Author Publications

Article

Bikker, Jacob A. and Spierdijk, Laura and Hoevenaars, Roy P.M.M. and Sluis van der, Pieter Jelle (2008) Forecasting market impact costs and identifying expensive trades. Journal of Forecasting, 27 (1). pp. 21-39. ISSN 0277-6693

Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2007) Market impact costs of institutional equity trades. Journal of International Money and Finance, 26 (6). pp. 974-1000. ISSN 0261-5606

Bikker, Jacob A. and Spierdijk, Laura and Sluis van der, Pieter-Jelle (2010) What factors increase the risk of incurring high market impact costs? Applied Economics, 42 (3). pp. 369-387. ISSN 1466-4283

Spierdijk, L. (2008) Nonparametric conditional hazard rate estimation: A local linear approach. Computational Statistics & Data Analysis, 52 (5). pp. 2419-2434. ISSN 0167-9473

Spierdijk, L. (2004) An empirical analysis of the role of the trading Intensity in information dissemination on the NYSE. Journal of empirical finance, 11 (2). pp. 163-184. ISSN 0927-5398

Spierdijk, L. and Vellekoop, M.H. (2009) The structure of bias in peer voting systems: lessons from the Eurovision Song Contest. Empirical Economics, 36 (2). pp. 403-425. ISSN 0377-7332

Spierdijk, Laura and Vellekoop, Michel (2006) Politiek, cultuur, taal en religie. Een analyse van het stemgedrag tijdens het Eurovisie Songfestival. STAtOR, 7 (1). pp. 24-31. ISSN 1567-3383

Report

Abadir, K.M. and Spierdijk, L. (2005) The festivity effect and liquidity constraints: a test on countries with different calendars. [Report]

Bikker, J.A. and Spierdijk, L. and Hoevenaars, R.P.M.M. and Sluis van der, P.J. (2006) Forecasting market impact costs and identifying expensive trades. [Report]

Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2004) Market impact costs of institutional equity trades. [Report]

Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2005) Cheap versus expensive trades: Assessing the determinants of market impact costs. [Report]

Spierdijk, L. (2005) Nonparametric conditional hazard rate estimation: A local linear approach. [Report]

Spierdijk, L. and Nijman, T.E. and van Soest, A.H.O. (2004) Price dynamics and trading volume: A semiparametric approach. [Report]

Spierdijk, L. and Vellekoop, M.H. (2006) Geography, culture, and religion: Explaining the bias in Eurovision song contest voting. [Report]