Marno Verbeek

Q: What Schools Are Affiliated With Marno Verbeek

Marno Verbeek is affiliated with the following schools: Tilburg University, Erasmus University Rotterdam

Marno Verbeek's AcademicInfluence.com Rankings

Marno Verbeek

Economics

#2371

World Rank

#2711

Historical Rank

economics Degrees

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Economics

Why Is Marno Verbeek Influential?

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According to Wikipedia, Marno Verbeek is a professor of finance at Rotterdam School of Management, Erasmus University in Rotterdam. His main areas of research are empirical finance, particular analysing mutual funds, hedge funds, asset pricing, investment strategies, survival bias and performance evaluation. He has extensive publications in Finance, Economics and Econometrics and he is the author of the noted textbook A Guide to Modern Econometrics . He serves as an editor of De Economist the Netherlands Economic Review.

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Marno Verbeek's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Guide to Modern Econometrics (2000) (3300)
Testing for selectivity bias in panel data models (1992) (629)
Can cohort data be treated as genuine panel data? (1992) (391)
The Economic Value of Predicting Stock Index Returns and Volatility (2001) (331)
Selecting Copulas for Risk Management (2006) (293)
Non-response in panel data: The impact on estimates of a life cycle consumption function. (1992) (255)
Estimating and interpreting models with endogenous treatment effects : The relationship between competing estimators of the union impact on wages (1993) (248)
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance (2002) (241)
Two-step estimation of panel data models with censored endogenous variables and selection bias (1999) (241)
Pseudo Panels and Repeated Cross-Sections (2007) (222)
Estimating Dynamic Models from Repeated Cross-Sections (2002) (197)
Incomplete panels and selection bias (1995) (161)
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) (1993) (143)
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men (1998) (118)
Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance (2006) (113)
Firms debtequity decisions when the static tradeoff theory and the pecking order theory disagree (2011) (108)
Pseudo Panel Data (1993) (106)
Do Countries or Industries Explain Momentum in Europe? (2002) (96)
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money (2009) (79)
Does financial flexibility reduce investment distortions (2012) (74)
Information Content When Mutual Funds Deviate from Benchmarks (2013) (72)
Firms’ Debt-Equity Decisions When the Static Tradeoff Theory and the Pecking Order Theory Disagree (2009) (71)
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both (1990) (68)
The efficiency of rotating panel designs in an analysis of variance model (1991) (68)
The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory (2009) (66)
Eliminating look-ahead bias in evaluating persistence in mutual fund performance (2001) (62)
Better than the Original? The Relative Success of Copycat Funds (2010) (62)
Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weights (2009) (59)
On the Use of Multifactor Models to Evaluate Mutual Fund Performance (2007) (54)
On the estimation of a fixed effects model with selectivity bias (1990) (54)
Fund Liquidation, Self-Selection, and Look-Ahead Bias in the Hedge Fund Industry (2004) (54)
On Hedge Fund Performance, Capital Flows and Investor Psychology (2001) (50)
Estimating the returns to education for Australian youth via rank-order instrumental variables (1999) (43)
A Guide to Modern Econometrics Ed. 3 (2008) (41)
Survival, Look-Ahead Bias and the Performance of Hedge Funds (2002) (39)
Short-Term Residual Reversal (2012) (36)
Portfolio Implications of Systemic Crises (2004) (36)
The optimal choice of controls and pre-experimental observations (1992) (36)
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models (2009) (35)
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence (1999) (32)
Trading is Hazardous to Your Wealth: Evidence from Mutual Funds Around the World (2017) (30)
Incomplete panels and selection bias : A survey (1992) (29)
Estimating Short-Run Persistence in Mutual Fund Performance (2000) (28)
Going for Gold: An Analysis of Morningstar Analyst Ratings (2017) (27)
