Research Output

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Discussion paper
2005

Stock Price Reactions to Short-Lived Public Information: The Case of Betting Odds

Palomino, F. A., Renneboog, L. D. R. & Zhang, C., 2005, Tilburg: Finance, 31 p. (CentER Discussion Paper; vol. 2005-62).

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268 Downloads (Pure)

Stock Price Reactions to Short-Lived Public Information: The Case of Betting Odds

Palomino, F. A., Renneboog, L. D. R. & Zhang, C., 2005, Tilburg: TILEC, 30 p. (TILEC Discussion Paper; vol. 2005-016).

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273 Downloads (Pure)

Takeover Waves: Triggers, Performance and Motives

Martynova, M. & Renneboog, L. D. R., 2005, Tilburg: TILEC, 56 p. (TILEC Discussion Paper; vol. 2005-029).

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828 Downloads (Pure)

Takeover Waves: Triggers, Performance and Motives

Martynova, M. & Renneboog, L. D. R., 2005, Tilburg: Finance, 56 p. (CentER Discussion Paper; vol. 2005-107).

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950 Downloads (Pure)

Testing for Mean-Coherent Regular Risk Spanning

Melenberg, B. & Polbennikov, S. Y., 2005, Tilburg: Econometrics, 1 p. (CentER Discussion Paper; vol. 2005-99).

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222 Downloads (Pure)

The Impact of Overnight Periods on Option Pricing

Boes, M. J., Drost, F. C. & Werker, B. J. M., 2005, Tilburg: Finance, 19 p. (CentER Discussion Paper; vol. 2005-1).

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410 Downloads (Pure)

The Value of Fighting Irreversible Demise by Softening the Irreversible Cost

Magis, P. & Sbuelz, A., 2005, Tilburg: Finance, 21 p. (CentER Discussion Paper; vol. 2005-26).

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273 Downloads (Pure)

Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution

Beirlant, J., Joossens, E. & Segers, J., 2005, Tilburg: Econometrics, 18 p. (CentER Discussion Paper; vol. 2005-112).

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234 Downloads (Pure)
2004

An Alternative Asymptotic Analysis of Residual-Based Statistics

Andreou, E. & Werker, B. J. M., 2004, Tilburg: Econometrics, 39 p. (CentER Discussion Paper; vol. 2004-56).

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249 Downloads (Pure)

An Irregular Grid Approach for Pricing High-Dimensional American Options

Berridge, S. J. & Schumacher, J. M., 2004, Tilburg: Finance, 31 p. (CentER Discussion Paper; vol. 2004-18).

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266 Downloads (Pure)

Business Groups and Profit Redistribution: A Boon or Bane for Firms

George, R., Kabir, M. R. & Douma, S. W., 2004, Tilburg: Finance, 42 p. (CentER Discussion Paper; vol. 2004-124).

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496 Downloads (Pure)

Capital Structure and Managerial Compensation: The Effects of Renumeration Seniority

Calcagno, R. & Renneboog, L. D. R., 2004, Tilburg: Finance, 33 p. (CentER Discussion Paper; vol. 2004-120).

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248 Downloads (Pure)

Capital Structure and Managerial Compensation: The Effects of Remuneration Seniority

Calcagno, R. & Renneboog, L. D. R., 2004, Tilburg: TILEC, 51 p. (TILEC Discussion Paper; vol. 2004-015).

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285 Downloads (Pure)

Dividend policy of German firms: A dynamic panel analysis of partial adjustment models

Goergen, M., Renneboog, L. D. R. & Correia Da Silva, L., 2004, Tilburg: TILEC, 34 p. (TILEC Discussion Paper; vol. 2004-013).

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245 Downloads (Pure)

Dividend Policy of German Firms

Goergen, M., Renneboog, L. D. R. & Correia Da Silva, L., 2004, Tilburg: Finance, 34 p. (CentER Discussion Paper; vol. 2004-122).

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549 Downloads (Pure)

Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System

Degryse, H. A. & Nguyen, G., 2004, Tilburg: Finance, 53 p. (CentER Discussion Paper; vol. 2004-4).

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319 Downloads (Pure)

Lending to Small Businesses: The Role of Loan Maturity in Adressing Information Problems

Ortiz-Molina, H. & Penas, M. F., 2004, Tilburg: Finance, 37 p. (CentER Discussion Paper; vol. 2004-99).

