Jacob Antoon Bikker

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

Utrecht University - School of Economics

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, 3584 EC

Netherlands

  • De Nederlandsche Bank

  • Utrecht University - School of Economics

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 12,185

SSRN RANKINGS

Top 12,185

in Total Papers Downloads

8,418

TOTAL CITATIONS
Rank 9,453

SSRN RANKINGS

Top 9,453

in Total Papers Citations

222

Scholarly Papers (28)

Actions:
Email selected abstracts
1.

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

Downloads 1,180 (39,173)
Citation 12

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

De Nederlandsche Bank Working Paper No. 247
Number of pages: 37 Posted: 22 Oct 2011
Laura Spierdijk, Jacob Antoon Bikker and Pieter van den Hoek
University of Twente - Department of Behavioural, Management and Social Sciences - Financial Engineering section, De Nederlandsche Bank and Towers Watson
Downloads 737 (73,999)
Citation 10

Abstract:

Loading...

mean reversion, market efficiency

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

Netspar Discussion Paper No. 03/2010-009
Number of pages: 35 Posted: 18 Jun 2010 Last Revised: 17 Jan 2012
Laura Spierdijk, Jacob Antoon Bikker and Pieter van den Hoek
University of Twente - Department of Behavioural, Management and Social Sciences - Financial Engineering section, De Nederlandsche Bank and Towers Watson
Downloads 443 (140,333)
Citation 2

Abstract:

Loading...

mean reversion, market efficiency, cointegration

2.

The Implementation Shortfall of Institutional Equity Trades

Number of pages: 38 Posted: 26 Jul 2004
Jacob Antoon Bikker, Laura Spierdijk and Pieter Jelle van der Sluis
De Nederlandsche Bank, University of Twente - Department of Behavioural, Management and Social Sciences - Financial Engineering section and affiliation not provided to SSRN
Downloads 1,076 (44,789)
Citation 2

Abstract:

Loading...

implementation shortfall, institutional equity trading,

3.

Impact of Bank Competition on the Interest Rate Pass-Through in the Euro Area

Banco de Espana Working Paper No. 0828, ECB Working Paper No. 885
Number of pages: 37 Posted: 29 Dec 2008
Michiel van Leuvensteijn, Michiel van Leuvensteijn, Christoffer Kok, Jacob Antoon Bikker and Adrian A. R. J. M. van Rixtel
deleteAPG, European Central Bank (ECB), De Nederlandsche Bank and European Central Bank (ECB)
Downloads 761 (72,080)
Citation 37

Abstract:

Loading...

Monetary transmission, banks, retail rates, competition, panel data

4.

Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model

Downloads 524 (115,939)
Citation 6

Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model

Number of pages: 19 Posted: 25 Aug 2009 Last Revised: 01 Oct 2011
Jacob Antoon Bikker, Dirk Broeders, David Hollanders and Eduard H.M. Ponds
De Nederlandsche Bank, European Central Bank (ECB), Tilburg University - Tilburg University School of Economics and Management and Algemene Pensioen Groep (APG)
Downloads 298 (218,502)
Citation 4

Abstract:

Loading...

Pension funds, the Netherlands, strategic equity allocation, lifecycle saving and investing

Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model

Netspar Discussion Paper No. 09/2009-032
Number of pages: 20 Posted: 20 Nov 2009
Dirk Broeders, David Hollanders, Eduard H.M. Ponds and Jacob Antoon Bikker
European Central Bank (ECB), Tilburg University - Tilburg University School of Economics and Management, Algemene Pensioen Groep (APG) and De Nederlandsche Bank
Downloads 226 (289,502)
Citation 2

Abstract:

Loading...

Pension funds, strategic equity allocation, lifecycle saving and investing

5.

