| Strategic asset allocation with liabilities: Beyond stocks and bonds RPMM Hoevenaars, RDJ Molenaar, PC Schotman, TBM Steenkamp Journal of Economic Dynamics and Control 32 (9), 2939-2970, 2008 | 324 | 2008 |
| Measuring risk attitudes in a natural experiment: data from the television game show Lingo RMWJ Beetsma, PC Schotman The Economic Journal 111 (474), 821-848, 2001 | 236 | 2001 |
| On Bayesian routes to unit roots PC Schotman, HK Van Dijk Journal of Applied Econometrics 6 (4), 387-401, 1991 | 216 | 1991 |
| A Bayesian analysis of the unit root in real exchange rates P Schotman, HK Van Dijk Journal of Econometrics 49 (1-2), 195-238, 1991 | 206 | 1991 |
| Nonlinear interest rate dynamics and implications for the term structure GA Pfann, PC Schotman, R Tschernig Journal of Econometrics 74 (1), 149-176, 1996 | 171 | 1996 |
| Horizon sensitivity of the inflation hedge of stocks PC Schotman, M Schweitzer Journal of Empirical Finance 7 (3), 301-315, 2000 | 166 | 2000 |
| An empirical application of stochastic volatility models RJ Mahieu, PC Schotman Journal of Applied Econometrics, 333-359, 1998 | 159 | 1998 |
| The dynamics of short-term interest rate volatility reconsidered KG Koedijk, FGJA Nissen, PC Schotman, CCP Wolff Review of Finance 1 (1), 105-130, 1997 | 140 | 1997 |
| Non-synchronous trading and testing for market integration in Central European emerging markets PC Schotman, A Zalewska Journal of Empirical Finance 13 (4), 462-494, 2006 | 133 | 2006 |
| The cost of capital in international financial markets: local or global? KG Koedijk, CJM Kool, PC Schotman, MA Van Dijk Journal of International Money and Finance 21 (6), 905-929, 2002 | 105 | 2002 |
| The re-emergence of PPP in the 1990s KG Koedijk, PC Schotman, MA Van Dijk Journal of International Money and Finance 17 (1), 51-61, 1998 | 97 | 1998 |
| Conditional asset pricing and stock market anomalies in Europe R Bauer, M Cosemans, PC Schotman European Financial Management 16 (2), 165-190, 2010 | 95 | 2010 |
| Neglected common factors in exchange rate volatility R Mahieu, P Schotman Journal of Empirical Finance 1 (3), 279-311, 1994 | 92 | 1994 |
| Estimating security betas using prior information based on firm fundamentals M Cosemans, R Frehen, PC Schotman, R Bauer The Review of Financial Studies 29 (4), 1072-1112, 2016 | 83 | 2016 |
| Cross-sectional versus time series estimation of term structure models: Empirical results for the Dutch bond market JFJ de Munnik, PC Schotman Journal of Banking & Finance 18 (5), 997-1025, 1994 | 83 | 1994 |
| Price discovery in the foreign exchange market: An empirical analysis of the yen/dmark rate F De Jong, R Mahieu, P Schotman Journal of International Money and Finance 17 (1), 5-27, 1998 | 80 | 1998 |
| Price discovery in fragmented markets F De Jong, PC Schotman Journal of Financial Econometrics 8 (1), 1-28, 2009 | 66 | 2009 |
| How to beat the random walk: an empirical model of real exchange rates KG Koedijk, P Schotman Journal of International Economics 29 (3-4), 311-332, 1990 | 64 | 1990 |
| Strategic asset allocation for long‐term investors: Parameter uncertainty and prior information RPPM Hoevenaars, RDJ Molenaar, PC Schotman, TBM Steenkamp Journal of Applied Econometrics 29 (3), 353-376, 2014 | 58 | 2014 |
| Price discovery in tick time B Frijns, P Schotman Journal of Empirical Finance 16 (5), 759-776, 2009 | 54 | 2009 |
