Loading...

← Back to Leaderboard

Marno Verbeek

Global rank #4042 95%

Institution: Erasmus Universiteit Rotterdam

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.erim.nl/people/marno-verbeek

First Publication: 1990

Most Recent: 2020

RePEc ID: pve266 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.67 0.00 0.67
All Time 0.00 6.70 9.05 0.00 24.47

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 19.86

Publications (20)

Year Article Journal Tier Authors
2020 Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* Review of Finance B 3
2013 Front-running of mutual fund fire-sales Journal of Banking & Finance B 2
2013 Better than the original? The relative success of copycat funds Journal of Banking & Finance B 2
2011 Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree Journal of Banking & Finance B 3
2007 Selecting copulas for risk management Journal of Banking & Finance B 3
2007 Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry Review of Finance B 2
2007 Cross-sectional learning and short-run persistence in mutual fund performance Journal of Banking & Finance B 2
2006 Portfolio implications of systemic crises Journal of Banking & Finance B 3
2005 Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance Journal of Financial and Quantitative Analysis B 3
2005 Estimating dynamic models from repeated cross-sections Journal of Econometrics A 2
2004 The Economic Value of Predicting Stock Index Returns and Volatility Journal of Financial and Quantitative Analysis B 2
2000 Estimating Short-Run Persistence In Mutual Fund Performance Review of Economics and Statistics A 2
1999 Two-step estimation of panel data models with censored endogenous variables and selection bias Journal of Econometrics A 2
1999 Estimating the returns to education for Australian youth via rank-order instrumental variables Labour Economics B 3
1993 Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections Journal of Econometrics A 2
1993 Missing measurements in econometric models with no auxiliary relations Economics Letters C 1
1992 The optimal choice of controls and pre-experimental observations Journal of Econometrics A 2
1991 The efficiency of rotating-panel designs in an analysis-of-variance model Journal of Econometrics A 3
1990 Estimation of time-dependent parameters in linear models using cross-sections, panels, or both Journal of Econometrics A 2
1990 On the estimation of a fixed effects model with selectivity bias Economics Letters C 1