| M. Ceccarelli, S. Ramelli, A. F. Wagner Review of Finance, Vol. 28(1), 2024, 45-74. |
Poor industry conditions as an external disciplining mechanism in takeovers J. P. Fidrmuc, T. Tykvová Corporate Governance: An International Review, forthcoming. |
Do Local Governments Tax Homeowner Communities Differently? R. Füss, O. Lerbs, A. Weigand Real Estate Economics, Vol. 52(2), March 2024, 401-433. |
| J. F. Kölbel, M. Leippold, J. Rillaerts, Q. Wang. Journal of Financial Econometrics, 2024, 22(1), 30-69. |
The Role of the End Time in Experimental Asset Markets A. Kopányi-Peuker, M. Weber Journal of Corporate Finance, Vol. 88, 2024, 102647. |
| Albert J. Menkveld, Andrea Barbon, et.al. Journal of Finance, Vol. 79 (3), 2024, 2339-2390. |
Competition and the Reputational Cost of Litigation F. von Meyerinck, V. Pursiainen, M. Schmid Journal of Financial and Quantitative Analysis, forthcoming. |
CEO Turnover and Director Reputation F. von Meyerinck, J. Romer, M. Schmid Journal of Financial Economics, forthcoming. |
Liquidity Risk and Currency Premia P. Söderlind, F. Somogyi Management Science, forthcoming. |
Regulation and the Demand for Credit Default Swaps in Experimental Bond Markets M. Weber, J. Duffy, A. Schram European Economic Review, Vol. 165, 2024: 104745. |
| Option return predictability with machine learning and big data T. G Bali, H. Beckmeyer, M. Moerke, F. Weigert The Review of Financial Studies, 36(9), 2023. 3548-3602. |
Metro's Night Travel Offer on the Weekend and its Impact on House Prices Füss, R., Chang, Z., J. von Möllendorf, J. O. Olaussen, A. Weigand Transportation Research Part A: Policy and Practice, Vol. 178, December 2023, 103883. |
Investing in Your Alumni: Endowments' Investment Choices in Private Equity R. Füss, S. Morkötter, M. de Oliveira Journal of Financial Services Research, 2023. |
A. Barbon, A. Ranaldo (2023). Non-Fungible Tokens. In: Walker, T., Nikbakht, E., Kooli, M. (eds) The Fintech Disruption. Palgrave Studies in Financial Services Technology. Palgrave Macmillan, Cham. |
Option return predictability with machine learning and big data Bali, T. G., Beckmeyer, H., Moerke, M., F. Weigert The Review of Financial Studies, 36(9), 2023, 3548-3602. |
Auctions versus bookbuilding: The effects of IPO regulation in Japan T. Lehmann and M. Weber Financial Review, 2023, 58(1):117-141. |
| M. Kathan, T. Tykvová Review of Financial Economics 42, 55-78. |
Subsidies versus Intellectual Property Rights When Innovators Operate in Two Markets E. Skliaustyte and M. Weber PLOS ONE, 2023, 18(4). |
Regularized Regression When Covariates Are Linked on a Network: The 3CoSE Algorithm M. Weber, J. Striaukas, M. Schumacher, and H. Binder Journal of Applied Statistics, 50(3), 2023, 535-554. |
Do Investors care about Impact? |
Aggregate Confusion: The Divergence of ESG Ratings |
Information Precision and Return Co-Movements in Private Commercial Real Estate Markets |
Connected VCs and Strategic Alliances: Evidence from Biotech Companies |
| CEO Tenure and Firm Value F. Brochet, P. Limbach, M. Schmid, M. Scholz-Daneshgari The Accounting Review, 2021, 96 (6), 47–71. |
| IPO withdrawals: Are Corporate Governance and VC Characteristics the Guiding Light in the Rough Sea of Volatile Markets? A. Reiff, T. Tykvová Journal of Corporate Finance, 2021, 67, 101908 |
| Unsecured and Secured Funding M. Di Filippo, A. Ranaldo, J. Wrampelmeyer Journal of Money, Credit and Banking, Volume 54, Issue 2-3, July 2021, 651-662. |
| Asymmetric Information Risk in FX Markets A. Ranaldo, F. Somogyi Journal of Financial Economics, Volume 140, Issue 2, May 2021, 391-411. |
| The Round Number Heuristic and Entrepreneur Crowdfunding Performance V. Pursiainen, Te-Chun Lin Journal of Corporate Finance, 2021, Vol. 68. |
| Regulatory Effects on Short Term Interest Rates A. Ranaldo, P. Schaffner, M. Vasios Journal of Financial Economics, Volume 141, Issue 2, August 2021, 750-770. |
| Winning a Deal in Private Equity: Do Educational Ties Matter? F. Fuchs, R. Füss, T. Jenkinson, S. Morkoetter Journal of Corporate Finance, Volume 66, February 2021, 101740. |
