Research Output 1986 2019

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Discussion paper
1998
313 Downloads (Pure)

Style Analysis and Performance Evaluation of Dutch Mutual Funds

Ter Horst, J. R., Nijman, T. E. & de Roon, F. A., 1998, Tilburg: Econometrics, 24 p. (CentER Discussion Paper; vol. 1998-50).

Research output: Working paperDiscussion paperOther research output

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Style analysis
Performance evaluation
Mutual funds
Investment style
Equity
432 Downloads (Pure)

Testing for mean-variance spanning: A survey

de Roon, F. A. & Nijman, T. E., 1998, Tilburg: Econometrics, 67 p. (CentER Discussion Paper; vol. 1998-132).

Research output: Working paperDiscussion paperOther research output

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283 Downloads (Pure)

Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets

de Roon, F. A., Nijman, T. E. & Werker, B. J. M., 1998, Tilburg: Econometrics, 47 p. (CentER Discussion Paper; vol. 1998-07).

Research output: Working paperDiscussion paperOther research output

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306 Downloads (Pure)

The Diffusion of Mobile Telecommunications Services in the European Union

Gruber, H. & Verboven, F. L., 1998, Tilburg: Vakgroep CentER, 22 p. (CentER Discussion Paper; vol. 1998-138).

Research output: Working paperDiscussion paperOther research output

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487 Downloads (Pure)

Who Disciplines Bad Management?

Franks, J., Mayer, C. & Renneboog, L. D. R., 1998, Tilburg: Finance, (CentER Discussion Paper; vol. 1998-130).

Research output: Working paperDiscussion paperOther research output

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1997
272 Downloads (Pure)

Analyzing specification errors in models for futures risk premia with hedging pressure

de Roon, F. A., Nijman, T. E. & Veld, C. H., 1997, Tilburg: Finance, 35 p. (CentER Discussion Paper; vol. 1997-102).

Research output: Working paperDiscussion paperOther research output

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255 Downloads (Pure)

An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models

Charlier, E., Melenberg, B. & van Soest, A. H. O., 1997, Tilburg: Econometrics, 26 p. (CentER Discussion Paper; vol. 1997-15).

Research output: Working paperDiscussion paperOther research output

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Cross section
Expenditure
Elasticity
Parametric model
Exogeneity
290 Downloads (Pure)

An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data

Charlier, E., Melenberg, B. & van Soest, A. H. O., 1997, Tilburg: Econometrics, 36 p. (CentER Discussion Paper; vol. 1997-14).

Research output: Working paperDiscussion paperOther research output

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Semiparametric model
Fixed effects
Expenditure
Panel data
Random effects model
234 Downloads (Pure)

Attribute dependence and the provision of quality

Degryse, H. A. & Irmen, A., 1997, Tilburg: Finance, 30 p. (CentER Discussion Paper; vol. 1997-18).

Research output: Working paperDiscussion paperOther research output

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242 Downloads (Pure)

A welfare comparison of international tax regimes with cross ownership of firms

Huizinga, H. P. & Nielsen, S. B., 1997, Tilburg: Macroeconomics, 25 p. (CentER Discussion Paper; vol. 1997-72).

Research output: Working paperDiscussion paperOther research output

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240 Downloads (Pure)

Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)

Lettau, M., 1997, Tilburg: Macroeconomics, 8 p. (CentER Discussion Paper; vol. 1997-49).

Research output: Working paperDiscussion paperOther research output

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203 Downloads (Pure)

Contentious Contracts

Hege, U. & Viala, P., 1997, Tilburg: Finance, 38 p. (CentER Discussion Paper; vol. 1997-109).

Research output: Working paperDiscussion paperOther research output

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Unforeseen contingencies
Dispute
Discards
Resources
Incomplete contracts
240 Downloads (Pure)

Exchange rate target zones: A new approach

de Jong, F. C. J. M., Drost, F. C. & Werker, B. J. M., 1997, Tilburg: Econometrics, 35 p. (CentER Discussion Paper; vol. 97.04).

Research output: Working paperDiscussion paperOther research output

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383 Downloads (Pure)

New Evidence on Price and Volatility Effects of Stock Option Introductions

Kabir, M. R., 1997, Tilburg: Finance, 24 p. (CentER Discussion Paper; vol. 1997-37).

