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Publications in Econometrics

Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs

Journal of Financial Economics

English

The Importance of Being Special: Repo Markets During the Crisis

Journal of Financial Economics

English

A Dynamic Limit Order Market With Fast and Slow Traders

Journal of Financial Economics

English

The Relevance of Broker Networks for Information Diffusion in the Stock Market

Journal of Financial Economics

English

Are CEOs Born Leaders? Lessons From Traits of a Million Individuals

Journal of Financial Economics

English

Asset Management and Investment Banking

Journal of Financial Economics

English

Spot and Forward Volatility in Foreign Exchange

Journal of Financial Economics

English

Loans on Sale: Credit Market Seasonality, Borrower Need, and Lender Rents

Journal of Financial Economics

English

Sovereign Credit Risk, Liquidity, and European Central Bank Intervention: Deus Ex Machina?

Journal of Financial Economics

English

Freedom of Choice Between Unitary and Two-Tier Boards: An Empirical Analysis

Journal of Financial Economics

English