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Train Commuters' Scheduling Preferences: Evidence from a Large-Scale Peak Avoidance Experiment

Peer, Stefanie; Knockaert, Jasper; Verhoef, Erik - 2015

collected during large-scale peak avoidance experiment conducted in the Netherlands, in which participants could earn monetary … rewards for traveling outside peak hours. The experiment included ca. 1000 participants and lasted for about 6 months. Holders … of an annual train pass were invited to join the experiment, and a customized smartphone app was used to measure the …

Persistent link: https://www.econbiz.de/10011403536

The Power of a Bad Example -- A Field Experiment in Household Garbage Disposal

Dur, Robert; Vollaard, Ben - 2012

results of a natural field experiment where, in a randomly assigned part of a residential area, the frequency of cleaning was … locations before, during, and after the experiment, we find strong evidence that litter begets litter. However, we also find …

Persistent link: https://www.econbiz.de/10014168066

Transport Investment Appraisal and the Environment

Nijkamp, Peter; Ubbels, Barry; Verhoef, Erik - 2002

This review considers the role of environmental effects in transport investment appraisal, mainly from the perspective of cost-benefit analysis, the most widely adopted appraisal technique. Although the basic principles of CBA are straightforward, several complications are identified that may...

Persistent link: https://www.econbiz.de/10010324894

Employee Recognition and Performance : A Field Experiment

Bradler, Christiane; Dur, Robert; Neckermann, Susanne; … - 2013

This paper reports the results from a controlled field experiment designed to investigate the causal effect of public …

Persistent link: https://www.econbiz.de/10014039321

SETS, Arbitrage Activity, and Stock Price Dynamics

Taylor, Nick; van Dijk, Dick; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10010324378

Analytic Decision Rules for Financial Stochastic Programs

Siegmann, Arjen H.; Lucas, André - 2000

Contemporary financial stochastic programs typically involve a trade-offbetween return and (downside)-risk. Using stochastic programming we characterize analytically (rather than numerically) the optimal decisions that follow from characteristic single-stage and multi-stage versions of such...

Persistent link: https://www.econbiz.de/10010324403

Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations

Genton, Marc G.; Lucas, André - 2000

We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered,...

Persistent link: https://www.econbiz.de/10010324408

A Hybrid Joint Moment Ratio Test for Financial Time Series

Groenendijk, Patrick A.; Lucas, André; de Vries, Casper G. - 1998

We advocate the use of absolute moment ratio statistics in conjunctionwith standard variance ratio statistics in order to disentangle lineardependence, non-linear dependence, and leptokurtosis in financial timeseries. Both statistics are computed for multiple return horizonssimultaneously, and...

Persistent link: https://www.econbiz.de/10010324540

Short Patches of Outliers, ARCH and Volatility Modeling

Franses, Philip Hans; van Dijk, Dick; Lucas, André - 1998

In this paper we test for (Generalized) AutoRegressive Conditional Heteroskedasticity [(G)ARCH] in daily data on 22 exchange rates and 13 stock market indices using the standard Lagrange Multiplier [LM] test for GARCH and a LM test that is resistant to patches of additive outliers. The data span...

Persistent link: https://www.econbiz.de/10010324601

Time-Varying Tolls in a Dynamic Model of Road Traffic Congestion with Elastic Demand

Verhoef, Erik - 1997

In this paper, a dynamic model of road traffic congestion is presented, with an elastic overall demand for morning peak road usage, and with the congestion technology used being 'flow congestion'. It is demonstrated that in such a case, the optimal time-varying toll should include a 'flat',...

Persistent link: https://www.econbiz.de/10010324634