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Verbeek, Marno


 SSRN Author Rank: 743 by Downloads
 Professor of Finance
 

Erasmus University - Rotterdam School of Management


 P.O. Box 1738
 Room T09-53
 3000 DR Rotterdam
 Netherlands
 +31 10 408 2790 (Phone)
 HOME PAGE: http://www.rsm.nl/mverbeek
 email address
 

Erasmus Research Institute of Management (ERIM)


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 

Netspar


 P.O. Box 90153
 Tilburg, 5000 LE
 Netherlands

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. Verbeek, Marno's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,098
Total
Citations
298
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Lansdorp, Simon D.
Robeco Quantitative Strategies
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
18 Aug 11
Last Revised:
01 Nov 12
1,375
(6,664)
1

2.  
Baquero, Guillermo
ESMT European School of Management and Technology
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
24 Mar 08
1,104
(9,585)
19

3.  
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
14 Dec 05
Last Revised:
12 Nov 07
1,084
(9,878)
10

4.   Incl. Electronic Paper
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
06 Jun 06
Last Revised:
06 May 09
1,041
(10,518)
8

5.   Incl. Electronic Paper
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
27 Oct 00
Last Revised:
12 Feb 09
990
(11,386)
52

6.  
Market Timing: A Decomposition of Mutual Fund Returns | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-074-F&A
Working Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
van der Sluis, Pieter Jelle
APG Asset Management, GTAA Fund
Posted:
06 Nov 03
933
(12,464)
1

7.  
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-104-F&A, EFA 2003 Annual Conference Paper No. 567
Working Paper Series
Baquero, Guillermo
ESMT European School of Management and Technology
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
18 Jan 03
915
(12,844)
54

8.  
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Wang, Yu
IMC Financial Markets & Asset Management
Posted:
10 Mar 10
Last Revised:
03 Nov 10
873
(13,842)
7

9.   Incl. Electronic Paper
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
01 Mar 02
Last Revised:
19 Oct 10
796
(15,890)
12

10.   Incl. Electronic Paper
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Posted:
07 Mar 05
Last Revised:
22 Jun 07
758
(17,057)
17

11.  
Survival, Look-Ahead Bias and the Performance of Hedge Funds | Show Abstract | Download |
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Working Paper Series
Baquero, Guillermo
ESMT European School of Management and Technology
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
21 Mar 02
758
(17,057)
11

12.  
Do Banks Influence the Capital Structure Choices of Firms? | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-040-F&A
Working Paper Series
Danisevska, Petra
Erasmus University Rotterdam (EUR) - Department of Financial Management
de Jong, Abe
Erasmus University - Rotterdam School of Management
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
28 Mar 06
684
(19,793)
1

13.  
Information Content When Mutual Funds Deviate from Benchmarks | Show Abstract | Download |
AFA 2012 Chicago Meetings Paper
Accepted Paper Series
Jiang, Hao
Michigan State University
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Wang, Yu
IMC Financial Markets & Asset Management
Posted:
12 Mar 11
Last Revised:
16 Sep 13
611
(23,189)
3

14.  
de Jong, Abe
Erasmus University - Rotterdam School of Management
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
30 Jan 07
Last Revised:
11 Aug 09
580
(24,909)
6

15.  
Spillover Effects of Marketing in Mutual Fund Families | Show Abstract | Download |
ERIM Report Series, EFA 2007 Ljubljana Meetings Paper
Working Paper Series
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
25 Jan 07
Last Revised:
08 Jun 10
553
(26,589)
3

16.  
Do Sophisticated Investors Believe in the Law of Small Numbers? | Show Abstract | Download |
AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Working Paper Series
Baquero, Guillermo
ESMT European School of Management and Technology
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
05 Mar 08
530
(28,176)
4

17.   Incl. Electronic Paper
Brounen, Dirk
Erasmus University Rotterdam (EUR) - Department of Financial Management
Prado, Melissa Porras
Nova School of Business and Economics
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
24 Oct 07
Last Revised:
05 Jan 11
518
(29,036)
 

18.  
Evaluating Portfolio Value-at-Risk Using Semi-Parametric GARCH Models | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-107-F&A
Working Paper Series
Rombouts, J. V. K.
HEC Montreal
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
20 Jan 05
515
(29,270)
2

19.  
de Jong, Abe
Erasmus University - Rotterdam School of Management
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
07 Aug 09
511
(29,597)
2

20.   Incl. Electronic Paper
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
23 Jul 04
Last Revised:
13 Feb 07
433
(36,675)
20

21.  
Stress Testing with Student's T Dependence | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-056-F&A
Working Paper Series
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
26 Aug 06
385
(42,401)
 