The Analysis of Mutual Fund Performance (2005) (26)
Front-Running of Mutual Fund Fire-Sales (2012) (24)
Predictive Gains from Forecast Combinations Using Time Varying Model Weights (2007) (24)
Real Estate in an Alm Framework: The Case of Fair Value Accounting (2007) (23)
Two-step estimation of simultaneous equation panel data models with censored endogenous variables (1994) (19)
Eliminating biases in evaluating mutual fund performance from a survivorship free sample (1998) (18)
Tilburg University Survival , LookAhead Bias and the Persistence in Hedge Fund Performance (2002) (15)
Spillover Effects of Marketing in Mutual Fund Families (2007) (15)
Excess demand , repressed inflation , and forced saving in the Soviet Union (1998) (15)
Do Sophisticated Investors Believe in the Law of Small Numbers? (2006) (14)
Testing copulas to model financial dependence (2005) (13)
Attrition, Selection Bias and Censored Regressions (2008) (10)
Testing the pecking order theory: the impact of financing surpluses and large financial deficits (2010) (9)
Do Banks Influence the Capital Structure Choices of Firms (2004) (9)
Using linear regression to establish empirical relationships (2017) (9)
The effects of systemic crises when investors can be crisis ignorant (2004) (8)
A Multivariate Nonparametric Test for Return and Volatility Timing (2004) (7)
Testing for selectivity in panel data models (1992) (7)
Crash risk in the cross section of stock returns (2006) (7)
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information (2015) (6)
Can Mutual Fund Investors Distinguish Good from Bad Managers? (2018) (5)
ALTERNATIVE TRANSFORMATIONS TO ELIMINATE FIXED EFFECTS (1995) (5)
Eliminating lookahead bias in evaluating persistence in mutual fund performance q (2001) (5)
Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* (2019) (5)
Managerial Turnover and the Behavior of Mutual Fund Investors (2012) (4)
Short-Put Exposures in Hedge Fund Returns: Are They Really There? (2009) (4)
The optimal design of rotating panels in a simple analysis of variance model (1988) (3)
Style Investing: Evidence from Hedge Fund Investors (2008) (3)
Style Investing: Evidence from Hedge Fund Investors (2008) (3)
On the estimation of a fixed effects model with selective non-response (1989) (3)
Crowded Chickens Farm Fewer Eggs: Capacity Constraints in the Hedge Fund Industry Revisited (2009) (3)
The Trading Performance of Active Mutual Funds (2017) (2)
Evaluating Mutual Fund Performance and its Persistence using Shrinkage Estimators ∗ (2003) (2)
Are Strict Social Distancing Policies Necessary for Economic Recovery after a Pandemic? A Re-Analysis of the 1918 Flu Pandemic (2020) (2)
The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds (2013) (2)
Market Timing: a decomposition of mutual fund returns (2003) (2)
Stress Testing with Student's T Dependence (2003) (2)
Estimating the impact of endogenous union choice on wages using panel data (Revised version) (1992) (2)
Estimating and testing simultaneous equation panel data models with censored endogenous variables (1993) (2)
Panel Data Models (2006) (2)
Missing measurements in econometric models with no auxiliary relations (1993) (2)
The Dynamics of Average Mutual Fund Alphas (2009) (1)
Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data (1992) (1)
Panel Methods for Finance (2021) (1)
Pseudo panels and repeated cross-sections Marno Verbeek (2007) (1)
Chapter 11 Pseudo-Panels and Repeated Cross-Sections (1)
The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data (1989) (1)
Real Estate Investments, An Institutional Investor's Perspective (2006) (0)
Using linear regression to establish empirical relationships Linear regression (2017) (0)
Econometric analysis of dynamic models (1991) (0)
Econometrische analyse van dynamische modellen (1991) (0)
An Empirical Analysis of Affine Term Structure Models Using the Generalized Method of Moments (2001) (0)
Hedge Fund Flows (2021) (0)
How independent research can improve investment decisions (2018) (0)
Basel Methodological Heterogeneity and Banking System Stability: The Case of the Netherlands (2018) (0)
Going for Gold (2014) (0)
Real Estate Allocation in an ALM Framework (2007) (0)

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Other Resources About Marno Verbeek

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What Schools Are Affiliated With Marno Verbeek?

Marno Verbeek is affiliated with the following schools: