Research Group: Finance

  • Netherlands

Research Output 1986 2019

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Discussion paper
2012
367 Downloads (Pure)

How Insiders Traded before Rules

Braggion, F. & Moore, L., 2012, Tilburg: Finance, 25 p. (CentER Discussion Paper; vol. 2012-007).

Research output: Working paper › Discussion paper › Other research output

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Insider
Trading behavior
Insider trading
250 Downloads (Pure)

Internalization, Clearing and Settlement, and Liquidity

Degryse, H. A., van Achter, M. & Wuyts, G., 2012, Tilburg: TILEC, 46 p. (TILEC Discussion Paper; vol. 2012-001).

Research output: Working paper › Discussion paper › Other research output

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Liquidity
Internalization
Fees
Trading post
Traders
77 Downloads (Pure)

Internalization, Clearing and Settlement, and Liquidity

Degryse, H. A., van Achter, M. & Wuyts, G., 2012, Tilburg: EBC, 46 p. (EBC Discussion Paper; vol. 2012-001).

Research output: Working paper › Discussion paper › Other research output

File
Liquidity
Internalization
Fees
Trading post
Traders
324 Downloads (Pure)

Internalization, Clearing and Settlement, and Liquidity

Degryse, H. A., van Achter, M. & Wuyts, G., 2012, Tilburg: Finance, 46 p. (CentER Discussion Paper; vol. 2012-002).

Research output: Working paper › Discussion paper › Other research output

File
Liquidity
Internalization
Fees
Trading post
Traders
345 Downloads (Pure)

Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems

Beck, T. H. L., Degryse, H. A. & Kneer, E. C., 2012, Tilburg: Economics, 39 p. (CentER Discussion Paper; vol. 2012-060).

Research output: Working paper › Discussion paper › Other research output

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Finance
Financial system
Intermediation
Financial sector
Real sector
27 Downloads (Pure)

Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems

Beck, T. H. L., Degryse, H. A. & Kneer, E. C., 2012, Tilburg: EBC, 39 p. (EBC Discussion Paper; vol. 2012-016).

Research output: Working paper › Discussion paper › Other research output

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Finance
Financial system
Intermediation
Financial sector
Real sector
37 Downloads (Pure)

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

Jiménez, G., Ongena, S., Peydro, J. L. & Saurina, J., 2012, Tilburg: EBC, 57 p. (EBC Discussion Paper; vol. 2012-011).

Research output: Working paper › Discussion paper › Other research output

File
Provisioning
Bank capital
Experiment
Credit supply
Buffer
311 Downloads (Pure)

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

Jiménez, G., Ongena, S., Peydro, J. L. & Saurina, J., 2012, Tilburg: Finance, 57 p. (CentER Discussion Paper; vol. 2012-036).

Research output: Working paper › Discussion paper › Other research output

File
Provisioning
Bank capital
Experiment
Credit supply
Buffer
427 Downloads (Pure)

Of Religion and Redemption: Evidence from Default on Islamic Loans (Replaces CentER DP 2010-136)

Baele, L., Farooq, M. & Ongena, S., 2012, Tilburg: Finance, 72 p. (CentER Discussion Paper; vol. 2012-014).

Research output: Working paper › Discussion paper › Other research output

File
Loans
Default rate
Network effects
Political parties
Pakistan
78 Downloads (Pure)

Of Religion and Redemption: Evidence from Default on Islamic Loans (Replaces EBC DP 2010-032)

Baele, L., Farooq, M. & Ongena, S., 2012, Tilburg: EBC, 72 p. (EBC Discussion Paper; vol. 2012-008).

Research output: Working paper › Discussion paper › Other research output

File
Loans
Default rate
Network effects
Political parties
Pakistan
280 Downloads (Pure)

Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model

Reddy, P. V., Schumacher, J. M. & Engwerda, J. C., 2012, Tilburg: Econometrics, 28 p. (CentER Discussion Paper; vol. 2012-001).

Research output: Working paper › Discussion paper › Other research output

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Lakes
Hysteresis
Decision making
266 Downloads (Pure)

Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models

Hallin, M., van den Akker, R. & Werker, B. J. M., 2012, Tilburg: Econometrics, 77 p. (CentER Discussion Paper; vol. 2012-089).

Research output: Working paper › Discussion paper › Other research output

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Error Correction Model
Semiparametric Efficiency
Lagrange multiplier Test
Normal Structure
Non-stationary Time Series
289 Downloads (Pure)

Reexamining the Empirical Relation between Loan Risk and Collateral: The Role of the Economic Characteristics of Collateral

Berger, A. N., Frame, W. S. & Ioannidou, V., 2012, Tilburg: Finance, 34 p. (CentER Discussion Paper; vol. 2012-078).

Research output: Working paper › Discussion paper › Other research output

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Loans
Economics
Mitigation
Risk-shifting
Prediction
36 Downloads (Pure)

Reexamining the Empirical Relation between Loan Risk and Collateral: The Role of the Economic Characteristics of Collateral

Berger, A. N., Frame, W. S. & Ioannidou, V., 2012, Tilburg: EBC, 34 p. (EBC Discussion Paper; vol. 2012-020).

Research output: Working paper › Discussion paper › Other research output

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Loans
Economics
Mitigation
Risk-shifting
Prediction
1139 Downloads (Pure)

Risk Aversion and Religion

Noussair, C. N., Trautmann, S. T., van de Kuilen, G. & Vellekoop, N., 2012, Tilburg: Economics, 20 p. (CentER Discussion Paper; vol. 2012-073).

Research output: Working paper › Discussion paper › Other research output

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Risk aversion
Risk-averse
Risk attitude
Revealed preference
Attendance
22 Downloads (Pure)

Sex and Credit: Is There A Gender Bias In Lending?

Beck, T. H. L., Behr, P. & Madestam, A., 2012, Tilburg: EBC, 50 p. (EBC Discussion Paper; vol. 2012-017).

Research output: Working paper › Discussion paper › Other research output

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Lending
Gender bias
Credit
Loans
Credit markets
246 Downloads (Pure)

Sex and Credit: Is there a Gender Bias in Lending?

Beck, T. H. L., Behr, P. & Madestam, A., 2012, Tilburg: Economics, 50 p. (CentER Discussion Paper; vol. 2012-062).

Research output: Working paper › Discussion paper › Other research output

File
Lending
Gender bias
Credit
Loans
Credit markets
158 Downloads (Pure)

Supervising Cross-Border Banks: Theory, Evidence and Policy (Revised version of EBC Discussion Paper 2011-033)

Beck, T. H. L., Todorov, R. I. & Wagner, W. B., 2012, Tilburg: EBC, 43 p. (EBC Discussion Paper; vol. 2012-015).

Research output: Working paper › Discussion paper › Other research output

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Cross-border
Equity
Deposits
Assets
Incentives
391 Downloads (Pure)

Supervising Cross-Border Banks: Theory, Evidence and Policy (Revised version of CentER Discussion Paper 2011-127)

Beck, T. H. L., Todorov, R. I. & Wagner, W. B., 2012, Tilburg: Economics, 43 p. (CentER Discussion Paper; vol. 2012-059).

Research output: Working paper › Discussion paper › Other research output

File
Cross-border
Equity
Deposits
Assets
Incentives
357 Downloads (Pure)

The Impact of Asset Repurchases and Issues in an Experimental Market

Haruvy, E., Noussair, C. N. & Powell, O. R., 2012, Tilburg: Economics, 39 p. (CentER Discussion Paper; vol. 2012-092).

Research output: Working paper › Discussion paper › Other research output

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Repurchase
Experimental markets
Assets
Traders
Fundamental values
70 Downloads (Pure)

The Impact of the LCR on the Interbank Money Market

Bonner, C. & Eijffinger, S. C. W., 2012, Tilburg: EBC, 29 p. (EBC Discussion Paper; vol. 2012-019).

Research output: Working paper › Discussion paper › Other research output

File
Liquidity
Money market
Monetary policy
Loans
Functioning
390 Downloads (Pure)

The Impact of the LCR on the Interbank Money Market

Bonner, C. & Eijffinger, S. C. W., 2012, Tilburg: Economics, 29 p. (CentER Discussion Paper; vol. 2012-075).

Research output: Working paper › Discussion paper › Other research output

File
Liquidity
Money market
Monetary policy
Loans
Functioning
1164 Downloads (Pure)

The Nexus between Artificial Intelligence and Economics

van de Gevel, A. J. W. & Noussair, C. N., 2012, Tilburg: Economics, 93 p. (CentER Discussion Paper; vol. 2012-087).

Research output: Working paper › Discussion paper › Other research output

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Artificial Intelligence
Economics
Nexus
Happiness
Economic Growth
368 Downloads (Pure)

Time as a Medium of Reward in Three Social Preference Experiments

Noussair, C. N. & Stoop, J. T. R., 2012, Tilburg: Economics, 26 p. (CentER Discussion Paper; vol. 2012-068).

Research output: Working paper › Discussion paper › Other research output

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Social preferences
Ultimatum game
Trust game
Dictator game
Experiment
244 Downloads (Pure)

Why is Price Discovery in Credit Default Swap Markets News-Specific?

Marsch, I. & Wagner, W. B., 2012, Tilburg: Economics, 41 p. (CentER Discussion Paper; vol. 2012-006).

