Diks, C. and Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis Journal of Applied Econometrics, 31(7):1333--1351.
26 Key Publications
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Attema, A., Bleichrodt, H., Gao, Y., Huang, Z. and Wakker, P. (2016). Measuring Discounting without Measuring Utility American Economic Review, 106(6):1476--1494.
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Gielen, A., Myers, C. and Holmes, J. (2016). Prenatal testosterone and the Earnings of Men and Women Journal of Human Resources, 51(1):30--61.
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Korteweg, A., Kraussl, R. and Verwijmeren, P. (2015). Does it pay to invest in art? A selection-corrected returns perspective Review of Financial Studies, 29(4):1007--1038.
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Grundy, B. and Verwijmeren, P. (2016). Disappearing Call Delay and Dividend-Protected Convertible Bonds The Journal of Finance, 71(1):195--223.
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Gerritsen, A. (2016). Optimal taxation when people do not maximize well-being Journal of Public Economics, 144:122--139.