Access Statistics for Marno Verbeek

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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 Portrait of Hedge Fund Investors: Flows, Performance and Smart Money 0 0 0 164 0 3 4 464
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence 0 0 0 34 0 3 9 169
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence 0 0 0 0 0 5 8 11
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 1 4 9 462
Can cohort data be treated as genuine panal data? 0 0 1 21 0 14 20 73
Can cohort data be treated as genuine panel data? 0 0 0 20 1 6 7 94
Do Banks Influence the Capital Structure Choices of Firms? 0 0 0 330 2 7 9 822
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 0 3 6 53
Do Countries or Industries Explain Momentum in Europe? 0 1 1 150 0 5 11 568
Do Sophisticated Investors Believe in the Law of Small Numbers? 0 0 0 80 0 3 7 228
Do countries or industries explain momentum in Europe? 0 0 0 4 0 1 4 45
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 2 3 3 163 7 13 26 1,043
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 0 1 5 32
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 1 15 1 3 6 73
Estimating Dynamic Models from Repeated Cross-Sections 0 0 0 3 1 5 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 0 4 6 30
Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables 0 0 0 2 1 4 7 515
Estimating and testing simultaneous equation panel data models with censored endogenous variables 0 0 1 10 0 0 5 32
Estimating dynamic models from repeated cross-sections 0 0 2 47 3 7 12 151
Estimating short-run persistence in mutual fund performance 0 0 0 5 0 3 5 36
Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data 0 0 0 0 0 12 14 146
Estimating the impact of endogenous union choice on wages using panel data (Revised version) 0 0 0 2 0 2 4 17
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 2 5 18
Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages 0 0 0 0 0 7 10 268
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models 0 0 1 300 2 18 20 673
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 0 5 22 1,409
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 12 19 550
Evaluating portfolio value-at-risk using semi-parametric GARCH models 0 0 0 4 0 2 8 44
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 1 6 16 266
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 2 14 177
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry 0 0 0 136 1 16 24 842
Hedge fund flows and performance streaks: How investors weigh information 0 0 0 52 0 7 13 155
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 1 4 9 882
Incomplete panels and selection bias: A survey 0 0 0 41 0 5 14 94
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 1 2 5 57
Market timing: A decomposition of mutual fund returns 0 0 0 159 0 5 9 607
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 2 5 7 379
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections 0 0 1 10 1 5 8 42
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 1 1 1 4 1 3 3 19
Non-response in panel data: The impact on estimates of a life cycle consumption function 0 0 0 11 3 6 8 69
On the estimation of a fixed effects model with selective non-response 0 0 0 1 1 2 4 13
Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken 0 0 0 11 1 1 2 111
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 4 8 117
Real Estate Allocation in an ALM Framework 0 0 0 8 0 2 4 24
Selecting Copulas for Risk Management 0 0 0 661 1 6 8 1,604
Stress Testing with Student's t Dependence 0 0 0 138 0 4 10 521
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 1 1 342 2 14 18 993
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 0 2 1 10 13 75
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 2 11 19 472
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 3 9 413
Testing for selectivity bias in panel data models 0 0 0 16 3 36 50 134
Testing for selectivity in panel data models 0 0 0 9 0 3 4 57
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 600 3 9 17 1,299
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 139 3 7 11 225
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 0 0 4 10 18
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 5 1 5 7 48
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 0 7 8 179
The efficiency of rotating panel designs in an analysis of variance model 0 0 0 5 1 4 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 1 1 1 15
The optimal choice of controls and pre-experimental observations 0 0 0 0 0 2 4 8
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 0 1 6 30
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 1 31 4 16 22 143
Two-step estimation of simultaneous equation panel data models with censored endogenous variables 0 0 0 125 0 2 4 318
Total Working Papers 3 6 14 4,890 54 374 649 18,505

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 2 4 10 577 4 23 39 1,517
A multivariate nonparametric test for return and volatility timing 0 0 0 26 0 0 3 102
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence 0 0 0 18 1 2 5 76
Better than the original? The relative success of copycat funds 0 0 0 63 1 10 14 305
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 0 8 21 608
Can Mutual Fund Investors Distinguish Good from Bad Managers? 0 0 0 2 0 4 6 35
Cross-sectional learning and short-run persistence in mutual fund performance 0 0 0 71 0 2 5 247
DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? 0 0 0 34 0 5 11 148
Do countries or industries explain momentum in Europe? 0 0 0 132 0 4 5 496
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 2 4 7 372
Estimating Short-Run Persistence In Mutual Fund Performance 0 0 0 76 0 5 6 291
Estimating and Interpreting Models with Endogenous Treatment Effects 0 0 0 0 0 6 17 800
Estimating dynamic models from repeated cross-sections 0 1 3 252 2 13 21 560
Estimating the returns to education for Australian youth via rank-order instrumental variables 0 0 1 74 0 4 9 279
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 0 1 2 141
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 47 0 5 11 186
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree 0 1 4 267 5 11 29 1,024
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 2 8 13 231
Front-running of mutual fund fire-sales 0 1 3 26 0 4 12 137
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry 0 0 0 31 2 6 8 214
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information 0 1 2 9 2 11 23 42
Information Content When Mutual Funds Deviate from Benchmarks 0 1 1 9 3 8 10 79
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 2 164 1 5 15 530
Missing measurements in econometric models with no auxiliary relations 0 0 0 4 1 1 1 37
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 0 241 1 10 15 553
On the Use of Multifactor Models to Evaluate Mutual Fund Performance 0 0 0 31 0 7 18 150
On the estimation of a fixed effects model with selectivity bias 0 0 0 69 1 4 9 166
Panel Data Models 0 1 5 376 0 3 12 807
Portfolio implications of systemic crises 0 0 0 38 0 2 7 143
Real Estate in an ALM Framework: The Case of Fair Value Accounting 0 0 0 34 5 10 18 174
Selecting copulas for risk management 0 0 0 185 4 12 20 538
Short-term residual reversal 0 0 3 65 7 16 27 315
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance 0 1 1 66 2 11 18 275
Testing for Selectivity Bias in Panel Data Models 0 0 2 702 1 4 12 1,846
The Economic Value of Predicting Stock Index Returns and Volatility 0 1 1 79 0 6 10 275
The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory 0 0 0 38 0 8 13 145
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 7 7 139
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 1 5 113
Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* 1 1 2 3 2 4 11 26
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 2 439 0 4 18 984
Using linear regression to establish empirical relationships 0 0 0 24 1 5 18 119
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men 0 1 14 871 1 9 41 1,710
Total Journal Articles 3 14 56 5,426 51 273 572 16,935

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Statistics updated 2026-04-09