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2024
- Factor models for Chinese A-shares. International Review of Financial Analysis 91, 2024, 102975 mehr…
2023
- Beyond Fama-French Factors: Alpha from Short-Term Signals. Financial Analysts Journal, 2023, 1-22 mehr…
- The Term Structure of Machine Learning Alpha. The Journal of Financial Data Science, 2023, jfds.2023.1.135 mehr…
- Corporate Restructuring and Creditor Power: Evidence from European Insolvency Law Reforms. Journal of Banking and Finance, 2023, 106756 mehr…
- Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms. The Quarterly Review of Economics and Finance 89, 2023, 228-243 mehr…
- Machine learning and the cross-section of emerging market stock returns. Emerging Markets Review, 2023, 101022 mehr…
- Surprise in short interest. Journal of Financial Markets, 2023, 100841 mehr…
- Enhanced Momentum Strategies. Journal of Banking & Finance 148, 2023, 106712 mehr…
- Family firm performance in times of crisis - new evidence from germany. Eurasian Business Review, 2023 mehr…
- Overconfident CEOs in Dire Straits: How Incumbent and Successor CEOs’ Overconfidence Affects Firm Turnaround Performance. Journal of Management Studies, 2023 mehr…
2022
- Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between? Journal of Business Economics, 2022 mehr…
- Boosting Agnostic Fundamental Analysis: Using Machine Learning to Identify Mispricing in European Stock Markets. Finance Research Letters 48, 2022, 102856 mehr…
- Bank lending and small and medium-sized enterprises’ access to finance – Effects of macroprudential policies. Journal of International Money and Finance 124, 2022, 102612 mehr…
2021
- Equity Funds and Derivatives: Evidence from Linked Fund-Trade Data. SSRN Electronic Journal, 2021 mehr…
- Settling the Size Matter. The Journal of Portfolio Management 47 (2), 2021, 99-112 mehr…
- Resurrecting the Value Premium. The Journal of Portfolio Management 47 (2), 2021, 63-81 mehr…
- The Volatility Effect in China. Journal of Asset Management 22, 2021, 338-349 mehr…
- Extracting Convenience Yield Free Short-Term Interest Rates from Equity Derivatives. SSRN Electronic Journal, 2021 mehr…
- Investor Sentiment and the Time-varying Sustainability Premium. Journal of Asset Management 22, 2021, 600-621 mehr…
- Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model. Review of Asset Pricing Studies 12 (2), 2021, 447-499 mehr…
- Macroprudential measures and developments in bank funding costs. International Review of Financial Analysis 78, 2021, 101943 mehr…
- Tightening and Loosening of Macroprudential Policy, Its Effects on Credit Growth and Implications for the COVID-19 Crisis. Economic and Business Review 23 (4), 2021, 207-233 mehr…
2020
- Earnings forecasts: the case for combining analysts’ estimates with a cross-sectional model. Review of Quantitative Finance and Accounting, 2020 mehr…
- The idiosyncratic momentum anomaly. International Review of Economics & Finance 69, 2020, 932-957 mehr…
- Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory. Annals of Operations Research, 2020 mehr…
- Does earnings growth drive the quality premium? Journal of Banking & Finance 114, 2020, - mehr…
2019
- Did UEFA's Financial fair play harm competition in European football leagues? Review of Managerial Science 13 (1), 2019, 113-145 mehr…
- Systemic Risk in Financial Markets: How Systematically Important Are Insurers? Journal of Risk and Insurance 86 (3), 2019, 729-759 mehr…
- Lo, Andrew W.: Adaptive markets: financial evolution at the speed of thought. Journal of Economics 124 (1), 2019, 99-101 mehr…
- The cross-section of emerging market stock returns. Emerging Markets Review 38, 2019, 265-286 mehr…
- Mean-variance optimization using forward-looking return estimates. Review of Quantitative Finance and Accounting 52 (3), 2019, 815-840 mehr…
2018
- CO2 emissions: A quantitative analysis among the BRICS nations. Renewable and Sustainable Energy Reviews 81, 2018, 107-115 mehr…
- The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount. European Financial Management 24 (4), 2018, 650-679 mehr…