Bank Systemic Risk Exposure and Office Market Interconnectedness |
Experience Does Not Eliminate Bubbles: Experimental Evidence |
Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections |
Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike |
OTC Premia |
| The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy A. Bertasiutea, D. Massaro, M. Weber Journal of Economic Dynamics and Control, Volume 112, March 2020, 103850. |
| The Cross-Over Effect of Irrational Sentiments in Housing, Commercial Property, and Stock Markets. D. Prashant, R. Füss, B. Hanle, I. Russ. Journal of Banking and Finance, Volume 114, May 2020, 105799. |
New Technology Assessment in Entrepreneurial Financing – Does Crowdfunding Predict Venture Capital Investments? |
| Monetary Policy Under Behavioral Expectations: Theory and Experiment C. Hommes, D. Massaro, M. Weber European Economic Review, Volume 118, September 2019, 193-212. |
| Does Price Fixing Benefit Corporate Managers? T. Artiga Gonzalez, M. Schmid, D. Yermack Management Science 65(10), May 2019, 4813-4840. |
| Borrowing Constraints, Home Ownership and Housing Choice: Evidence from Intra-Family Wealth Transfers K. Blickle, M. Brown Journal of Money, Credit and Banking, Vol. 51 (2-3), 2019, 539-580. |
Euro Repo Market Functioning: Collateral is King |
Brokers and Order Flow Leakage: Evidence from Fire Sales |
Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan |
| Regional Inflation, Financial Integration and Dollarization M. Brown, R. De Haas, V. Sokolov Review of Finance, Vol. 22(6), October 2018, 2073–2108. |
| Financial Advice and Bank Profits D. Hoechle, S. Ruenzi, N. Schaub, M. Schmid Review of Financial Studies, Vol. 31(11), 2018, 4447-4492. |
| Settling the Staggered Board Debate Y. Amihud, M. Schmid, S. Davidoff Solomon University of Pennsylvania Law Review, Vol. 166(6), 2018, 1475-1510. |
| An Experimental Study of Bond Market Pricing M. Weber, J. Duffy, A. Schram The Journal of Finance, Volume 74(4), August 2018, 1857-1892. |
| Legal Framework Quality and Success of (Different Types of) Venture Capital Investments T. Tykvová Journal of Banking and Finance, Volume 87, February 2018, 333-350. |
| Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance Z. Adams, R. Füss, T. Glück Journal of Banking and Finance, Vol. 84(11), 2017, 9-24. |
| A Simple Estimation of Bid‐Ask Spreads from Daily Close, High, and Low Prices F. Abdi, A. Ranaldo The Review of Financial Studies, Vol. 30(12), December 2017, 4437–4480. |
| The Impact of Financial Advice on Trade Performance and Behavioral Biases D. Hoechle, S. Ruenzi, M. Schmid, N. Schaub Review of Finance, Vol. 21(2), 2017, 871-910. |
| Individual Investor Activity and Performance M. Dahlquist J. Vicente Martinez, P. Söderlind The Review of Financial Studies, Vol. 30(3), March 2017, 866–899. |
| When and Why Do Venture Capital-Backed Companies Obtain Venture Lending? T. Tykvová Journal of Financial and Quantitative Analysis, Volume 52, June 2017, 1049-1080. |
| Competing with Superstars M. Ammann, P. Horsch, D. Oesch Management Science, Volume 62(10), 2016, 2765-3084. |
| Understanding Bank-Run Contagion M. Brown, S. T. Trautmann, R. Vlahu Management Science, 63(7), 2016, 2272-2282. |
| The Threat of Exclusion and Implicit Contracting M. Brown, M. Serra-Garcia Management Science, 63 (12), 2016, 4081-4100. |
| Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide F. Weigert Review of Asset Pricing Studies 6(1), 2016, 135-178. |
| Changing Risk Perception and the Time-Varying Price of Risk R. Füss, T. Gehrig, P. Rindler Review of Finance, Vol. 20(4), July 2016, 1549–1585. |
| Is Director Industry Experience Valuable? F. von Meyerinck, D. Oesch, M. Schmid Financial Management, Vol. 45(1), 2016, 207-237. |
| The Euro Interbank Repo Market L. Mancini, A. Ranaldo, J. Wrampelmeyer The Review of Financial Studies, Vol. 29(7), July 2016, 1747-1779. |
| Going Public via Special Purpose Acquisition Companies: Frogs do Not Turn into Princes J. Kolb, T. Tykvová Journal of Corporate Finance, Volume 40, October 2016, 80-96. |
| Microfinance Banks and Financial Inclusion M. Brown, B. Guin, K. Kirschenmann Review of Finance, 2015, 1-40. |
