Robust Inference in Single Firm / Single Event Analyses, January 2023 (with Daniela Schoch), forthcoming: Journal of Corporate Finance.
- 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).
How and When Do Firms Adjust Their Investments Toward Targets?, May 2017 (with Catharina Klepsch).
- 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).