Discussion Paper

From Tilburg University, Center for Economic Research
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2002-114: Robust One Period Option Modelling

F. Lutgens and J.F. Sturm

2002-113: Characterizations of Solutions in Digraph Competitions

Marieke Quant, Peter Borm, Hans Reijnierse and Mark Voorneveld

2002-112: On the Convexity of Precedence Sequencing Games

H.J.M. Hamers, Flip Klijn and S. van Velzen

2002-111: Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance

G. Baquero, Jenke ter Horst and Marno Verbeek

2002-110: Backtesting for Risk-Based Regulatory Capital

F.L.J. Kerkhof and Bertrand Melenberg

2002-109: Multiple Fund Investment Situations and Related Games

S. Wintein, Peter Borm, Ruud Hendrickx and Marieke Quant

2002-108: Perfection and Stability of Stationary Points with Applications in Noncooperative Games

Gerard van der Laan, Adolphus Talman and Zaifu Yang

2002-107: A General Existence Thorem of Zero Points

P. Jean-Jacques Herings, G.A. Koshevoy, Adolphus Talman and Zaifu Yang

2002-106: Collective vs Individual Sale of TV Rights in League Sports

S. Falconieri, F.A. Palomino and József Sákovics

2002-105: From parent to Child: Early Labor Market Experiences of Second-Generation Immigrants in the Netherlands

Jan van Ours and J.M.C. Veenman

2002-104: The Impact of Ownership Structure on Firm Performance: Evidence From a Large Emerging Market

S.W. Douma, R. George and Rezaul Kabir

2002-103: Toward a Unified Europe? Explaining Cultural Differences by Economic Development, Cultural Heritage and Historical Shocks

Sjoerd Beugelsdijk and Ton Schaik

2002-102: Equilibrium Asset Pricing with Time-Varying Pessimism

A. Sbuelz and Fabio Trojani

2002-101: The Rise and Fall of the European New Markets: On the Short and Long-Run Performance of High-Tech Initial Public Offerings

Marc Goergen, A. Khurshed, J.A. McCahery and Luc Renneboog

2002-100: The European UMTS-auction

Eric van Damme

2002-99: An Irregular Grid Approach for Pricing High Dimensional American Options

S.J. Berridge and Johannes Schumacher

2002-98: Cyclical Fluctuations in Workplace Accidents

Jan Boone and Jan van Ours

2002-97: Egalitarianism in Convex Fuzzy Games

R. Brânzei, Dinko Dimitrov and S.H. Tijs

2002-96: How to Cope with Division Problems under Interval Uncertainty of Claims?

R. Brânzei, Dinko Dimitrov, S. Pickl and S.H. Tijs

2002-95: Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options

Jenke ter Horst and Chris Veld

2002-94: Simulating an (R,s,S) Inventory System

Leo Strijbosch and J.J.A. Moors

2002-93: The Choice between Rights-Preserving Issue Methods: Regulatory and Financial Aspects of Issuing Seasoned Equity in the UK

A.G. Korteweg and Luc Renneboog

2002-92: Empirical Likelihood based on Hypothesis Testing

John Einmahl and I.W. McKeague

2002-91: Organizational Culture and Network Embeddedness

Niels Noorderhaven, Carla I. Koen and Sjoerd Beugelsdijk

2002-90: Enumeration of Cospectral Graphs

W.H. Haemers and E. Spence

2002-89: Does Good Corporate Governance Lead to Stronger Productivity Growth?

J. Koeke and Luc Renneboog

2002-88: Inheritance of Properties in NTU Communication Situations

Ruud Hendrickx

2002-87: Semi-parametric Models for Satisfaction with Income

Charles Bellemare, Bertrand Melenberg and Arthur van Soest

2002-86: Softening Competition by Enhancing entry: An Example from the Banking Industry

J.M.C. Bouckaert and Hans Degryse

2002-85: Organizing Education by Drawing on Organizational Studies

A.G.L. Romme

2002-84: Inequality, trust and growth: An experimental study

Abdolkarim Sadrieh and H.A.A. Verbon

2002-83: The Constrained Equal Award Rule for Bankruptcy Problems with a Priori Unions

B. Casas-Mendez, Peter Borm, L. Carpente and Ruud Hendrickx

2002-82: Adaptive Multidimensional Scaling: The Spatial Representation of Brand Consideration and Dissimilarity Judgments