| Electricity Derivatives Pricing with Forward-Looking Information R. Füss, S. Mahringer, M. Prokopczuk Journal of Economic Dynamics and Control, Vol. 58, 2015, 34-57. |
| Understanding FX Liquidity N. Karnaukh, A. Ranaldo, P. Söderlind The Review of Financial Studies, 28(11), 2015, 3073-3108. |
| Does Governmental Venture Capital Spur Invention and Innovation? Evidence from Young European Biotech Companies? F. Betroni, T. Tykvová Research Policy, Volume 44, May 2015, 925-939. |
| Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach Z. Adams, R. Füss, R. Gropp Journal of Financial and Quantitative Analysis, Vol. 49(3), 2014, 575-598. |
| A Jackknife-Type Estimator for Portfolio Revision R. Füss, F. Miebs, F. Trübenbach Journal of Banking and Finance, Vol. 43(6), 2014, 14-28. |
| Understanding Bank-Run Contagion. M. Brown, S. Trautmann, R. Vlahu Management Science ECB Working Paper No. 1711, May 2014. |
| Product Market Competition, Corporate Governance, and Firm Value: Evidence from the EU-Area. M. Ammann, S. Odoni, D. Oesch European Financial Management, 19(3), 2013, 452-469. |
| Variance Risk Premiums in Foreign Exchange Markets. M. Ammann, R. Buesser Journal of Empirical Finance 2013 (23), 16-32. |
| Firms as liquidity providers: Evidence from the 2007-2008 financial crisis. E. Garcia-Appendini, J. Montoriol-Garriga Journal of Financial Economics 109 (2013), Nr. 1, 272-291. |
| Hedge Fund Liquidity and Performance: Evidence from the Financial Crisis. N. Schaub, M. Schmid Journal of Banking and Finance 37(3), 671-692. |
| Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums L. Mancini, A. Ranaldo, J. Wrampelmeyer Journal of Finance, Vol. 68(5), 1805-1841. |
| Intraday Patterns in FX Returns & Order Flow F. Breedon, A. Ranaldo Journal of Money, Credit & Banking, Vol. 45(5), 953-965. |
| An Alternative Three-factor Model for International Markets: Evidence from the European Monetary Union M. Ammann, S. Odoni, D. Oesch Journal of Banking and Finance, 36, 1857-1864. |
| Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis V. Aebi, G. Sabato, M. Schmid Journal of Banking and Finance 36, 3213-3226. |
| How Much of the Diversification Discount Can be Explained by Poor Corporate Governance? D. Hoechle, M. Schmid, I. Walter, D. Yermack Journal of Financial Economics 103, 41-60. |
| What Lures Cross-Border Venture Capital Inflows? A. Schertler, T. Tykvová Journal of International Money and Finance, Volume 31(6), October 2012, 1777-1799. |
| Do Private Equity Owners Increase Risk of Financial Distress and Bankruptcy? T. Tykvová, M. Borell Journal of Corporate Finance, Volume 18(1), February 2012, 138-150. |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty P. Söderlind International Journal of Central Banking, 7, 113-133. |
| The Time-Varying Systematic Risk of Carry Trade Strategies C. Christiansen, A. Ranaldo, P. Söderlind Journal of Financial & Quantitative Analysis 46(4), 1107-1125. |
| What Drives the Performance of Convertible-Bond Funds? M. Ammann, A.H. Kind, R. Seiz Journal of Banking and Finance, 34, 2600-2613. |
| Capitalizing on Partisan Politics: The Political Economy of Sector-Specific Redistribution in Germany M. Bechtel, Roland Füss Journal of Money, Credit and Banking, Vol. 42 , No. 2-3, 203-235. |
| Safe Haven Currencies A. Ranaldo, P. Söderlind Review of Finance, 10, 385-407. |
| Do Financial Conglomerates Create or Destroy Economic Value? M. Schmid, I. Walter Journal of Financial Intermediation 18, 193-216. |
| Do Venture Capitalists Give Founders Their Walking Papers? D. Heger, T. Tykvová Journal of Corporate Finance, Volume 15(5), December 2009, 613-625. |
| Is there Evidence of Pessimism and Doubt in Subjective Distributions? Implications for the Equity Premium Puzzle. P. Giordani, P. Söderlind Journal of Economic Dynamics and Control, 30, 1027-1043, 2006. |
| Order Aggressiveness in Limit Order Book Markets A. Ranaldo Journal of Financial Markets 7(1), 53-74. |
| Evaluating Portfolio Performance with Stochastic Discount Factors M. Dahlquist, P. Söderlind Journal of Business, 72(3), 347-384. |