A New Approach to Measuring Competition in the Loan Markets of the Euro Area

ECB Working Paper No. 768, Banco de España Working Paper No. 0736
Number of pages: 33 Posted: 28 Jun 2007
Michiel van Leuvensteijn, Michiel van Leuvensteijn, Jacob Antoon Bikker, Adrian A. R. J. M. van Rixtel and Christoffer Kok
deleteAPG, De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 467 (133,288)
Citation 22

Abstract:

Loading...

banking industry, competition, loan markets, marginal costs, market shares

6.

Mean Reversion in Stock Prices: Implications for Long-Term Investors

De Nederlandsche Bank Working Paper No. 343
Number of pages: 38 Posted: 28 Apr 2012
Laura Spierdijk and Jacob Antoon Bikker
University of Twente - Department of Behavioural, Management and Social Sciences - Financial Engineering section and De Nederlandsche Bank
Downloads 454 (137,899)
Citation 11

Abstract:

Loading...

7.

Pension Fund Sophistication and Investment Policy

Downloads 404 (157,778)
Citation 6

Pension Fund Sophistication and Investment Policy

Netspar Discussion Paper No. 05/2009-016
Number of pages: 24 Posted: 19 Nov 2009
Jan de Dreu and Jacob Antoon Bikker
Royal Bank of Scotland (RBS) - Global Banking & Markets and De Nederlandsche Bank
Downloads 267 (245,070)
Citation 4

Abstract:

Loading...

Pension funds, investment policy, portfolio choice, gross rounding, heaping, diversification, home bias, alternative investments, behavioral finance

Pension Fund Sophistication and Investment Policy

22nd Australasian Finance and Banking Conference 2009
Number of pages: 23 Posted: 24 Aug 2009
Jan de Dreu and Jacob Antoon Bikker
Royal Bank of Scotland (RBS) - Global Banking & Markets and De Nederlandsche Bank
Downloads 137 (454,325)
Citation 2

Abstract:

Loading...

Pension funds, investment policy, portfolio choice, gross rounding, heaping, diversification, home bias, alternative investments, behavioral finance

8.

Gravity Models of Trade-Based Money Laundering

Downloads 403 (158,225)
Citation 28

Gravity Models of Trade-Based Money Laundering

De Nederlandsche Bank Working Paper No. 318
Number of pages: 28 Posted: 14 Oct 2011 Last Revised: 02 Nov 2011
Joras Ferwerda, Mark Kattenberg, Han-Hsin Chang, Brigit Unger, Loek F. M. Groot and Jacob Antoon Bikker
Utrecht University - School of Economics, Utrecht University, Utrecht University, Utrecht University - School of Economics, Utrecht University - School of Economics and De Nederlandsche Bank
Downloads 216 (302,618)
Citation 18

Abstract:

Loading...

Money laundering, international trade, gravity model, Walker model

Gravity Models of Trade-Based Money Laundering

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 23 Posted: 13 Sep 2011
Joras Ferwerda, Mark Kattenberg, Han-Hsin Chang, Brigitte Unger, Loek F. M. Groot and Jacob Antoon Bikker
Utrecht University - School of Economics, Utrecht University, Utrecht University, Utrecht University - Tjalling C. Koopmans Research Institute, Utrecht University - School of Economics and De Nederlandsche Bank
Downloads 187 (346,901)
Citation 10

Abstract:

Loading...

Money laundering, international trade, gravity model, Walker model

9.

The Panzar-Rosse Revenue Test: To Scale or Not to Scale

22nd Australasian Finance and Banking Conference 2009
Number of pages: 34 Posted: 24 Aug 2009 Last Revised: 10 Mar 2015
Jacob Antoon Bikker, Sherrill Shaffer and Laura Spierdijk
De Nederlandsche Bank, University of Wyoming and University of Twente - Department of Behavioural, Management and Social Sciences - Financial Engineering section
Downloads 339 (191,646)

Abstract:

Loading...

Panzar-Rosse test, competition, firm size

10.