Research output: Working paperDiscussion paperOther research output

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Stock options
Call option
Put option
Derivatives
Option trading
341 Downloads (Pure)

Preferences, Consumption Smoothing and Risk Premia

Lettau, M. & Uhlig, H. F. H. V. S., 1997, Tilburg: Macroeconomics, 35 p. (CentER Discussion Paper; vol. 1997-60).

Research output: Working paperDiscussion paperOther research output

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Consumption smoothing
Risk premia
Elasticity
Elasticity of intertemporal substitution
Sharpe ratio
238 Downloads (Pure)

Privatization, public investment and capital income taxation

Huizinga, H. P. & Nielsen, S. B., 1997, Tilburg: Macroeconomics, 22 p. (CentER Discussion Paper; vol. 1997-09).

Research output: Working paperDiscussion paperOther research output

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216 Downloads (Pure)

Relative Performance Equilibrium in Financial Markets

Palomino, F. A., 1997, Tilburg: Microeconomics, 24 p. (CentER Discussion Paper; vol. 1997-99).

Research output: Working paperDiscussion paperOther research output

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253 Downloads (Pure)

Testing the Predicitive Value of Subjective Labour Supply Data

Euwals, R. W., Melenberg, B. & van Soest, A. H. O., 1997, Tilburg: Econometrics, 35 p. (CentER Discussion Paper; vol. 1997-25).

Research output: Working paperDiscussion paperOther research output

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Labor supply
Testing
Working hours
Deviation
Job change
233 Downloads (Pure)

The taxation of interest in Europe: A minimum withholding tax?

Huizinga, H. P. & Nielsen, S. B., 1997, Tilburg: Macroeconomics, 31 p. (CentER Discussion Paper; vol. 1997-73).

Research output: Working paperDiscussion paperOther research output

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237 Downloads (Pure)

The Usefulness of the Most Widely Reported Dutch Financial Statement Numbers to Stock Market Investors

Kabir, M. R., 1997, Tilburg: Finance, 23 p. (CentER Discussion Paper; vol. 1997-58).

Research output: Working paperDiscussion paperOther research output

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Investors
Usefulness
Stock market
Financial statements
Earnings announcements
176 Downloads (Pure)

Venture Capital Financing, Moral Hazard and Learning

Bergemann, D. & Hege, U., 1997, Tilburg: Finance, 44 p. (CentER Discussion Papers; vol. 1997-108).

Research output: Working paperDiscussion paperOther research output

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Venture capital financing
Moral hazard
Entrepreneurs
Financing
Financial contracting
1996
241 Downloads (Pure)

A Study on the Efficiency of the Market for Dutch Long Term Call Options

de Roon, F. A., Veld, C. H. & Wei, J., 1996, Tilburg: Finance, 23 p. (CentER Discussion Paper; vol. 1996-33).

Research output: Working paperDiscussion paperOther research output

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Call option
Arbitrage
Vega
Inefficiency
Warrants
353 Downloads (Pure)

Blocks, liquidity and corporate control

Bolton, P. & von Thadden, E. L., 1996, Tilburg: Finance, 30 p. (CentER Discussion Paper; vol. 1996-80).

Research output: Working paperDiscussion paperOther research output

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383 Downloads (Pure)

Contrarian Investment Strategies in a European Context

Brouwer, I., van der Put, J. & Veld, C. H., 1996, Tilburg: Finance, 19 p. (CentER Discussion Paper; vol. 1996-36).

Research output: Working paperDiscussion paperOther research output

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Investment strategy
Cash flow
Book-to-market ratio
Germany
Dividend yield
341 Downloads (Pure)

Efficient Estimation in Semiparametric GARCH Models

Drost, F. C. & Klaassen, C. A. J., 1996, Tilburg: Econometrics, 29 p. (CentER Discussion Paper; vol. 1996-38).

Research output: Working paperDiscussion paperOther research output

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GARCH Model
Efficient Estimation
Semiparametric Model
Adaptive Estimation
Autoregression
1039 Downloads (Pure)

Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market

de Jong, F. C. J. M. & Donders, M. W. M., 1996, Tilburg: Finance, 16 p. (CentER Discussion Paper; vol. 1996-108).

