32 key publications

• 

  Busch, P. and Obernberger, S. (2017). Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices Review of Financial Studies, 30(1):324--362.

• 

  Andonov, A., Bauer, R. and Cremers, M. (2017). Pension Fund Asset Allocation and Liability Discount Rates Review of Financial Studies, 30(8):2555--2595.

• 

  Hillert, A., Maug, E. and Obernberger, S. (2016). Stock repurchases and liquidity Journal of Financial Economics, 119(1):186--209.

• 

  Blasques, F., Ji, J. and Lucas, A. (2016). Semiparametric score driven volatility models Computational Statistics and Data Analysis, 100(August):58--69.

• 

  Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557.

• 

  Can, S., Einmahl, J., Khmaladze, E. and Laeven, R. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas The Annals of Statistics, 43(2):878--902.

• 

  Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606.

• 

  Szymanowska, M., de Roon, F., Nijman, T. and van den Goorbergh, R. (2014). An Anatomy of Commodity Futures Risk Premia The Journal of Finance, 69(1):453--482.

• 

  Eiling, E. (2013). Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns The Journal of Finance, 68(1):43--84.

• 

  de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932.

• 

  Gryglewicz, S. (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns Journal of Financial Economics, 99(2):365--384.

• 

  Siegmann, A. and Lucas, A. (2005). Discrete-time financial planning models under loss-averse preferences Operations Research, 53(3):403--414.