- Five Concerns with the Five-Factor Model. The Journal of Portfolio Management, 2018 mehr…
- Debt and Asset Maturity - Do Companies Match, and If So, Why? SSRN Electronic Journal, 2018 mehr…
2017
- International asset allocation using the market implied cost of capital. Financial Markets and Portfolio Management, 2017, 1-35 mehr…
- 25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. Perspektiven der Wirtschaftspolitik 18 (2), 2017, 98-116 mehr…
- Finance conference quality and publication success: A conference ranking. Journal of Empirical Finance 42, 2017, 155-174 mehr…
2016
- Combination of forecasts for the price of crude oil on the spot market. International Journal of Production Research 54 (17), 2016, 5219–5235 mehr…
- Corporate sustainability and asset pricing models: empirical evidence for the Brazilian stock market. Production 26 (3), 2016, 516-526 mehr…
- Synthetic hedge funds. Review of Financial Economics 29, 2016, 12-22 mehr…
- Determinants of tracking error in German ETFs – the role of market liquidity. Managerial Finance 42 (5), 2016, 417-437 mehr…
- Production Flexibility, Product Markets, and Capital Structure Decisions. Review of Financial Studies 29 (6), 2016, 1501-1548 mehr…
2015
- Does contingent capital induce excessive risk-taking? Journal of Financial Intermediation 24 (3), 2015, 356-385 mehr…
- Challenging the payment effect in bank-financed takeovers. Journal of Management Control 26 (4), 2015, 347-376 mehr…
- Effects of return expectation on mutual funds’ risk exposures. Journal of Asset Management 16, 2015, 156-169 mehr…
- Does lift of liquid ban raise or compromise the current level of aviation security in the European Union? Journal of Risk Research 18, 2015, 808-821 mehr…
- Risk pricing in a non-expected utility framework. European Journal of Operational Research 246, 2015, 944-948 mehr…
- Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing? Asia-Pacific Journal of Financial Studies 44 (2), 2015, 175-214 mehr…
- Alternative Indexierung am deutschen Aktienmarkt. Corporate Finance 3, 2015, 58-67 mehr…
- What Explains the Rise of Executive Pay in Germany? Scandinavian Journal of Economics 118(2), 2015, 235-263 mehr…
- Modeling Electricity Spot Prices: Combining Mean Reversion, Spikes, and Stochastic Volatility. European Journal of Finance. Special Issue on 2010 and 2011 Forecasting Financial Markets Conference 21 (4), 2015, 292-315 mehr…
- Family Firm Heterogeneity and Corporate Policy: Evidence from Diversification Decisions. Corporate Governance: An International Review 23 (3), 2015, 285-302 mehr…
2014
- Real Earnings Management and Accrual-Based Earnings Management in Family Firms. European Accounting Review 23 (3), 2014, 431-461 mehr…
- Is Japan Different? Evidence on Momentum and Market Dynamics. International Review of Finance 14 (1), 2014, 141-160 mehr…
- Why do firms (not) hedge? - Novel evidence on cultural influence. Journal of Corporate Finance 25, 2014, 92-106 mehr…
- Corporate Hierarchies and International Trade: Theory and Evidence. Journal of International Economics 94(2), 2014, 295-310 mehr…
- The value of financial flexibility and corporate financial policy. Journal of Corporate Finance 29, 2014, 288-302 mehr…
- Family firms and R&D behavior - New evidence from a large-scale survey. Research Policy 43 (1), 2014, 233-244 mehr…
2013
- Capital structure decisions in family firms: empirical evidence from a bank-based economy. Review of Managerial Science 7 (3), 2013, 247-275 mehr…
- Extracting the Equity Premium from CDS Spreads. The Journal of Derivatives 21 (1), 2013, 8-26 mehr…
- Special Situation Fonds. Corporate Finance biz 5, 2013, 276-284 mehr…
- Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market). Betriebswirtschaftliche Forschung und Praxis 65 (5), 2013, 469-492 mehr…
- The Effect of Family Governance on Corporate Time Horizons. Corporate Governance: An International Review 21 (6), 2013, 547-566 mehr…
- Importance of spatial proximity between venture capital investors and investees in Germany. Journal of Business Research 66 (11), 2013, 2346-2354 mehr…