Is There an Optimal Pension Fund Size? A Scale-Economy Analysis of Administrative and Investment Costs

Downloads 301 (217,866)
Citation 22

Is There an Optimal Pension Fund Size? A Scale-Economy Analysis of Administrative and Investment Costs

De Nederlandsche Bank Working Paper No. 376
Number of pages: 39 Posted: 02 May 2013
Jacob Antoon Bikker
De Nederlandsche Bank
Downloads 172 (374,248)
Citation 13

Abstract:

Loading...

pension funds, unit-costs function, administrative costs, investment costs, economies of scale, pension plan design, governance, defined benefits, defined contribution, outsourcing, reinsurance

Is There an Optimal Pension Fund Size? A Scale-Economy Analysis of Administrative and Investment Costs

Netspar Discussion Paper No. 04/2013-055
Number of pages: 36 Posted: 19 Apr 2014
Jacob Antoon Bikker
De Nederlandsche Bank
Downloads 129 (477,575)
Citation 9

Abstract:

Loading...

Pension funds, unit-costs function, administrative costs, investment costs, economies of scale, pension plan design, governance, defined benefits, defined contribution, outsourcing, reinsurance

11.

Investment Risk Taking by Institutional Investors

Downloads 285 (230,780)
Citation 3

Investment Risk Taking by Institutional Investors

De Nederlandsche Bank Working Paper No. 294
Number of pages: 26 Posted: 01 Nov 2011 Last Revised: 05 Jan 2012
Janko Gorter and Jacob Antoon Bikker
Dutch Central Bank (DNB) and De Nederlandsche Bank
Downloads 152 (417,033)
Citation 3

Abstract:

Loading...

Portfolio Choice, Insurance Companies, Pension Funds, Ownership Structure

Investment Risk Taking by Institutional Investors

Netspar Discussion Paper No. 05/2011-048, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 26 Posted: 01 Jul 2011 Last Revised: 05 Jan 2012
Janko Gorter and Jacob Antoon Bikker
Dutch Central Bank (DNB) and De Nederlandsche Bank
Downloads 133 (465,702)

Abstract:

Loading...

portfolio choice, insurance companies, pension funds, ownership structure

12.

Performance of the Life Insurance Industry Under Pressure: Efficiency, Competition and Consolidation

De Nederlandsche Bank Working Paper No. 357
Number of pages: 35 Posted: 20 Nov 2012
Jacob Antoon Bikker
De Nederlandsche Bank
Downloads 247 (266,904)
Citation 6

Abstract:

Loading...

life insurance, competition, efficiency, performance-conduct-structure model, Boone indicator, concentration, economies of scale

13.

Efficiency and Competition in the Dutch Non-Life Insurance Industry: Effects of the 2006 Health Care Reform

De Nederlandsche Bank Working Paper No. 438
Number of pages: 36 Posted: 30 Sep 2014
Jacob Antoon Bikker and Adelina Popescu
De Nederlandsche Bank and Oracle Netherlands
Downloads 215 (305,374)
Citation 13

Abstract:

Loading...

competition, concentration, efficiency, non-life insurance, health care insurance, performance-conduct-structure model, scale economies, scope economies

14.

Bank Profitability and Risk-Taking Under Low Interest Rates

De Nederlandsche Bank Working Paper No. 560
Number of pages: 41 Posted: 19 Jul 2017
Jacob Antoon Bikker and Tobias Vervliet
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 200 (326,889)
Citation 32

Abstract:

Loading...

profitability, risk-taking, low interest rate environment, (dynamic) panel data models

15.

Herding Behaviour of Dutch Pension Funds in Sovereign Bond Investments

De Nederlandsche Bank Working Paper No. 569
Number of pages: 84 Posted: 25 Sep 2017
Ian Koetsier and Jacob Antoon Bikker
Utrecht University and De Nederlandsche Bank
Downloads 190 (342,762)
Citation 1

Abstract:

Loading...

Herd Behaviour, Stabilising, Destabilising, Pension Funds, Sovereign Bonds

16.

