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

SCHOLARLY PAPERS

29

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CITATIONS
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36

Scholarly Papers (29)

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 933 (23,275)

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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 531 (49,477)
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 330 (88,120)
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 588 (43,967)
Citation 11

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

4.

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 347 (83,822)
Citation 10

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

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 177 (165,894)
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 151 (190,593)
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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6.

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 265 (112,432)

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Panzar-Rosse test, competition, firm size

7.
Downloads 248 (120,412)
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 157 (184,296)
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 91 (277,920)
Citation 2

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

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 - School of Economics, Utrecht University, Utrecht University, Utrecht University - School of Economics, Utrecht University - School of Economics and De Nederlandsche Bank
Downloads 119 (230,404)

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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 - School of Economics, Utrecht University, Utrecht University, Utrecht University - Tjalling C. Koopmans Research Institute, Utrecht University - School of Economics and De Nederlandsche Bank
Downloads 107 (248,999)

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Money laundering, international trade, gravity model, Walker model

9.

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 223 (133,867)

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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 104 (254,127)

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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 82 (296,818)

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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 176 (166,744)

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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 127 (219,233)

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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 41 (419,598)

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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

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 122 (225,109)

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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 65 (335,082)

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

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 25 (496,449)

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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 16 (552,564)

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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 14 (565,423)

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

16.

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 52 (373,244)
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 36 (440,676)

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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 13 (571,966)

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18.

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 46 (393,185)

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

19.

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 41 (411,236)

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

20.

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 34 (439,134)

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

21.

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 34 (439,134)
Citation 2

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

22.

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 33 (443,339)

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

23.

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 29 (461,523)

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

24.

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 12 (555,981)

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

25.

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 3 (612,117)

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

26.

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
Downloads 1 (633,584)
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27.

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 (633,584)
Citation 2
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28.

Determinants of Interest Rates on Time Deposits and Savings Accounts: Macro Factors, Bank Risk, and Account Features

International Review of Finance, Vol. 18, Issue 2, pp. 169-216, 2018
Number of pages: 48 Posted: 05 Jun 2018
Jacob Antoon Bikker and Dirk Gerritsen
De Nederlandsche Bank and Utrecht University - School of Economics
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29.

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 (651,081)
Citation 1
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