Lof, Matthijs (2011): Noncausality and Asset Pricing.
Lof, Matthijs (2011): GMM estimation with noncausal instruments under rational expectations.
Lof, Matthijs (2010): Heterogeneity in stock prices: A STAR model with multivariate transition function.
Lof, Matthijs (2012): Rational Speculators, Contrarians and Excess Volatility.
Lof, Matthijs and Malinen, Tuomas (2013): Does sovereign debt weaken economic growth? A Panel VAR analysis.
Lof, Matthijs (2013): Essays on Expectations and the Econometrics of Asset Pricing.
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