Selected Publications
Robust Inference in Single Firm / Single Event Analyses, January 2023 (with Daniela Schoch), Journal of Corporate Finance 80.
- Download: https://dx.doi.org/10.2139/ssrn.3321221
The multiplicity of analysis strategies jeopardizes replicability: lessons learned across disciplines, 2021 (with Sabine Hoffmann, Felix Schönbrodt, Rory Wilson, Ulrich Strasser und Anne-Laure Boulesteix), Royal Society Open Science 8, 4.
- Download: https://doi.org/10.1098/rsos.201925
A new measure of financial constraints applicable to private and public firms, 2019 (with Catharina Schauer and Nikolas Breitkopf), Journal of Banking and Finance 101, 270-295.
- Download: doi.org/10.1016/j.jbankfin.2019.01.008
Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables, 2015 (with David Florysiak), Journal of Financial and Quantitative Analysis 50, 1105-1133.
- Download: doi.org/10.1017/S0022109015000496
- Stata codes for the DPF estimator and simulation scripts can be found here.
Financing Major Investments: Information about Capital Structure Decisions, 2014 (with Mark Flannery and Jon Garfinkel), Review of Finance 18, 1341-1386.
- Download: doi.org/10.1093/rof/rft036
Work in Progress
Payment for Order Flow and Market Quality: A Field Experiment, February 2023 (with Lutz Johanning and Erik Theissen).
Ambiguity and the Skewness Premium, December 2023, (with Johannes Jaspersen and Valentin Luz).
Earnings Prediction Using Recurrent Neural Networks, November 2023 (with Moritz Scherrmann)
How and When Do Firms Adjust Their Investments Toward Targets?, May 2017 (with Catharina Schauer).
- Download: https://dx.doi.org/10.2139/ssrn.2775091
From Underleverage to Excess Debt: The Changing Environment of Corporate Debt, July 2012 (with Nikolas Breitkopf).