25 Key Publications

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  Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348.

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  Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.

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  Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.

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  Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416.

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  van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.