Marno Verbeek

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	All	Since 2017
Citations	12919	4254
h-index	34	24
i10-index	60	35

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Co-authors

Joop HuijAssociate Professor of Finance, Rotterdam School of ManagementVerified email at rsm.nl
Patrick VerwijmerenErasmus School of EconomicsVerified email at ese.eur.nl
Erik KoleAssistant Professor of Financial Econometrics, Erasmus University RotterdamVerified email at ese.eur.nl
Abe de JongProfessor of Finance at Monash University and University of GroningenVerified email at monash.edu
Teodor DyakovEDHEC Business SchoolVerified email at edhec.edu
Laurens SwinkelsErasmus School of Economics, Erasmus University Rotterdam, Robeco Institutional Asset ManagementVerified email at ese.eur.nl
Hao JiangMichigan State UniversityVerified email at broad.msu.edu
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-BolzanoVerified email at unibz.it
Egemen GencAssociate Professor of Finance, Erasmus UniversityVerified email at rsm.nl
Jeroen VK RomboutsESSEC Business SchoolVerified email at essec.edu
Simon LansdorpRobeco Quantitative StrategiesVerified email at robeco.nl
Melissa Porras PradoAssociate Professor, FinanceVerified email at novasbe.pt
Arjen SiegmannProfessor, Vrije Universiteit AmsterdamVerified email at vu.nl
Andre LucasVrije Universiteit Amsterdam and Tinbergen InstituteVerified email at vu.nl

Marno Verbeek

Professor of Finance, Rotterdam School of Management, Erasmus University

Verified email at rsm.nl - Homepage

Mutual Funds Hedge Funds Econometrics Panel Data


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
A guide to modern econometrics M Verbeek John Wiley & Sons, 2008	6239	2008
Testing for selectivity bias in panel data models M Verbeek, T Nijman International Economic Review, 681-703, 1992	654	1992
Can cohort data be treated as genuine panel data? M Verbeek, T Nijman Panel data analysis, 9-23, 1992	446	1992
The economic value of predicting stock index returns and volatility W Marquering, M Verbeek Journal of Financial and Quantitative Analysis 39 (2), 407-429, 2004	386	2004
Selecting copulas for risk management E Kole, K Koedijk, M Verbeek Journal of Banking & Finance 31 (8), 2405-2423, 2007	351	2007
Survival, look-ahead bias, and persistence in hedge fund performance G Baquero, J Ter Horst, M Verbeek Journal of Financial and Quantitative analysis 40 (3), 493-517, 2005	334	2005
Estimating and interpreting models with endogenous treatment effects F Vella, M Verbeek Journal of Business & Economic Statistics 17 (4), 473-478, 1999	329	1999
Pseudo-panels and repeated cross-sections M Verbeek The econometrics of panel data, 369-383, 2008	314	2008
Two-step estimation of panel data models with censored endogenous variables and selection bias F Vella, M Verbeek Journal of Econometrics 90 (2), 239-263, 1999	303	1999
Nonresponse in panel data: The impact on estimates of a life cycle consumption function T Nijman, M Verbeek Journal of Applied Econometrics 7 (3), 243-257, 1992	275	1992
Firms’ debt–equity decisions when the static tradeoff theory and the pecking order theory disagree A De Jong, M Verbeek, P Verwijmeren Journal of Banking & Finance 35 (5), 1303-1314, 2011	254	2011
Estimating dynamic models from repeated cross-sections M Verbeek, F Vella Journal of econometrics 127 (1), 83-102, 2005	242	2005
Incomplete panels and selection bias M Verbeek, T Nijman The econometrics of panel data, 449-490, 1996	220*	1996
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections M Verbeek, T Nijman Journal of Econometrics 59 (1-2), 125-136, 1993	170	1993
A guide to modern econometrics M Verbeek John Wiley & Sons, 2017	167	2017
Cross-sectional learning and short-run persistence in mutual fund performance J Huij, M Verbeek Journal of Banking & Finance 31 (3), 973-997, 2007	156	2007
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men F Vella, M Verbeek Journal of Applied Econometrics 13 (2), 163-183, 1998	150	1998
Pseudo panel data M Verbeek The econometrics of panel data, 280-292, 1996	131*	1996
Do countries or industries explain momentum in Europe? T Nijman, L Swinkels, M Verbeek Journal of Empirical Finance 11 (4), 461-481, 2004	121	2004
A portrait of hedge fund investors: Flows, performance and smart money G Baquero, M Verbeek ERIM Report Series Reference No. ERS-2005-068-F&A, 2005	107	2005

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