EconPapers    
Economics at your fingertips  
 

Details about Matthijs Lof

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 2024-02-11. Update your information in the RePEc Author Service.

Short-id: plo285


Jump to Journal Articles

Working Papers

2021

  1. Non-Standard Errors
    Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz Downloads View citations (1)
    Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) Downloads View citations (6)
    Working Papers, Lund University, Department of Economics (2021) Downloads

2018

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

    See also Journal Article Asymmetric information and the distribution of trading volume, Journal of Corporate Finance, Elsevier (2023) Downloads (2023)

2013

  1. Aid and Income: Another Time-Series Perspective
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (7)
    See also Journal Article Aid and Income: Another Time-series Perspective, World Development, Elsevier (2015) Downloads View citations (25) (2015)
  2. Does sovereign debt weaken economic growth? A Panel VAR analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
    See also Journal Article Does sovereign debt weaken economic growth? A panel VAR analysis, Economics Letters, Elsevier (2014) Downloads View citations (72) (2014)
  3. 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 Rational Speculators, Contrarians, and Excess Volatility, Management Science, INFORMS (2015) Downloads View citations (26) (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 GMM Estimation with Non-causal Instruments under Rational Expectations, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) Downloads View citations (2) (2014)
  2. Noncausality and Asset Pricing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article Noncausality and asset pricing, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2013) Downloads View citations (24) (2013)

2010

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

Journal Articles

2024

  1. Identifying accounting conservatism in the presence of skewness
    Review of Quantitative Finance and Accounting, 2024, 62, (2), 553-577 Downloads

2023

  1. Asymmetric information and the distribution of trading volume
    Journal of Corporate Finance, 2023, 82, (C) Downloads
    See also Working Paper Asymmetric information and the distribution of trading volume, Bank of Finland Research Discussion Papers (2018) (2018)

2022

  1. Mind the Basel gap
    Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) Downloads

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 (23)

2015

  1. Aid and Income: Another Time-series Perspective
    World Development, 2015, 69, (C), 19-30 Downloads View citations (25)
    See also Working Paper Aid and Income: Another Time-Series Perspective, WIDER Working Paper Series (2013) Downloads View citations (7) (2013)
  2. Rational Speculators, Contrarians, and Excess Volatility
    Management Science, 2015, 61, (8), 1889-1901 Downloads View citations (26)
    See also Working Paper Rational Speculators, Contrarians and Excess Volatility, MPRA Paper (2012) Downloads View citations (4) (2012)
  3. Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014)
    World Development, 2015, 70, (C), 397-399 Downloads View citations (3)

2014

  1. Does sovereign debt weaken economic growth? A panel VAR analysis
    Economics Letters, 2014, 122, (3), 403-407 Downloads View citations (72)
    See also Working Paper Does sovereign debt weaken economic growth? A Panel VAR analysis, MPRA Paper (2013) Downloads View citations (11) (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 GMM estimation with noncausal instruments under rational expectations, MPRA Paper (2011) Downloads View citations (1) (2011)

2013

  1. Noncausality and asset pricing
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 211-220 Downloads View citations (24)
    See also Working Paper Noncausality and Asset Pricing, MPRA Paper (2011) Downloads View citations (3) (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 (45)
 
Page updated 2024-04-14