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Matthijs Lof
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Cited by
Year
Does sovereign debt weaken economic growth? A panel VAR analysis
M Lof, T Malinen
Economics Letters 122 (3), 403-407, 2014
1902014
Aid and income: Another time-series perspective
M Lof, TJ Mekasha, F Tarp
World Development 69, 19-30, 2015
732015
Rational Speculators, Contrarians, and Excess Volatility
M Lof
Management Science 61 (8), 1889-1901, 2015
662015
Heterogeneity in stock prices: A STAR model with multivariate transition function
M Lof
Journal of Economic Dynamics and Control 36 (12), 1845-1854, 2012
472012
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
462021
Noncausality and the commodity currency hypothesis
M Lof, H Nyberg
Energy Economics 65, 424-433, 2017
432017
Noncausality and asset pricing
M Lof
Studies in Nonlinear Dynamics and Econometrics 17 (2), 211-220, 2013
262013
Asymmetric information and the distribution of trading volume
M Lof, J van Bommel
Journal of Corporate Finance 82, 102464, 2023
132023
Slow trading and stock return predictability
A Hameed, M Lof, M Suominen
AFA, 2017
82017
Essays on expectations and the econometrics of asset pricing
M Lof
72013
GMM Estimation with Non‐causal Instruments under Rational Expectations
M Lof
Oxford Bulletin of Economics and Statistics 76 (2), 279-286, 2014
52014
Identifying accounting conservatism in the presence of skewness
H Jarva, M Lof
Review of Quantitative Finance and Accounting 62 (2), 553-577, 2024
42024
Mind the Basel gap
P Jylhä, M Lof
Journal of International Financial Markets, Institutions and Money 79, 101605, 2022
42022
Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014)
M Lof, TJ Mekasha, F Tarp
World Development 70, 397-399, 2015
42015
Determinants of the growth and sovereign debt correlation
M Lof, T Malinen
Available from World Wide Web:< http://bit. ly/1kBG80U, 2014
32014
Discount rates and cash flows: A local projection approach
M Lof, H Nyberg
Journal of Banking & Finance 162, 107127, 2024
12024
Expected market returns: SVIX, realized volatility, and the role of dividends
M Lof
Journal of Applied Econometrics 34 (5), 858-864, 2019
12019
What Matters to Individual Investors in a Welfare State?
M Lof, EH Rantapuska, A Wirtz
Available at SSRN 4417430, 2024
2024
Predicting Winner and Loser Stocks: A Classification Approach
R Rihtamo, H Nyberg, M Lof
Available at SSRN, 2024
2024
Heterogeeniset odotukset ja ei-kausaaliset autoregressiiviset mallit rahoituksen tutkimuksessa
M Lof
Kansantaloudellinen Aikakauskirja 109 (4), 565-567, 2013
2013
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