Selected Publications

Robust Inference in Single Firm / Single Event Analyses, January 2023 (with Daniela Schoch), Journal of Corporate Finance 80.

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.

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.

Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables, 2015 (with David Florysiak), Journal of Financial and Quantitative Analysis 50, 1105-1133.

Financing Major Investments: Information about Capital Structure Decisions, 2014 (with Mark Flannery and Jon Garfinkel), Review of Finance 18, 1341-1386.

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).

From Underleverage to Excess Debt: The Changing Environment of Corporate Debt, July 2012 (with Nikolas Breitkopf).