Discussion Papers

16-025/III - Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

Authors: Zhidong Bai, Northeast Normal University, China; Hua Li, Chang Chun University, China; Michael McAleer, National Tsing Hua University, Hsinchu, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Wing-Keung Wong, Hong Kong Baptist University, China, and Research Grants Council of Hong Kong, Hong Kong

Date: April 11, 2016

16-024/V - Spending on Health Care in the Netherlands: Not going so Dutch

Authors: Pieter Bakx, Institute of Health Policy & Management (iBMG), Erasmus University Rotterdam, the Netherlands; Owen O’Donnell, Erasmus University Rotterdam, the Netherlands, University of Thessaloniki, Greece; Eddy van Doorslaer, Erasmus University Rotterdam, the Netherlands

Date: April 08, 2016

16-023/I - Everybody's doing it: On the Emergence and Persistence of Bad Social Norms

Authors: David Smerdon, University of Amsterdam, the Netherlands; Theo Offerman, University of Amsterdam, the Netherlands; Uri Gneezy, UC San Diego, United States

Date: April 05, 2016

16-022/IV - Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment

Authors: Luiz Felix, VU University Amsterdam, the Netherlands; Roman Kraussl, University of Luxembourg, Luxemburg; Philip Stork, VU University Amsterdam, the Netherlands

Date: April 01, 2016

16-021/VIII - Place-based Policies, Firm Productivity and Displacement Effects: Evidence from Shenzhen, China

Authors: Hans Koster, VU University Amsterdam, the Netherlands, and London School of Economics, United Kingdom; Fang Fang Cheng, Utrecht University, the Netherlands; Michiel Gerritse, University of Groningen, the Netherlands; Frank van Oort, Erasmus University Rotterdam, and Utrecht University, the Netherlands

Date: April 01, 2016

16-020/VII - Market Structure and Advance Selling

Authors: Marc Möller, University of Bern, Switzerland; Makoto Watanabe, VU University Amsterdam, the Netherlands

Date: March 31, 2016

16-019/V - Progressive Universalism? The Impact of Targeted Coverage on Healthcare Access and Expenditures in Peru

Authors: Sven Neelsen, Erasmus University Rotterdam, the Netherlands; Owen O’Donnell, Erasmus University Rotterdam, the Netherlands; University of Lausanne, Switzerland; University of Macedonia, Greece

Date: March 16, 2016

16-018/VIII - Spatial Planning and Segmentation of the Land Market

Authors: Or Levkovich, VU University Amsterdam, the Netherlands; Jan Rouwendal, VU University Amsterdam, the Netherlands

Date: March 21, 2016

16-017/I - How does the Gender Difference in Willingness to Compete evolve with Experience?

Author: Thomas Buser, University of Amsterdam, the Netherlands

Date: March 14, 2016

16-016/I - Sequential Auctions with Generalized Interdependent Values

Authors: Audrey Hu, University of Amsterdam, the Netherlands; Liang Zou, University of Amsterdam

Date: March 14, 2016

16-015/III - Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models

Authors: Jinghui Chen, Yokohama University, Japan; Masahito Kobayashi, Yokohama University, Japan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

Date: March 08, 2016

16-014/III - Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices

Authors: Chia-Lin Chang, National Chung Hsing University, Taichung, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Yu-Ann Wang, National Chung Hsing University, Taichung, Taiwan

Date: March 07, 2016

16-013/V - Job-Search Periods for Welfare Applicants: Evidence from a Randomized Experiment

Authors: Jonneke Bolhaar, VU University Amsterdam, and CPB Netherlands Bureau of Economic Research, the Netherlands; Nadine Ketel, University of Gothenburg, Sweden; Bas van der Klaauw, VU University Amsterdam, the Netherlands

Date: March 03, 2016

16-012/I - Deception and Self-Deception

Authors: Peter Schwardmann, Ludwig Maximilian University of Munich, Germany; Joël van der Weele, University of Amsterdam

Date: February 19, 2016

16-011/II - Generalization of Binomial Coefficients to Numbers on the Nodes of Graphs

Authors: Anna Khmelnitskaya, Saint-Petersburg State University, Russia; Gerard van der Laan, VU University Amsterdam, the Netherlands; Dolf Talman, Tilburg University, Tilburg, the Netherlands

Date: February 16, 2016

16-010/III - Connecting VIX and Stock Index ETF

Authors: Chia-Lin Chang, National Chung Hsing University, Taichung, Taiwan; Tai-Lin Hsieh, National Chung Hsing University, Taichung, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain.

Date: February 15, 2016

16-009/VII - A Commercial Gift for Charity

Authors: Adriaan R. Soetevent, University of Groningen, the Netherlands; Te Bao, Nanyang Technological University, Singapore; Anouk L. Schippers, University of Groningen, the Netherlands

Date: February 09, 2016

16-008/IV - What causes the Positive Price-Turnover Correlation in European Housing Markets?

Authors: Martijn I. Dröes, University of Amsterdam, and Amsterdam School of Real Estate, the Netherlands; Marc K. Francke, Amsterdam School of Real Estate, the Netherlands

Date: February 04, 2016

16-007/VI - Coco Design, Risk Shifting Incentives and Capital Regulation

Authors: Stephanie Chan, University of Amsterdam, the Netherlands; Sweder van Wijnbergen, University of Amsterdam, the Netherlands

Date: February 01, 2016

16-006/III - Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?

Authors: Massimiliano Caporin, University of Padova, Italy; Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain.