Laura Spierdijk - Central Bank Research Hub

Papers by year: All | 2012 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Other author(s)

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

Netherlands Bank DNB Working Papers [View] (Paper: 343, 25.04.2012)

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

Netherlands Bank DNB Working Papers [View] (Paper: 343, 25.04.2012)

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

Netherlands Bank DNB Working Papers [View] (Paper: 247, 15.04.2010)

JEL: C23, G14, G15

Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium

Netherlands Bank DNB Working Papers [View] (Paper: 225, 01.12.2009)

JEL: D40, L11

How Banking competition Changed over Time

Netherlands Bank DNB Working Papers [View] (Paper: 167, 14.02.2008)

Stock market performance and pension fund investment policy: rebalancing, free float, or market timing?

Netherlands Bank DNB Working Papers [View] (Paper: 156, 29.11.2007)

JEL: D4, G21, L11, L13

Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry

Netherlands Bank DNB Working Papers [View] (Paper: 114, 27.09.2006)

Forecasting Market Impact Costs and Identifying Expensive Trades

Netherlands Bank DNB Working Papers [View] (Paper: 095, 30.03.2006)

Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs

Netherlands Bank DNB Working Papers [View] (Paper: 069, 22.12.2005)

Papers by year: All | 2012 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005