Selected Publications

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

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).

How and When Do Firms Adjust Their Investments Toward Targets?, May 2017 (with Catharina Klepsch).

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