Jacob Antoon Bikker

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

Utrecht University - Utrecht University School of Economics

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, 3584 EC

Netherlands

SCHOLARLY PAPERS

25

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CITATIONS
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35

Scholarly Papers (25)

1.

The Implementation Shortfall of Institutional Equity Trades

EFA 2004 Maastricht Meetings Paper No. 1813
Number of pages: 38 Posted: 26 Jul 2004
Jacob Antoon Bikker, Laura Spierdijk and Pieter Jelle van der Sluis
De Nederlandsche Bank, University of Groningen and APG Asset Management, GTAA Fund
Downloads 870 (20,571)

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implementation shortfall, institutional equity trading,

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 Groningen, De Nederlandsche Bank and Towers Watson
Downloads 483 (48,273)
Citation 3

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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 Groningen, De Nederlandsche Bank and Towers Watson
Downloads 307 (83,271)
Citation 3

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mean reversion, market efficiency, cointegration

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
delete, European Central Bank (ECB), De Nederlandsche Bank and European Central Bank (ECB)
Downloads 546 (41,841)
Citation 10

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

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
De Nederlandsche Bank, De Nederlandsche Bank, Tilburg University - Center and Faculty of Economics and Business Administration and Algemene Pensioen Groep (APG)
Downloads 168 (152,971)
Citation 4

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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
De Nederlandsche Bank, Tilburg University - Center and Faculty of Economics and Business Administration, Algemene Pensioen Groep (APG) and De Nederlandsche Bank
Downloads 141 (177,880)
Citation 4

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Pension funds, strategic equity allocation, lifecycle saving and investing

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

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 595-618, 2012
Number of pages: 24 Posted: 23 Aug 2012
De Nederlandsche Bank, De Nederlandsche Bank, Tilburg University - Center and Faculty of Economics and Business Administration and Algemene Pensioen Groep (APG)
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Citation 4
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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
delete, De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 289 (77,736)
Citation 10

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

6.
Downloads 239 (109,643)
Citation 2

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 151 (167,904)
Citation 2

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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 88 (251,856)
Citation 2

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

7.

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 Groningen
Downloads 209 (103,829)

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Panzar-Rosse test, competition, firm size

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
Utrecht University - Utrecht University School of Economics, Utrecht University, Utrecht University, Utrecht University - Utrecht University School of Economics, Utrecht University - Utrecht University School of Economics and De Nederlandsche Bank
Downloads 104 (224,833)

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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
Utrecht University - Utrecht University School of Economics, Utrecht University, Utrecht University, Utrecht University - Tjalling C. Koopmans Research Institute, Utrecht University - Utrecht University School of Economics and De Nederlandsche Bank
Downloads 102 (227,941)

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Money laundering, international trade, gravity model, Walker model

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 99 (232,844)

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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 76 (275,746)

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portfolio choice, insurance companies, pension funds, ownership structure

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 164 (156,262)

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

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

Risk Management and Insurance Review, Vol. 19, Issue 1, pp. 73-104, 2016
Number of pages: 32 Posted: 21 Mar 2016
Jacob Antoon Bikker
De Nederlandsche Bank
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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 112 (212,992)

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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 33 (405,752)

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

12.

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 Groningen and De Nederlandsche Bank
Downloads 120 (163,941)

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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 61 (219,138)

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

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 22 (461,904)

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

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 15 (502,773)

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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 13 (514,467)

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

15.

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 44 (338,340)
Citation 1

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

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 28 (428,958)

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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 9 (537,346)

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17.

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 25 (404,430)
Citation 2

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

18.

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

Journal of Risk and Insurance, Vol. 79, Issue 2, pp. 477-514, 2012
Number of pages: 38 Posted: 24 May 2012
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 1 (561,825)
Citation 2
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19.

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 0 (484,038)

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

20.

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 van Bezooijen and Jacob Antoon Bikker
Utrecht University and De Nederlandsche Bank
Downloads 0 (463,277)

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

21.

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 0 (356,728)

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

22.

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 - Utrecht University School of Economics, De Nederlandsche Bank and Utrecht University
Downloads 0 (437,053)

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

23.

Is There an Optimal Pension Fund Size? A Scale‐Economy Analysis of Administrative Costs

Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 739-769, 2017
Number of pages: 31 Posted: 15 May 2017
Jacob Antoon Bikker
De Nederlandsche Bank
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24.

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 - Utrecht University School of Economics and De Nederlandsche Bank
Downloads 0 (427,115)

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

25.

Restructuring of the Dutch Nonlife Insurance Industry: Consolidation, Organizational Form, and Focus

Journal of Risk and Insurance, Vol. 78, Issue 1, pp. 163-184, 2011
Number of pages: 22 Posted: 14 Mar 2011
Jacob Antoon Bikker and Janko Gorter
De Nederlandsche Bank and Dutch Central Bank (DNB)
Downloads 0 (576,288)
Citation 1
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