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563 Downloads (Pure)

Mandelbrot's Extremism

Beirlant, J., Schoutens, W. & Segers, J. J. J., 2004, Tilburg: Econometrics, 14 p. (CentER Discussion Paper; vol. 2004-125).

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220 Downloads (Pure)

Myopic Loss Aversion: Information Feedback vs. Investment Flexibility

Bellemare, C., Krause, M., Kroger, S. & Zhang, C., 2004, Tilburg: Econometrics, 11 p. (CentER Discussion Paper; vol. 2004-32).

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239 Downloads (Pure)

Non-Parametric Inference for Bivariate Extreme-Value Copulas

Segers, J. J. J., 2004, Tilburg: Econometrics, 26 p. (CentER Discussion Paper; vol. 2004-91).

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274 Downloads (Pure)

On the Estimation Error in Mean-Variance Efficient Portfolio Weights

de Roon, F. A., 2004, Tilburg: Finance, 20 p. (CentER Discussion Paper; vol. 2004-106).

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284 Downloads (Pure)

Pricing High-Dimensional American Options Using Local Consistency Conditions

Berridge, S. J. & Schumacher, J. M., 2004, Tilburg: Finance, 33 p. (CentER Discussion Paper; vol. 2004-19).

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262 Downloads (Pure)

Recent Developments in German Corporate Governance

Goergen, M., Manjon, M. C. & Renneboog, L. D. R., 2004, Tilburg: TILEC, 33 p. (TILEC Discussion Paper; vol. 2004-014).

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269 Downloads (Pure)

Recent Developments in German Corporate Governance

Goergen, M., Manjon, M. C. & Renneboog, L. D. R., 2004, Tilburg: Finance, 45 p. (CentER Discussion Paper; vol. 2004-123).

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413 Downloads (Pure)

Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models

Hallin, M., Vermandele, C. & Werker, B. J. M., 2004, Tilburg: Finance, 40 p. (CentER Discussion Paper; vol. 2004-11).

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212 Downloads (Pure)

Shareholder Lockup Agreements in French Nouveau Marche and German Neuer Markt IPOs

Goergen, M., Renneboog, L. D. R. & Khurshed, A., 2004, Tilburg: TILEC, 34 p. (TILEC Discussion Paper; vol. 2004-012).

Research output: Working paperDiscussion paperOther research output

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252 Downloads (Pure)

Shareholder Lockup Agreements in the European New Markets

Goergen, M., Renneboog, L. D. R. & Khurshed, A., 2004, Tilburg: Finance, 35 p. (CentER Discussion Paper; vol. 2004-121).

Research output: Working paperDiscussion paperOther research output

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606 Downloads (Pure)

Stochatic Volatility Models with Transaction Time Risk

Renault, E. & Werker, B. J. M., 2004, Tilburg: Finance, 28 p. (CentER Discussion Paper; vol. 2004-24).

Research output: Working paperDiscussion paperOther research output

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248 Downloads (Pure)

Strategic Trading of Forward Contracts in Oligopolistic Industries with Non-storable Commodities

Calcagno, R. & Sadrieh, A., 2004, Tilburg: TILEC, 7 p. (TILEC Discussion Paper; vol. 2004-005).

Research output: Working paperDiscussion paperOther research output

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241 Downloads (Pure)

Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options

Berridge, S. J. & Schumacher, J. M., 2004, Tilburg: Finance, 22 p. (CentER Discussion Paper; vol. 2004-20).

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207 Downloads (Pure)
2003

Analytic American Option Pricing and Applications

Sbuelz, A., 2003, Tilburg: Finance, 13 p. (CentER Discussion Paper; vol. 2003-64).

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225 Downloads (Pure)

Approximate Distributions of Clusters of Extremes

Segers, J. J. J., 2003, Tilburg: Econometrics, 9 p. (CentER Discussion Paper; vol. 2003-91).

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227 Downloads (Pure)

A Simple Asymptotic Analysis of Residual-Based Statistics

Andreou, E. & Werker, B. J. M., 2003, Tilburg: Econometrics, 29 p. (CentER Discussion Paper; vol. 2003-118).

Research output: Working paperDiscussion paperOther research output

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248 Downloads (Pure)

Distance, Lending Relationships, and Competition

Degryse, H. A. & Ongena, S., 2003, Tilburg: Finance, 74 p. (CentER Discussion Paper; vol. 2003-123).