T.H.A. Bijmolt, M. Wedel and W.S. DeSarbo

2002-81: Symmetric Equilibrium Strategies in Game Theoretical Real Option Models

J.J.J. Thijssen, Kuno Huisman and Peter Kort

2002-80: Aggressive Orders and the Resiliency of a Limit Order Market

Hans Degryse, Frank de Jong, M. van Ravenswaaij and G. Wuyts

2002-79: On the Nash Bargaining Solution with Noise

Werner Güth, Klaus Ritzberger and Eric van Damme

2002-78: Two-Step Sequential Sampling for Gamma Distributions

J.J.A. Moors and Leo Strijbosch

2002-77: Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

D.L. Danilov and Jan Magnus

2002-76: Forecast Accuracy after Pretesting with an Application to the Stock Market

D.L. Danilov and Jan Magnus

2002-75: Group Testing Models with Processing Times and Incomplete Identification

S.K. Bar-Lev, W. Stadje and F.A. van der Duyn Schouten

2002-74: Hypergeometric Group Testing with Incomplete Information

S.K. Bar-Lev, W. Stadje and F.A. van der Duyn Schouten

2002-73: Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems

J.F. Sturm

2002-72: The Dutch UMTS-auction

Eric van Damme

2002-71: Competitive Equilibria in Economies with Multiple Divisible and Multiple Divisible Commodities

G.A. Koshevoy and Adolphus Talman

2002-70: Spillovers and Strategic Cooperative Behaviour

J.J.J. Thijssen, Ruud Hendrickx and Peter Borm

2002-69: Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News

L. Spierdijk, Theo Nijman and Arthur van Soest

2002-68: The Managerial Labor Market and the Governance Role of Shareholder Control Structures in the UK

Luc Renneboog and G. Trojanowski

2002-67: Estimating Mean and Variance Through Quantiles: An Experimental Comparison of Different Methods

J.J.A. Moors, Leo Strijbosch and Willem Groenendaal

2002-66: Which Graphs are Determined by their Spectrum?

Edwin van Dam and W.H. Haemers

2002-65: Do Loyalty Programs Enhance Behavioral Loyalty: An Empirical Analysis Accounting for Program Design and Competitive Effects

J. Leenheer, T.H.A. Bijmolt, H.J. van Heerde and A. Smidts

2002-64: Response Surface Methodology's Steepest Ascent and Step Size Revisited

Jack Kleijnen, Dick Den Hertog and Ebru Angun

2002-63: Multivariate Regression with Monotone Missing Observation of the Dependent Variables

V.M. Raats, B.B. van der Genugten and J.J.A. Moors

2002-62: Saving and Habit Formation: Evidence from Dutch Panel Data

Rob Alessie and F. Teppa

2002-61: Dynamic Adjustment of Supply Constrained Disequilibria to Walrasian Equilibrium

Gerard van der Laan and Adolphus Talman

2002-60: The Locking-In Effect of Subsidized Jobs

Jan van Ours

2002-59: On Strategy and Relative Skill in Poker

M.R.M. Dreef, Peter Borm and B.B. van der Genugten

2002-58: Statistical Analysis of Random Simulations: Bootstrap Tutorial

D. Deflandre and Jack Kleijnen

2002-57: The Optimal Taxation of UnskilIed Labor with Job Search and Social Assistance

Jan Boone and Lans Bovenberg

2002-056: When do German Firms Change their Dividends?

L. Correia Da Silva, Marc Goergen and Luc Renneboog

2002-55: Auctions with Options to Re-auction

Simon Grant, Atsushi Kajii, Flavio Menezes and M. Ryan

2002-54: Does Monetary Policy Affect the Central Bank's Role in Bank Supervision?

Vasso Ioannidou

2002-53: Convexity and Marginal Vectors

S. van Velzen, H.J.M. Hamers and Henk Norde

2002-52: The Hartwick Rule: Myths and Facts

Geir Asheim, Wolfgang Buchholz and Cees Withagen

2002-51: Drop Out Monotonic Rules for Sequencing Situations

C. Fernández, Peter Borm, Ruud Hendrickx and S.H. Tijs

2002-50: Shareholder Wealth Effects of European Domestic and Cross-Border Takeover Bids