- Market Liquidity in the Financial Crisis: The Role of Liquidity Commonality and Flight-to-Quality. Journal of Banking & Finance 37 (7), 2013, 2284-2302 mehr…
- Control Considerations, Creditor Monitoring, and the Capital Structure of Family Firms. Journal of Banking & Finance 37 (2), 2013, 257-272 mehr…
2012
- The dynamics of voting ownership in lone-founder, family-founder, and heir firms. Journal of Family Business Strategy 3 (2), 2012, 79-96 mehr…
- Vorstandsvergütung und geschäftspolitische Risiken bei Banken. Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) 24 (1), 2012, 1-11 mehr…
- The RIsk Profile of Infrastructure Investments. Journal of Structured Finance, 2012, 1-15 mehr…
- Measuring Market Liquidity Risk – Which Model Works Best? Journal of Financial Transformation 35, 2012, 133-146 mehr…
- Accounting for Non-normality in Liquidity Risk. Journal of Risk 14 (3), 2012, 3-21 mehr…
- Multi-attribute non-expected utility. Annals of Operations Research 196 (1), 2012, 263-292 mehr…
- Payout Policy, Taxes, and Corporate Insiders: Evidence from the German Tax Reduction Act 2001. Zeitschrift für Betriebswirtschaft SPECIAL ISSUE 5/2012, 2012, 85-114 mehr…
- Globalization and the Empowerment of Talent. Journal of International Economics, 86 (2), 2012, 209-223 mehr…
2011
- Mehr Aktionärsrechte und weniger Interessenskonflikte für eine verbesserte Corporate Governance. Die Unternehmung - Schweizerische Zeitschrift für betriebswirtschaftliche Forschung und Praxis 65 (4), 2011, 320-327 mehr…
- The impact of the Sarbanes-Oxley Act on the Cost of Going Public. BuR - Business Research 4 (2), 2011, 125-147 mehr…
- When is FDI a Capital Flow? European Economic Review, 55 (6), 2011, 845-861 mehr…
- The Impact of Liquidity Risk: A Fresh Look. International Review of Finance 11 (3), 2011, 269-301 mehr…
2010
- Modeling the Cash Flow Dynamics of Private Equity Funds: Theory and Empirical Evidence. The Journal of Alternative Investments 13 (1), 2010, 41-54 mehr…
- Market efficiency reloaded: why insider trades do not reveal exploitable information. German Economic Review 11 (3), 2010, 302-335 mehr…
- The Time-Varying Risk of Listed Private Equity. Journal of Financial Transformation 28, 2010, 87-93 mehr…
2009
- What Drives Private Equity Returns? - Fund Inflows, Skilled GPs, and/or Risk? European Financial Management Journal 15 (3), 2009, 643-675 mehr…
2008
- An axiomatic account of status quo-dependent, non-expected utility: Pragmatic constraints on rational choice under risk. Mathematical Social Sciences 55 (2), 2008, 116-142 mehr…
- The accrual anomaly under different accounting standards - lessons learned from the German experiment. Journal of Business Finance & Accounting 35 (7-8), 2008, 837-859 mehr…
- Insider ownership and corporate performance: evidence from Germany. Review of Managerial Science 2 (1), 2008, 1-35 mehr…
- A New International Division of Labor in Europe: Outsourcing and Offshoring to Eastern Europe. Journal of the European Economic Association. Reprint in: J. Winiecki (ed.): Competitiveness in New Europe, 2008, 122-136 mehr…
- Power in the Multinational Corporation in Industry Equilibrium. Economic Theory, 38(3), 2008, 437-464 mehr…
- Power Inside the Firm and the Market: A General Equilibrium Approach. Journal of the European Economic Association 6(4), 2008, 752-788 mehr…
2007
- Stellungnahme zum Regierungsentwurf eines Gesetzes zur Modernisierung der Rahmenbedingungen für Kapitalbeteiligungen (MoRaKG). ZBB - Zeitschrift für Bankrecht und Bankwirtschaft 19, 2007, 513-516 mehr…
2006
- Trends in der Bankenaufsicht als Motor der Überregulierung des Bankensektors - Anmerkungen aus einer politökonomischen Perspektive. Perspektiven der Wirtschaftspolitik 7 (1), 2006, 67-87 mehr…
- Die Besonderheiten von Private Equity-Anlagen als Ansatzpunkt zur Erklärung ihrer Renditen - Eine empirische Untersuchung von europäischen Private Equity-Fonds. Die Unternehmung - Schweizerische Zeitschrift für betriebswirtschaftliche Forschung und Praxis Sonderheft der 67. Jahrestagung des Verbandes der Hochschullehrer für Betriebswirtschaft in Kiel, 2006, 105-124 mehr…
2005
