H-Index & Metrics Best Publications

H-Index & Metrics

Discipline name H-index Citations Publications World Ranking National Ranking
Economics and Finance D-index 30 Citations 12,655 93 World Ranking 2098 National Ranking 58

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Econometrics

His primary areas of study are Econometrics, Panel data, Estimator, Statistics and Estimation. He has included themes like Publishing and Financial market in his Econometrics study. His work on Panel analysis as part of general Panel data study is frequently linked to Range and The Internet, bridging the gap between disciplines.

His Multidimensional panel data study in the realm of Panel analysis connects with subjects such as Random effects model and Selectivity. He interconnects Monte Carlo method and Instrumental variable in the investigation of issues within Estimator. His Selection bias research includes themes of Sampling and Range.

His most cited work include:

  • A Guide to Modern Econometrics (1712 citations)
  • Testing for selectivity bias in panel data models (458 citations)
  • A Guide to Modern Econometrics (382 citations)

What are the main themes of his work throughout his whole career to date?

Marno Verbeek focuses on Econometrics, Financial economics, Mutual fund, Open-end fund and Hedge fund. His work on Panel data as part of general Econometrics research is frequently linked to Persistence, thereby connecting diverse disciplines of science. His Panel data study incorporates themes from Linear model and Selection bias.

His Open-end fund research includes elements of Fund administration, Passive management, Fund of funds, Closed-end fund and Manager of managers fund. His Hedge fund research is multidisciplinary, incorporating elements of Momentum, Divestment, Returns-based style analysis, Monetary economics and Performance fee. He combines subjects such as Endogeneity, Monte Carlo method and Instrumental variable with his study of Estimator.

He most often published in these fields:

  • Econometrics (69.63%)
  • Financial economics (27.23%)
  • Mutual fund (25.65%)

What were the highlights of his more recent work (between 2010-2020)?

  • Mutual fund (25.65%)
  • Econometrics (69.63%)
  • Financial economics (27.23%)

In recent papers he was focusing on the following fields of study:

His scientific interests lie mostly in Mutual fund, Econometrics, Financial economics, Open-end fund and Fund of funds. His Mutual fund research is multidisciplinary, incorporating perspectives in Performance indicator, Equity and Monetary economics. His Econometrics study combines topics from a wide range of disciplines, such as Hedge fund and Market efficiency.

Marno Verbeek has researched Financial economics in several fields, including Pecking order theory, Capital structure and Debt ratio. In his research, Global assets under management is intimately related to Passive management, which falls under the overarching field of Open-end fund. His studies in Fund of funds integrate themes in fields like Closed-end fund and Finance.

Between 2010 and 2020, his most popular works were:

  • Firms’ debt–equity decisions when the static tradeoff theory and the pecking order theory disagree (86 citations)
  • Does financial flexibility reduce investment distortions (48 citations)
  • Information Content When Mutual Funds Deviate from Benchmarks (31 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Regression analysis

His primary areas of investigation include Mutual fund, Sample, Finance, Open-end fund and Passive management. His Mutual fund study combines topics in areas such as Price pressure, Monetary economics and Trading strategy. His study in Sample is interdisciplinary in nature, drawing from both Conviction, Actuarial science and Capital asset pricing model, Econometrics.

His work on Statistical dispersion, Transaction cost and Asset as part of his general Finance study is frequently connected to Copycat, thereby bridging the divide between different branches of science. In his research on the topic of Open-end fund, Financial economics is strongly related with Global assets under management. His biological study spans a wide range of topics, including Event study and Accounting.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

A Guide to Modern Econometrics

M.J.C.M. Verbeek.
(2000)

5923 Citations

Testing for selectivity bias in panel data models

M.J.C.M. Verbeek;T.E. Nijman.
International Economic Review (1992)

626 Citations

The Economic Value of Predicting Stock Index Returns and Volatility

Wessel Marquering;Marno Verbeek.
Journal of Financial and Quantitative Analysis (2004)

364 Citations

Can cohort data be treated as genuine panel data

M.J.C.M. Verbeek;T.E. Nijman.
Empirical Economics (1992)

361 Citations

Selecting Copulas for Risk Management

Erik Kole;Kees Koedijk;Kees Koedijk;Marno Verbeek.
Journal of Banking and Finance (2007)

336 Citations

Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance

Guillermo Baquero;Jenke ter Horst;Marno Verbeek.
Journal of Financial and Quantitative Analysis (2005)

326 Citations

Estimating and Interpreting Models With Endogenous Treatment Effects

Francis Vella;Marno Verbeek.
Journal of Business & Economic Statistics (1999)

313 Citations

Two-step estimation of panel data models with censored endogenous variables and selection bias

Francis Vella;Marno Verbeek.
Journal of Econometrics (1999)

295 Citations

Nonresponse in panel data : The impact on estimates of a life cycle consumption function

T.E. Nijman;M.J.C.M. Verbeek.
Journal of Applied Econometrics (1992)

269 Citations

Estimating dynamic models from repeated cross-sections

Marno Verbeek;Francis Vella.
Journal of Econometrics (2005)

224 Citations

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