Research output: Working paper › Discussion paper › Other research output

File
Price discovery
Credit default swaps
News
Hedging
Lag
45 Downloads (Pure)

Why is Price Discovery in Credit Default Swap Markets News-Specific?

Marsch, I. & Wagner, W. B., 2012, Tilburg: EBC, 41 p. (EBC Discussion Paper; vol. 2012-004).

Research output: Working paper › Discussion paper › Other research output

File
Price discovery
Credit default swaps
News
Hedging
Lag
2013
245 Downloads (Pure)

Asset Opacity and Liquidity

Stenzel, A. & Wagner, W. B., 2013, Tilburg: EBC, 36 p. (EBC Discussion Paper; vol. 2013-012).

Research output: Working paper › Discussion paper › Other research output

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Opacity
Liquidity
Assets
Information acquisition
Incentives
585 Downloads (Pure)

Asset Opacity and Liquidity

Stenzel, A. & Wagner, W. B., 2013, Tilburg: Finance, 36 p. (CentER Discussion Paper; vol. 2013-066).

Research output: Working paper › Discussion paper › Other research output

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Opacity
Liquidity
Assets
Information acquisition
Incentives
324 Downloads (Pure)

Asymptotically UMP Panel Unit Root Tests

Becheri, I. G., Drost, F. C. & van den Akker, R., 2013, Tilburg: Econometrics, 19 p. (CentER Discussion Paper; vol. 2013-017).

Research output: Working paper › Discussion paper › Other research output

File
Panel unit root tests
Perturbation
Power envelope
Unit root tests
Optimal test
277 Downloads (Pure)

Bonus Schemes and Trading Activity

Pikulina, E. S., Renneboog, L. D. R., Ter Horst, J. R. & Tobler, P. N., 2013, Tilburg: Finance, 45 p. (CentER Discussion Paper; vol. 2013-030).

Research output: Working paper › Discussion paper › Other research output

File
Bonus
Traders
Trading activity
Profitability
Share prices
1284 Downloads (Pure)

Director Networks and Takeovers

Renneboog, L. D. R. & Zhao, Y., 2013, Tilburg: Finance, 39 p. (CentER Discussion Paper; vol. 2013-056).

Research output: Working paper › Discussion paper › Other research output

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Equity
Announcement returns
682 Downloads (Pure)

Do Managers Manipulate Earnings Prior to Management Buyouts?

Mao, Y. & Renneboog, L. D. R., 2013, Tilburg: Finance, 45 p. (CentER Discussion Paper; vol. 2013-055).

Research output: Working paper › Discussion paper › Other research output

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Management buyouts
Managers
Buy-out
Manipulation
Earnings management
304 Downloads (Pure)

Emotional state and Market Behavior

Breaban, A. & Noussair, C. N., 2013, Tilburg: Economics, 34 p. (CentER Discussion Paper; vol. 2013-031).

Research output: Working paper › Discussion paper › Other research output

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Traders
Bubble
Emotion
Market behavior
Crash
570 Downloads (Pure)

Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records

Eijffinger, S. C. W., Mahieu, R. J. & Raes, L. B. D., 2013, Tilburg: Economics, 26 p. (CentER Discussion Paper; vol. 2013-047).

Research output: Working paper › Discussion paper › Other research output

File
Monetary policy committees
Bankers
Voting
Poland
Central bank
88 Downloads (Pure)

Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records

Eijffinger, S. C. W., Mahieu, R. J. & Raes, L. B. D., 2013, Tilburg: EBC, 26 p. (EBC Discussion Paper; vol. 2013-009).

Research output: Working paper › Discussion paper › Other research output

File
Monetary policy committees
Bankers
Voting
Poland
Central bank
496 Downloads (Pure)

Experimental Research On Asset Pricing

Noussair, C. N. & Tucker, S., 2013, Tilburg: Economics, 25 p. (CentER Discussion Paper; vol. 2013-020).

Research output: Working paper › Discussion paper › Other research output

File
Market characteristics
Capital asset pricing model
Asset markets
Experimental study
Asset pricing
131 Downloads (Pure)

Finance and Growth for Microenterprises: Evidence from Rural China

Beck, T. H. L., Lu, L. & Yang, R., 2013, Tilburg: EBC, 44 p. (EBC Discussion Paper; vol. 2013-010).

Research output: Working paper › Discussion paper › Other research output

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Finance
Finance and growth
Rural China
Micro-enterprises
Entrepreneurship
415 Downloads (Pure)

Finance and Growth for Microenterprises: Evidence from Rural China

Beck, T. H. L., Lu, L. & Yang, R., 2013, Tilburg: Economics, 44 p. (CentER Discussion Paper; vol. 2013-053).