- Risk acceptance from non-linear utility theory. Journal of Risk Research 8 (3), 2005, 225-252 mehr…
- Private Equity Funds: Return Characteristics, Return Drivers and Consequences for Investors. Journal of Financial Transformation 15 (3), 2005, 107-117 mehr…
- Kursreaktionen auf steuerlich bedingte Sonderausschüttungen - Die Auskehrung von EK56 im Jahre 1994. ZBB - Zeitschrift für Bankrecht und Bankwirtschaft 17, 2005, 1-23 mehr…
- Disorganization and Financial Collapse. European Economic Review, 49. Reprint in: E. Berglöf and G. Roland (eds.): The Economics of Transition, The Fifth Nobel Symposium in Economics, 2005, 387-408 mehr…
2004
- Approaches to quantitative risk assessment with applications to physical protection of nuclear material. Journal of Physical Security 1, 2004, 40-76 mehr…
- The Cost of Raising Capital - New Evidence from Seasoned Equity Offerings in Switzerland. Financial Markets and Portfolio Management 18 (1), 2004, 24-38 mehr…
2003
- Financial Reporting on the Internet by Swiss Companies: An Empirical Investigation. Die Unternehmung - Schweizerische Zeitschrift für betriebswirtschaftliche Forschung und Praxis 57, 2003, 201-216 mehr…
- Going Private im Wege des Minderheitenauschlusses: Eine empirisch orientierte Bestandsaufnahme. Betriebswirtschaftliche Forschung und Praxis 55 (2), 2003, 137-162 mehr…
- Defizite der Informationsverarbeitung auf Kapitalmärkten - kognitive Beschränkungen oder opportunistische Finanzanalysten. Die Unternehmung - Schweizerische Zeitschrift für betriebswirtschaftliche Forschung und Praxis 57 (6), 2003, 497-514 mehr…
- How Issue Size, Risk, and Complexity are Influencing External Financing Costs: German IPOs analyzed from an Economies of Scale Perspective. Journal of Business Finance & Accounting 30 (3-4), 2003, 479-512 mehr…
- Globalization and the ‘New Enterprise’. Journal of the European Economic Association 1 (2-3), 2003, 337-344 mehr…
2002
- The Structure of External Financing Costs and the Economies of Scale View: New Evidence from Seasoned Equity Offerings in Germany. European Financial Management 8 (3), 2002, 315--358 mehr…
- On the statistical foundations of non-linear utility theory: The case of status quo-dependent preferences. European Journal of Operational Research 136 (2), 2002, 449-465 mehr…
- Die Kosten der externen Eigenkapitalbeschaffung und Skaleneffekte im Emissionsgeschäft - Eine empirische Perspektive. Zeitschrift für Betriebswirtschaft Ergänzungsheft 2/2002, 2002, 33-40 mehr…
- Der Indexeffekt am deutschen Kapitalmarkt und seine Ursachen. ZBB - Zeitschrift für Bankrecht und Bankwirtschaft 14, 2002, 262-279 mehr…
- Strukturelle Defizite aktienkursorientierter Managementvergütung in der Schweiz - Eine ökonomische Betrachtung steuer-, bilanz-und aktienrechtlicher Regelungen. Die Unternehmung - Schweizerische Zeitschrift für betriebswirtschaftliche Forschung und Praxis 56 (3), 2002, 129--144 mehr…
2001
- Die Anwendung von Ereignisstudien bei Ad-hoc-Mitteilungen. Zeitschrift für Betriebswirtschaft 71 (11), 2001, 1353-1356 mehr…
- Konzernbildung und Ausschluss von Minderheiten im neuen Übernahmerecht: Eine verpasste Chance für einen marktorientierten Minderheitenschutz. ZBB - Zeitschrift für Bankrecht und Bankwirtschaft 13, 2001, 317-334 mehr…
2000
- Kursreaktionen anlässlich der Börseneinführung von Tochterunternehmen - Signaling oder verbesserte Unternehmenskontrolle in Konzernen. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 52 (9), 2000, 537-570 mehr…
1998
- Die Einführung der 5-DM-Aktie - Ein Testfall für die Untersuchung der Mikrostruktur von Aktienmärkten. Kredit und Kapital 31, 1998, 413-459 mehr…
1997
- Die Signaleffekte von Kapitalerhöhungen aus Gesellschaftsmitteln - Eine empirische Untersuchung für den deutschen Kapitalmarkt. Finanzmarkt und Portfolio Management 11, 1997, 77-99 mehr…
1995
- Die Ankündigung von Ratingänderungen und die Kurseffekte auf dem Markt für DM-Auslandsanleihen. Österreichisches Bank-Archiv 43 (4), 1995, 263-273 mehr…
- Das Underpricing-Phänomen am deutschen Kapitalmarkt und seine Ursachen. ZBB - Zeitschrift für Bankrecht und Bankwirtschaft 7 (1), 1995, 45-68 mehr…