Matthijs Lof

Rational Speculators, Contrarians, and Excess Volatility

Matthijs Lof, Matthijs Lof, 2015, Manag. Sci..

Noncausality and Asset Pricing

Matthijs Lof, 2011 .

Heterogeneity in Stock Prices: A STAR Model with Multivariate Transition Function

Matthijs Lof, Matthijs Lof, 2012 .