Marc Goergen and Luc Renneboog

2002-49: On the Balancedness of Relaxed Sequencing Games

S. van Velzen and H.J.M. Hamers

2002-47: Divestment, Entrepreneurial Incentives and the Decision to go Public

Wolf Wagner

2002-46: Lock-In Agreements in Venture Capital Backed UK IPOs

S. Espenlaub, Marc Goergen, A. Khurshed and Luc Renneboog

2002-45: Post Earnings Announcement Drift: More Risk than Investors can Bear

J.P.M. Suijs

2002-44: The Effectiveness of Caps on Political Lobbying

M. Matejka, Sander Onderstal and Anja De Waegenaere

2002-43: Allocation of Railway Rolling Stock for Passenger Trains

E. Abbink, B. van den Berg, L.G. Kroon and M. Salomon

2002-42: Market Efficiency and Price Formation When Dealers are Asymmetrically Informed

R. Calcagno and S.M. Lovo

2002-41: Knowledge Externalities, Agglomeration Economies, and Employment Growth in Dutch Cities

Daan van Soest, S.D. Gerking and Frank Oort

2002-40: On Smiles, Winks, and Handshakes as Coordination Devices

Paola Manzini, Abdolkarim Sadrieh and Nicolaas Vriend

2002-39: How to Play 3x3 Games: A Strategy Method Experiment

Reinhard Selten, Klaus Abbink, J. Buchta and Abdolkarim Sadrieh

2002-38: Fairness, Public Good, and Emotional Aspects of Punishment Behavior

Klaus Abbink, Abdolkarim Sadrieh and Shmuel Zamir

2002-37: An Experimental Analysis of Optimal Renewable Resource Management: The Fishery

John Hey, Tibor Neugebauer and Abdolkarim Sadrieh

2002-36: Insurance and Information: Firms as a Commitment Device

Lans Bovenberg and C. N. Teulings

2002-35: The Chopstick Auction

Sander Onderstal

2002-34: Socially Optimal Mechanisms

Sander Onderstal

2002-33: Auctions for Extra Capacity in an Oligopolistic Market with Network Effects

Sander Onderstal

2002-32: One Money, But Many Fiscal Policies in Europe: What are the Consequences?

Harald Uhlig

2002-31: What are the Effects of Fiscal Policy Shocks?

Andrew Mountford and Harald Uhlig

2002-30: An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE

L. Spierdijk

2002-29: The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity

L. Spierdijk, Theo Nijman and Arthur van Soest

2002-28: Observational Equivalence of Discrete String Models and Market Models

F.L.J. Kerkhof and Antoon Pelsser

2002-27: Model Risk and Regulatory Capital

F.L.J. Kerkhof, Bertrand Melenberg and Johannes Schumacher

2002-26: Two-Stage Bargaining with Reversible Coalitions: The Case of Apex Games

Maria Montero

2002-25: Social Security Reform and Population Ageing in a Two-Sector Growth Model

Bas van Groezen, Lex Meijdam and H.A.A. Verbon

2002-24: General-Equilibrium Effects of Privatisation: The Missing Piece in Social Security Reform

Bas van Groezen, Lex Meijdam and H.A.A. Verbon

2002-23: 'Be Nice Unless it Pays to Fight': A New Theory of Price Determination with Implications for Competition Policy

Jan Boone

2002-22: Auctions with Financial Externalities

Emiel Maasland and Sander Onderstal

2002-21: Optimal Auctions with Financial Externalities

Emiel Maasland and Sander Onderstal

2002-20: A Pint a Day Raises a Man's Pay; But Smoking Blows that Gain Away

Jan van Ours

2002-19: The Effect of Benefit Sanctions on the Duration of Unemployment

Rafael Lalive, Jan van Ours and Josef Zweimüller

2002-18: Discretization of Information Collecting Situations and Continuity of Compensation Rules

R. Brânzei, F. Scotti, S.H. Tijs and A. Torre

2002-17: Approximate Fixed Point Theorems in Banach Spaces with Applications in Game Theory

R. Brânzei, Jacqueline Morgan, V. Scalzo and S.H. Tijs

2002-16: Distance, Lending Relationships and Competition

Hans Degryse and Steven Ongena

2002-15: Cooperation by Asymmetric Agents in a Joint Project

R. Brânzei, Elena Inarra, S.H. Tijs and J. Zarzuelo

2002-14: Hypercubes and Compromise Values for Cooperative Fuzzy Games

R. Brânzei, Dinko Dimitrov and S.H. Tijs