Peters, F. and Wagner, A. (2014). The executive turnover risk premium The Journal of Finance, 69(4):1529--1563.
123 key publications
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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.
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Menkveld, A. and Hendershott, T. (2014). Price Pressures Journal of Financial Economics, 114(3):405--423.
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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.
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Skaife, H., Veenman, D. and Wangerin, D. (2013). Internal Control Over Financial Reporting and Managerial Rent Extraction: Evidence from the Profitability of Insider Trading Journal of Accounting and Economics, 55(1):91--110.
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Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841.
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Dittmann, I., Maug, E.G. and Spalt, O. (2013). Indexing executive compensation contracts Review of Financial Studies, 26(12):3182--3224.
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de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932.
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Brown, S., