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 1 4 10 470
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence 0 0 0 34 0 0 8 169
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 0 1 13 466
Can cohort data be treated as genuine panal data? 0 1 1 22 0 3 28 85
Can cohort data be treated as genuine panel data? 0 0 0 20 2 2 9 97
Do Banks Influence the Capital Structure Choices of Firms? 0 0 0 330 0 0 10 824
Do Countries or Industries Explain Momentum in Europe? 0 0 1 150 1 3 16 573
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 0 0 7 55
Do Sophisticated Investors Believe in the Law of Small Numbers? 0 0 0 80 2 3 14 236
Do countries or industries explain momentum in Europe? 0 0 0 4 1 1 7 48
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 0 3 163 0 0 27 1,050
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 0 0 5 34
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 15 1 1 5 75
Estimating Dynamic Models from Repeated Cross-Sections 0 0 0 3 0 2 10 46
Estimating and interpreting models with endogenous treatment effects: The relationship between competing estimators of the union impact on wages 0 0 0 7 0 1 9 33
Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables 0 0 0 2 0 0 6 516
Estimating and testing simultaneous equation panel data models with censored endogenous variables 0 0 1 10 0 0 5 34
Estimating dynamic models from repeated cross-sections 0 0 1 47 0 0 11 152
Estimating short-run persistence in mutual fund performance 0 0 0 5 0 0 9 40
Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data 0 0 0 0 0 0 18 150
Estimating the impact of endogenous union choice on wages using panel data (Revised version) 0 0 0 2 1 1 8 22
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 0 7 20
Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages 0 0 0 0 0 0 12 271
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models 0 0 1 300 0 1 24 677
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 0 0 27 1,415
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 1 21 553
Evaluating portfolio value-at-risk using semi-parametric GARCH models 0 0 0 4 0 1 8 45
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 0 1 23 275
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 1 19 182
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry 0 0 0 136 0 0 27 846
Hedge fund flows and performance streaks: How investors weigh information 0 0 0 52 0 1 23 167
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 1 3 11 888
Incomplete panels and selection bias: A survey 0 0 0 41 0 1 16 96
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 1 2 6 59
Market timing: A decomposition of mutual fund returns 0 1 1 160 0 1 12 611
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 0 3 11 383
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections 0 0 0 10 1 1 8 44
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 0 1 4 0 1 7 23
Non-response in panel data: The impact on estimates of a life cycle consumption function 0 0 0 11 0 2 9 71
On the estimation of a fixed effects model with selective non-response 0 0 0 1 0 0 6 15
Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken 0 0 0 11 0 0 2 112
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 0 7 120
Real Estate Allocation in an ALM Framework 0 0 0 8 0 2 8 28
Selecting Copulas for Risk Management 0 1 1 662 0 1 10 1,606
Stress Testing with Student's t Dependence 0 0 0 138 3 3 15 526
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 0 2 0 0 13 77
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 2 343 0 2 29 1,005
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 1 2 20 475
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 0 13 418
Testing for selectivity bias in panel data models 0 0 0 16 2 3 59 145
Testing for selectivity in panel data models 0 0 0 9 0 2 7 61
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 0 0 2 13 23
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 5 0 1 11 52
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 600 0 1 21 1,303
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 139 0 0 13 227
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 0 0 14 185
The efficiency of rotating panel designs in an analysis of variance model 0 0 1 6 0 1 6 32
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 1 15
The optimal choice of controls and pre-experimental observations 0 0 0 0 0 0 6 10
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 0 1 8 34
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 0 31 0 1 27 149
Two-step estimation of simultaneous equation panel data models with censored endogenous variables 0 0 1 126 0 1 9 323
Total Working Papers 0 3 15 4,896 18 65 832 18,753

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 0 1 10 580 1 4 44 1,531
A multivariate nonparametric test for return and volatility timing 0 0 0 26 0 3 7 106
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence 0 0 0 18 1 2 8 79
Better than the original? The relative success of copycat funds 0 0 0 63 7 99 122 413
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 2 5 24 621
Can Mutual Fund Investors Distinguish Good from Bad Managers? 0 0 0 2 1 1 8 39
Cross-sectional learning and short-run persistence in mutual fund performance 0 0 0 71 0 0 7 249
DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? 0 0 0 34 1 1 13 151
Do countries or industries explain momentum in Europe? 0 0 0 132 1 2 13 504
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 1 3 13 379
Estimating Short-Run Persistence In Mutual Fund Performance 0 0 0 76 0 1 9 295
Estimating and Interpreting Models with Endogenous Treatment Effects 0 0 0 0 0 0 18 803
Estimating dynamic models from repeated cross-sections 0 1 4 254 0 2 28 571
Estimating the returns to education for Australian youth via rank-order instrumental variables 0 0 0 74 1 3 9 283
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 2 2 5 144
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 1 48 0 0 14 189
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree 0 0 3 269 0 2 39 1,042
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 1 1 48 0 2 16 236
Front-running of mutual fund fire-sales 0 0 3 26 0 4 23 149
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry 0 0 0 31 1 1 11 217
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information 0 1 2 10 0 2 27 51
Information Content When Mutual Funds Deviate from Benchmarks 0 0 2 10 1 2 16 85
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 1 165 0 1 14 535
Missing measurements in econometric models with no auxiliary relations 0 0 0 4 0 0 2 38
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 1 242 0 1 20 559
On the Use of Multifactor Models to Evaluate Mutual Fund Performance 0 0 0 31 0 0 21 155
On the estimation of a fixed effects model with selectivity bias 0 0 0 69 0 0 11 168
Panel Data Models 0 0 6 379 0 2 15 812
Portfolio implications of systemic crises 0 0 0 38 0 0 8 145
Real Estate in an ALM Framework: The Case of Fair Value Accounting 0 0 0 34 0 1 23 181
Selecting copulas for risk management 1 1 1 186 4 9 27 549
Short-term residual reversal 1 1 5 69 11 65 112 402
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance 0 0 2 67 0 2 22 284
Testing for Selectivity Bias in Panel Data Models 1 2 5 707 4 10 26 1,866
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 1 79 2 3 16 282
The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory 0 0 1 39 1 4 18 154
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 1 8 140
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 1 6 115
Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* 0 0 2 3 2 2 14 31
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 1 439 3 8 24 998
Using linear regression to establish empirical relationships 0 0 0 24 0 2 15 126
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men 0 0 13 876 0 3 39 1,722
Total Journal Articles 3 8 65 5,459 47 256 915 17,399

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Statistics updated 2026-10-11