Research output: Working paperDiscussion paperOther research output

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Options markets
Stock market
Cash
Lead-lag relationship
Estimator
221 Downloads (Pure)

Intrafirm Information Transfer and Wages

Huizinga, H. P., 1996, Tilburg: Macroeconomics, 22 p. (CentER Discussion Paper; vol. 1996-18).

Research output: Working paperDiscussion paperOther research output

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Wages
Information transfer
Employees
Competitors
Workers
258 Downloads (Pure)

On the Pricing of Options in Incomplete Markets

Melenberg, B. & Werker, B. J. M., 1996, Tilburg: Finance, 20 p. (CentER Discussion Paper; vol. 1996-19).

Research output: Working paperDiscussion paperOther research output

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Option pricing
Pricing
Incomplete markets
Black-Scholes
Complete markets
253 Downloads (Pure)

Pricing Term Structure Risk in Futures Markets

Nijman, T. E., de Roon, F. A. & Veld, C. H., 1996, Tilburg: Finance, 24 p. (CentER Discussion Paper; vol. 1996-78).

Research output: Working paperDiscussion paperOther research output

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Futures markets
Futures prices
Futures contracts
Term structure
Pricing
231 Downloads (Pure)

Short-Term and Long-Term Government Debt and Nonresident Interest Withholding Taxes

Eijffinger, S. C. W., Huizinga, H. P. & Lemmen, J. J. G., 1996, Tilburg: Macroeconomics, 25 p. (CentER Discussion Paper; vol. 1996-88).

Research output: Working paperDiscussion paperOther research output

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Withholding tax
Government debt
Investors
Government bonds
Bond yields
331 Downloads (Pure)

Strategic Experimentation: A Revision

Bolton, P. & Harris, C., 1996, Tilburg: Microeconomics, 60 p. (CentER Discussion Paper; vol. 1996-27).

Research output: Working paperDiscussion paperOther research output

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Positive ions
380 Downloads (Pure)

Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach

Nijman, T. E., de Roon, F. A. & Werker, B. J. M., 1996, Tilburg: Finance, 31 p. (CentER Discussion Paper; vol. 1996-83).

Research output: Working paperDiscussion paperOther research output

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Utility function
Assets
Futures contracts
Testing
Power utility
266 Downloads (Pure)

The Coordination of Capital Income and Profit Taxation with Cross-Ownership of Firms

Huizinga, H. P. & Nielsen, S. B., 1996, Tilburg: Macroeconomics, 23 p. (CentER Discussion Paper; vol. 1996-104).

Research output: Working paperDiscussion paperOther research output

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Tax
Cross-ownership
Income
Taxation
Profit
218 Downloads (Pure)

The Dual Role of Money and Optimal Financial Taxes

Huizinga, H. P., 1996, Tilburg: Macroeconomics, 15 p. (CentER Discussion Paper; vol. 1996-99).

Research output: Working paperDiscussion paperOther research output

File
Tax
Optimal tax
Liquidity
Optimal taxation
Borrowing
239 Downloads (Pure)

The Political Economy of Capital Income and Profit Taxation in a Small Open Economy

Huizinga, H. P. & Nielsen, S. B., 1996, Tilburg: Macroeconomics, 21 p. (CentER Discussion Paper; vol. 1996-106).

Research output: Working paperDiscussion paperOther research output

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Income
Taxation
Small open economy
Profit
Political economy
272 Downloads (Pure)

The Taxation Implicit in Two-Tiered Exchange Rate Systems

Huizinga, H. P., 1996, Tilburg: Macroeconomics, 13 p. (CentER Discussion Paper; vol. 1996-100).

Research output: Working paperDiscussion paperOther research output

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Tax revenues
Exchange rate systems
Taxation
South Africa
Tax rate
244 Downloads (Pure)

The total cost of trading Belgian shares: Brussels versus London

Degryse, H. A., 1996, Tilburg: Finance, 31 p. (CentER Discussion Paper; vol. 1996-105).

Research output: Working paperDiscussion paperOther research output

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231 Downloads (Pure)

Unemployment Benefits and Redistributive Taxes in the Presence of Labor Quality Externalities

Huizinga, H. P., 1996, Tilburg: Macroeconomics, 24 p. (CentER Discussion Paper; vol. 1996-15).

Research output: Working paperDiscussion paperOther research output

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Tax
Labor quality
Workers
Externalities
Unemployment benefits