605
Stress Testing with Student's t Dependence 0 0 0 138 2 2 12 523
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 0 2 2 6 15 77
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 1 342 8 15 26 1,001
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 1 3 20 473
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 2 2 11 415
Testing for selectivity bias in panel data models 0 0 0 16 3 14 53 137
Testing for selectivity in panel data models 0 0 0 9 1 1 5 58
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 5 3 6 10 51
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 600 3 6 20 1,302
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 139 2 8 13 227
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 0 3 5 13 21
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 2 3 10 181
The efficiency of rotating panel designs in an analysis of variance model 0 0 0 5 0 1 5 30
The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data 0 0 0 2 0 1 1 15
The optimal choice of controls and pre-experimental observations 0 0 0 0 2 2 6 10
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 3 3 9 33
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 1 31 2 12 24 145
Two-step estimation of simultaneous equation panel data models with censored endogenous variables 0 0 0 125 3 3 7 321
Total Working Papers 0 3 13 4,890 134 276 778 18,639

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Guide to Modern Econometrics 1 5 10 578 7 18 43 1,524
A multivariate nonparametric test for return and volatility timing 0 0 0 26 1 1 4 103
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence 0 0 0 18 1 2 6 77
Better than the original? The relative success of copycat funds 0 0 0 63 6 9 20 311
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 5 7 23 613
Can Mutual Fund Investors Distinguish Good from Bad Managers? 0 0 0 2 3 4 8 38
Cross-sectional learning and short-run persistence in mutual fund performance 0 0 0 71 1 1 6 248
DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? 0 0 0 34 2 2 13 150
Do countries or industries explain momentum in Europe? 0 0 0 132 3 3 8 499
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 2 5 9 374
Estimating Short-Run Persistence In Mutual Fund Performance 0 0 0 76 3 4 9 294
Estimating and Interpreting Models with Endogenous Treatment Effects 0 0 0 0 2 4 19 802
Estimating dynamic models from repeated cross-sections 0 0 2 252 4 11 24 564
Estimating the returns to education for Australian youth via rank-order instrumental variables 0 0 0 74 1 1 9 280
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 1 1 3 142
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 0 1 11 186
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree 2 3 6 269 7 14 36 1,031
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 1 4 14 232
Front-running of mutual fund fire-sales 0 1 3 26 4 7 15 141
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry 0 0 0 31 2 6 10 216
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information 0 1 2 9 3 7 25 45
Information Content When Mutual Funds Deviate from Benchmarks 0 1 1 9 2 6 12 81
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 1 1 3 165 3 5 17 533
Missing measurements in econometric models with no auxiliary relations 0 0 0 4 1 2 2 38
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 0 241 1 5 15 554
On the Use of Multifactor Models to Evaluate Mutual Fund Performance 0 0 0 31 3 4 21 153
On the estimation of a fixed effects model with selectivity bias 0 0 0 69 1 4 10 167
Panel Data Models 1 2 6 377 1 2 13 808
Portfolio implications of systemic crises 0 0 0 38 2 2 9 145
Real Estate in an ALM Framework: The Case of Fair Value Accounting 0 0 0 34 4 12 22 178
Selecting copulas for risk management 0 0 0 185 2 9 21 540
Short-term residual reversal 1 1 3 66 9 21 35 324
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance 0 1 1 66 3 9 21 278
Testing for Selectivity Bias in Panel Data Models 0 0 1 702 3 5 14 1,849
The Economic Value of Predicting Stock Index Returns and Volatility 0 1 1 79 2 4 11 277
The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory 0 0 0 38 2 4 15 147
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 0 7 139
The optimal choice of controls and pre-experimental observations 0 0 0 16 1 1 6 114
Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* 0 1 2 3 2 5 13 28
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 2 439 4 4 22 988
Using linear regression to establish empirical relationships 0 0 0 24 3 5 21 122
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men 4 5 16 875 5 9 42 1,715
Total Journal Articles 10 23 59 5,436 113 230 664 17,048

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Statistics updated 2026-05-06