22.  
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2005-068-F&A
Working Paper Series
Baquero, Guillermo
ESMT European School of Management and Technology
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
21 Dec 05
379
(43,218)
20

23.   Incl. Electronic Paper
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Posted:
07 Aug 05
Last Revised:
07 Aug 06
294
(58,418)
6

24.  
Weidenmueller, Oliver
RSM Erasmus University
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
16 Feb 09
291
(59,129)
1

25.  
Do Sophisticated Investors Believe in the Law of Small Numbers? | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2006-033-F&A
Working Paper Series
Baquero, Guillermo
ESMT European School of Management and Technology
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
23 Dec 06
267
(65,141)
3

26.  
Ravazzolo, Francesco
Norges Bank
Verbeek, Marno
Erasmus University - Rotterdam School of Management
van Dijk, H. K.
Tinbergen Institute
Posted:
11 Sep 07
255
(68,392)
4

27.  
Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-104-F&A
Working Paper Series
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
01 Dec 04
251
(69,539)
2

28.  
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
Siegmann, Arjen
VU University Amsterdam - Faculty of Economics and Business Administration
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
16 Feb 09
234
(75,237)
 

29.   Incl. Electronic Paper
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
04 Oct 04
Last Revised:
04 Jan 06
189
(92,955)
2

30.  
Front-Running of Mutual Fund Fire-Sales | Show Abstract | Download |
Journal of Banking and Finance, Vol. 37, No. 12, 2013
Accepted Paper Series
Dyakov, Teodor
VU University Amsterdam - Faculty of Economics and Business Administration
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
04 Nov 12
Last Revised:
01 May 14
155
(111,563)
 

31.   Incl. Electronic Paper
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Vella, Francis
Georgetown University
Posted:
03 Sep 04
Last Revised:
03 Jan 06
155
(111,563)
14

32.  
Budiono, Diana
Syntrus Achmea Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
16 Dec 09
137
(124,029)
 

33.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Kleijn, Richard
affiliation not provided to SSRN
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
17 Jul 09
128
(131,148)
7

34.  
Armstrong, Will J.
Genc, Egemen
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
04 Apr 14
95
(163,010)
 

35.  
Huij, Joop
Erasmus University - Rotterdam School of Management
Lansdorp, Simon D.
Robeco Quantitative Strategies
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
26 Oct 12
94
(164,181)
 

36.  
The Effects of Systemic Crises When Investors Can Be Crisis Ignorant | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-027-F&A
Working Paper Series
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Posted:
26 Aug 06
94
(164,181)
 

37.  
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
06 Apr 05
88
(171,482)
2

38.  
Baquero, Guillermo
ESMT European School of Management and Technology
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
05 Oct 13
45
(243,627)
 

39.  
Fund Liquidation, Self-Selection, and Look-Ahead Bias in the Hedge Fund Industry | Show Abstract |
Review of Finance, Vol. 11, Issue 4, pp. 605-632, 2007
Accepted Paper Series
Horst, Jenke ter
affiliation not provided to SSRN
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
14 Jul 08
 

40.  
Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry | Show Abstract |
Review of Finance, Vol. 11, pp. 605-632, May 2007
Accepted Paper Series
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
20 Mar 08
 

41.  
Two-step Estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias | Show Abstract |
Journal of Econometrics, Vol. 90, pp. 239-263, June 1999
Accepted Paper Series
Vella, Francis
Georgetown University
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
04 Jan 06
 

42.  
Estimating and Interpreting Models with Endogenous Treatment Effects | Show Abstract |
Journal of Business and Economic Statistics, Vol. 17, pp. 473-478, 1999
Accepted Paper Series
Vella, Francis
Georgetown University
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
04 Jan 06
 

43.  
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence | Show Abstract |
Journal of Empirical Finance, Vol. 6, pp. 243-265, September 1999
Accepted Paper Series
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
04 Jan 06
 

44.  
Eliminating Look-ahead Bias in Evaluating Persistence in Mutual Fund Performance | Show Abstract |
Journal of Empirical Finance, Vol. 8, pp. 345-373, September 2001
Accepted Paper Series
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Posted:
04 Jan 06
 

45.  
Estimating Short-run Persistence in Mutual Fund Performance | Show Abstract |
Review of Economics and Statistics, Vol. 82, pp. 646-655, November 2000
Accepted Paper Series
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
04 Jan 06
 

46.  
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 40, pp. 493-518, September 2005
Accepted Paper Series
Baquero, Guillermo
ESMT European School of Management and Technology
Verbeek, Marno
Erasmus University - Rotterdam School of Management
ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER)
Posted:
04 Jan 06
 

47.  
Rummery, Sarah
Stephen F. Austin State University - Department of Economics and Finance
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Vella, Francis
Georgetown University
Posted:
04 Jan 06
 


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