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Details about Matthijs Lof

E-mail:
Homepage:https://sites.google.com/site/matthijslof/
Workplace:Kauppakorkeakoulu (School of Business), Aalto-yliopisto (Aalto University), (more information at EDIRC)

Access statistics for papers by Matthijs Lof.

Last updated 2020-02-07. Update your information in the RePEc Author Service.

Short-id: plo285


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Working Papers

2018

  1. Asymmetric information and the distribution of trading volume
    Research Discussion Papers, Bank of Finland Downloads
    Also in Research Discussion Papers, Bank of Finland (2018) Downloads View citations (2)

2013

  1. Does sovereign debt weaken economic growth? A Panel VAR analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article in Economics Letters (2014)
  2. Essays on Expectations and the Econometrics of Asset Pricing
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Rational Speculators, Contrarians and Excess Volatility
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Management Science (2015)

2011

  1. GMM estimation with noncausal instruments under rational expectations
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
  2. Noncausality and Asset Pricing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)

2010

  1. Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. Expected market returns: SVIX, realized volatility, and the role of dividends
    Journal of Applied Econometrics, 2019, 34, (5), 858-864 Downloads

2017

  1. Noncausality and the commodity currency hypothesis
    Energy Economics, 2017, 65, (C), 424-433 Downloads View citations (8)

2015

  1. Aid and Income: Another Time-series Perspective
    World Development, 2015, 69, (C), 19-30 Downloads View citations (14)
  2. Rational Speculators, Contrarians, and Excess Volatility
    Management Science, 2015, 61, (8), 1889-1901 Downloads View citations (16)
    See also Working Paper (2012)
  3. Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014)
    World Development, 2015, 70, (C), 397-399 Downloads View citations (2)

2014

  1. Does sovereign debt weaken economic growth? A panel VAR analysis
    Economics Letters, 2014, 122, (3), 403-407 Downloads View citations (48)
    See also Working Paper (2013)
  2. GMM Estimation with Non-causal Instruments under Rational Expectations
    Oxford Bulletin of Economics and Statistics, 2014, 76, (2), 279-286 Downloads View citations (2)
    See also Working Paper (2011)

2013

  1. Noncausality and asset pricing
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 211-220 Downloads View citations (13)
    See also Working Paper (2011)

2012

  1. Heterogeneity in stock prices: A STAR model with multivariate transition function
    Journal of Economic Dynamics and Control, 2012, 36, (12), 1845-1854 Downloads View citations (33)
 
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