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How government bond prices reflect wartime events: The case of the Stockholm market
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The value relevance of forced top management departures: Dutch evidence
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Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence
Price Clustering and Natural Resistance Points in the Dutch Stock Market
Testing for convergence in stock markets: a non-linear factor approach
An empirical analysis of legal insider trading in the Netherlands
The value relevance of top executive departures: evidence from the Netherlands
Testing for convergence in stock markets : a non-linear factor approach
Dependencies between European stock markets when price changes are unusually large
The market impact of a limit order