Financial Structure and Macroeconomic Volatility: A Panel Data Analysis

De Nederlandsche Bank Working Paper No. 568
Number of pages: 35 Posted: 25 Sep 2017
Emiel Bezooijen and Jacob Antoon Bikker
Utrecht University and De Nederlandsche Bank
Downloads 183 (354,798)
Citation 1

Abstract:

Loading...

Financial Development, Financial System Structure, Macroeconomic Volatility, Market-Based Finance, Bank-Based Finance, Capital Market Integration, Business Cycle

17.

Real Pension Rights as a Control Mechanism for Pension Fund Solvency

Downloads 158 (403,421)
Citation 4

Real Pension Rights as a Control Mechanism for Pension Fund Solvency

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 23 Posted: 13 Sep 2011
Jacob Antoon Bikker, Thijs Knaap and Ward E. Romp
De Nederlandsche Bank, Algemene Pensioen Groep (APG) and University of Amsterdam - Faculty of Economics and Business
Downloads 58 (802,079)

Abstract:

Loading...

pension funds, pension rights, risk sharing instruments, indexation, funding ratio, solvability, regime shifts

Real Pension Rights as a Control Mechanism for Pension Fund Solvency

De Nederlandsche Bank Working Paper No. 311
Number of pages: 27 Posted: 01 Nov 2011
Jacob Antoon Bikker, Thijs Knaap and Ward E. Romp
De Nederlandsche Bank, Algemene Pensioen Groep (APG) and University of Amsterdam - Faculty of Economics and Business
Downloads 56 (816,562)
Citation 2

Abstract:

Loading...

pension funds, pension rights, risk sharing instruments, indexation, funding ratio, solvability, regime shifts

Real Pension Rights as a Control Mechanism for Pension Fund Solvency

Netspar Discussion Paper No. 08/2011-073
Number of pages: 24 Posted: 31 Aug 2011
Jacob Antoon Bikker, Thijs Knaap and Ward E. Romp
De Nederlandsche Bank, Algemene Pensioen Groep (APG) and University of Amsterdam - Faculty of Economics and Business
Downloads 44 (916,565)
Citation 2

Abstract:

Loading...

pension funds, pension rights, risk sharing instruments, indexation, funding ratio, solvability, regime shifts

18.

The Single Supervisory Mechanism: Competitive Implications for the Banking Sectors in the Euro Area

De Nederlandsche Bank Working Paper No. 621
Number of pages: 57 Posted: 02 Jan 2019
Iryna Okolelova and Jacob Antoon Bikker
affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 138 (450,563)
Citation 5

Abstract:

Loading...

Banking, SSM, competition, market structure, concentration, Lerner index, Boone indicator

19.

X-Efficiency and Economies of Scale in Pension Fund Administration and Investment

Downloads 129 (475,817)
Citation 4

X-Efficiency and Economies of Scale in Pension Fund Administration and Investment

De Nederlandsche Bank Working Paper No. 547
Number of pages: 49 Posted: 20 Mar 2017
Gosse Alserda, Jacob Antoon Bikker and Fieke van der Lecq
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), De Nederlandsche Bank and Vrije Universiteit Amsterdam
Downloads 79 (675,755)
Citation 1

Abstract:

Loading...

Efficiency, operating costs, cost elasticity, stochastic cost frontier analysis, optimal scale

X-efficiency and Economies of Scale in Pension Fund Administration and Investment

Number of pages: 45 Posted: 20 Mar 2017
Gosse Alserda, Jacob Antoon Bikker and Fieke van der Lecq
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), De Nederlandsche Bank and Vrije Universiteit Amsterdam
Downloads 50 (863,865)
Citation 3

Abstract:

Loading...

20.

Bank Switching and Deposit Rates: Evidence for Crisis and Non-Crisis Years

De Nederlandsche Bank Working Paper No. 552
Number of pages: 18 Posted: 25 May 2017
Dirk Gerritsen, Jacob Antoon Bikker and Mike Brandsen
Utrecht University - School of Economics, De Nederlandsche Bank and Utrecht University
Downloads 125 (487,752)
Citation 2

Abstract:

Loading...

time deposits, savings accounts, interest rate setting, bank risk, liquidity, account characteristics

21.