Research output: Working paperDiscussion paperOther research output

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419 Downloads (Pure)

Do Corporate Control and Product Market Competition Lead to Stronger Productivity Growth? Evidence from Market-Oriented and Blockholder-Based Governance Regimes

Koke, J. & Renneboog, L. D. R., 2003, Tilburg: Finance, 39 p. (CentER Discussion Paper; vol. 2003-78).

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385 Downloads (Pure)

Do Macroeconomic Announcements Cause Asymmetric Volatility

de Goeij, P. C. & Marquering, W., 2003, Tilburg: Finance, 41 p. (CentER Discussion Paper; vol. 2003-131).

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307 Downloads (Pure)

Economic Hedging Portfolios

van den Goorbergh, R. W. J., de Roon, F. A. & Werker, B. J. M., 2003, Tilburg: Finance, 31 p. (CentER Discussion Paper; vol. 2003-102).

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269 Downloads (Pure)

Edgeworth Expansions for the Distribution Function of the Hill Estimator

Cuntz, A., Haeusler, E. & Segers, J. J. J., 2003, Tilburg: Econometrics, 21 p. (CentER Discussion Paper; vol. 2003-8).

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218 Downloads (Pure)

Functionals of Clusters of Extremes

Segers, J. J. J., 2003, Tilburg: Econometrics, 22 p. (CentER Discussion Paper; vol. 2003-48).

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230 Downloads (Pure)

GARCH and Irregularly Spaced Data

Meddahi, N., Renault, E. & Werker, B. J. M., 2003, Tilburg: Finance, 6 p. (CentER Discussion Paper; vol. 2003-27).

Research output: Working paperDiscussion paperOther research output

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266 Downloads (Pure)

Market Timing: A Decomposition of Mutual Fund Returns

Swinkels, L. A. P., van der Sluis, P. J. & Verbeek, M. J. C. M., 2003, Tilburg: Finance, 40 p. (CentER Discussion Paper; vol. 2003-95).

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264 Downloads (Pure)

Multivariate Option Pricing Using Dynamic Copula Models

van den Goorbergh, R. W. J., Genest, C. & Werker, B. J. M., 2003, Tilburg: Finance, 21 p. (CentER Discussion Paper; vol. 2003-122).

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428 Downloads (Pure)

Overconfidence and Delegated Portfolio Management

Palomino, F. A. & Sadrieh, A., 2003, Tilburg: Microeconomics, 34 p. (CentER Discussion Paper; vol. 2003-54).

Research output: Working paperDiscussion paperOther research output

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261 Downloads (Pure)

Risk Aversion, Price Uncertainty and Irreversible Investments

van den Goorbergh, R. W. J., Huisman, K. J. M. & Kort, P. M., 2003, Tilburg: Finance, 20 p. (CentER Discussion Paper; vol. 2003-119).

Research output: Working paperDiscussion paperOther research output

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291 Downloads (Pure)

Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality

Hallin, M., Vermandele, C. & Werker, B. J. M., 2003, Tilburg: Finance, 26 p. (CentER Discussion Paper; vol. 2003-23).

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215 Downloads (Pure)

Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes

Nijman, T. E. & Swinkels, L. A. P., 2003, Tilburg: Finance, 37 p. (CentER Discussion Paper; vol. 2003-20).

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304 Downloads (Pure)

Strategic Investment Under Uncertainty: Merging Real Options with Game Theory

Huisman, K. J. M., Kort, P. M., Pawlina, G. & Thijssen, J. J. J., 2003, Tilburg: Microeconomics, 22 p. (CentER Discussion Paper; vol. 2003-6).

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293 Downloads (Pure)

Structural RFV: Recovery Form and Defaultable Debt Analysis

Guha, R. & Sbuelz, A., 2003, Tilburg: Finance, 64 p. (CentER Discussion Paper; vol. 2003-37).

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275 Downloads (Pure)

Testing Expected Shortfall Models for Derivative Positions

Kerkhof, F. L. J., Melenberg, B. & Schumacher, J. M., 2003, Tilburg: Finance, 24 p. (CentER Discussion Paper; vol. 2003-24).

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399 Downloads (Pure)

The Bank's Choice of Financing and the Correlation Structure of Loan Returns

Ioannidou, V. & Pierides, Y., 2003, Tilburg: Macroeconomics, 28 p. (CentER Discussion Paper; vol. 2003-51).

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216 Downloads (Pure)