Research output: Working paper › Discussion paper › Other research output

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Finance
Finance and growth
Rural China
Micro-enterprises
External finance

Framing Effects in an Employee Savings Scheme: A Non-Parametric Analysis

Kooreman, P., Melenberg, B., Prast, H. M. & Vellekoop, N., Jan 2013, Tilburg: NETSPAR, 43 p. (NETSPAR Discussion Paper; vol. 01/2013-001).

Research output: Working paper › Discussion paper › Other research output

Framing effects
Nonparametric analysis
Employees
Income
Savings
470 Downloads (Pure)

How does Corporate Governance Affect Bank Capitalization Strategies?

Anginer, D., Demirgüc-Kunt, A., Huizinga, H. P. & Ma, K., 2013, Tilburg: Economics, 48 p. (CentER Discussion Paper; vol. 2013-054).

Research output: Working paper › Discussion paper › Other research output

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Capitalization
Corporate governance
Wealth
Shareholders
Stock options
143 Downloads (Pure)

How does Corporate Governance Affect Bank Capitalization Strategies?

Anginer, D., Demirgüc-Kunt, A., Huizinga, H. P. & Ma, K., 2013, Tilburg: EBC, 48 p. (EBC Discussion Paper; vol. 2013-011).

Research output: Working paper › Discussion paper › Other research output

File
corporate governance
bank
47 Downloads (Pure)

Inferring Hawks and Doves from Voting Records

Eijffinger, S. C. W., Mahieu, R. J. & Raes, L. B. D., 2013, Tilburg: EBC, 44 p. (EBC Discussion Paper; vol. 2013-004).

Research output: Working paper › Discussion paper › Other research output

File
Voting
Median voter
Industry
Monetary policy committees
Bayesian approach
297 Downloads (Pure)

Inferring Hawks and Doves from Voting Records

Eijffinger, S. C. W., Mahieu, R. J. & Raes, L. B. D., 2013, Tilburg: Economics, 31 p. (CentER Discussion Paper; vol. 2013-024).

Research output: Working paper › Discussion paper › Other research output

File
voting
career
central bank
monetary policy
voter
78 Downloads (Pure)

Informal or Formal Financing? Or Both? First Evidence on the Co-Funding of Chinese Firms

Degryse, H. A., Lu, L. & Ongena, S., 2013, Tilburg: EBC, 63 p. (EBC Discussion Paper; vol. 2013-006).

Research output: Working paper › Discussion paper › Other research output

File
Finance
Financing
Chinese firms
Funding
Small firms
316 Downloads (Pure)

Informal or Formal Financing? Or Both? First Evidence on the Co-Funding of Chinese Firms

Degryse, H. A., Lu, L. & Ongena, S., 2013, Tilburg: Finance, 63 p. (CentER Discussion Paper; vol. 2013-034).

Research output: Working paper › Discussion paper › Other research output

File
Finance
Financing
Chinese firms
Funding
Small firms

Intra-group Risk Sharing Under Financial Fairness

Pazdera, J., Schumacher, H. & Werker, B., May 2013, Tilburg: NETSPAR, 38 p. (NETSPAR Discussion Paper; vol. 05/2013-072).

Research output: Working paper › Discussion paper › Other research output

Open Access
Fairness
Risk sharing
Expected utility
Pricing rules
Internal market

Overconfidence, Effort, and Investment (Replaced by CentER DP 2014-039)

Pikulina, E. S., Renneboog, L. D. R., Ter Horst, J. R. & Tobler, P. N., 2013, Tilburg: Finance, 52 p. (CentER Discussion Paper; vol. 2013-035).

Research output: Working paper › Discussion paper › Other research output

Overconfidence
Costs
Finance
Web-based
Prediction
262 Downloads (Pure)

Recreating the South Sea Bubble: Lessons from an Experiment in Financial History

Giusti, G., Noussair, C. N. & Voth, H-J., 2013, Tilburg: Economics, 50 p. (CentER Discussion Paper; vol. 2013-042).

Research output: Working paper › Discussion paper › Other research output

File
Payment
Bubble
Experiment
Financial history
Swaps
722 Downloads (Pure)

Regional Inflation and Financial Dollarization

Brown, M., de Haas, R. & Sokolov, V., 2013, Tilburg: Finance, 26 p. (CentER Discussion Paper; vol. 2013-073).

Research output: Working paper › Discussion paper › Other research output

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Inflation
Dollarization
Household
Currency
Credit
799 Downloads (Pure)

Risk Aversion and Emotions

Nguyen, Y. & Noussair, C. N., 2013, Tilburg: Economics, 21 p. (CentER Discussion Paper; vol. 2013-041).

Research output: Working paper › Discussion paper › Other research output

File
Emotion
Risk aversion
Correlates
Risk-averse
Lottery