Herding Behavior of Dutch Pension Funds in Asset Class Investments

De Nederlandsche Bank Working Paper No. 602
Number of pages: 59 Posted: 31 Jul 2018 Last Revised: 20 Aug 2018
Ian Koetsier and Jacob Antoon Bikker
Utrecht University and De Nederlandsche Bank
Downloads 121 (500,224)

Abstract:

Loading...

Herd behaviour, (de)stabilising, pension funds, asset classes

22.

The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds – A Cross-Country Comparison

Netspar Discussion Paper No. 08/2010-031
Number of pages: 29 Posted: 18 Oct 2010
Jacob Antoon Bikker, Onno W. Steenbeek and Federico Torracchi
De Nederlandsche Bank, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Dutch Central Bank (DNB)
Downloads 94 (600,017)

Abstract:

Loading...

pension funds, administrative costs, scale economies, service level, complexity, optimal scale

23.

Have scale effects on cost margins of pension fund investment portfolios disappeared?

De Nederlandsche Bank Working Paper No. 710
Number of pages: 29 Posted: 04 May 2021
Jacob Antoon Bikker and Jeroen Meringa
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 91 (612,206)

Abstract:

Loading...

Scale economies, cost elasticity, pension funds, investment costs, efficiency, non-linear cost-size relationship

24.

The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross-Country Comparison

De Nederlandsche Bank Working Paper No. 258
Number of pages: 32 Posted: 25 Oct 2011
Jacob Antoon Bikker, Onno W. Steenbeek and Federico Torracchi
De Nederlandsche Bank, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Dutch Central Bank (DNB)
Downloads 85 (638,565)
Citation 2

Abstract:

Loading...

Pension funds, Administrative costs, Scale economies, Service level, Complexity, Optimal scale

25.

Market Forces in Healthcare Insurance: The Impact of Healthcare Reform on Regulated Competition Revisited

De Nederlandsche Bank Working Paper No. 705
Number of pages: 25 Posted: 19 Jan 2021
Jacob Antoon Bikker and Jack Bekooij
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 84 (643,084)

Abstract:

Loading...

[co(regulated) competition, concentration, healthcare insurance, performance-conduct-structure model, Boone-indicator, scale economiesmma separated]

26.

Competing for Savings: How Important Is Creditworthiness During the Crisis?

De Nederlandsche Bank Working Paper No. 493
Number of pages: 49 Posted: 08 Jan 2016
Jacob Antoon Bikker, Dirk Gerritsen and Steffie Schwillens
De Nederlandsche Bank, Utrecht University - School of Economics and De Nederlandsche Bank
Downloads 81 (656,870)
Citation 1

Abstract:

Loading...

time deposits, savings accounts, interest rate setting, creditworthiness, liquidity, account characteristics

27.

Bank Switching and Interest Rates: Examining Annual Transfers Between Savings Accounts

Journal of Financial Services Research, Forthcoming
Number of pages: 35 Posted: 08 Apr 2019
Dirk Gerritsen and Jacob Antoon Bikker
Utrecht University - School of Economics and De Nederlandsche Bank
Downloads 45 (886,586)
Citation 2

Abstract:

Loading...

Banks, Switching Behavior, Reallocation of Savings, Interest Rates, Savings Account, Financial Crisis, Financial Literacy

28.

Large Pension Funds Do Not Invest More Effectively than Smaller Pension Funds

De Nederlandsche Bank Working Paper No. 822
Number of pages: 21 Posted: 05 Dec 2024
De Nederlandsche Bank Submitter, Jacob Antoon Bikker and Jeroen Meringa
affiliation not provided to SSRN, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 38 (951,351)

Abstract:

Loading...

Pension fund investment returns, scale economies, investment allocation, pension funds size-return relationship, performance fees, consolidation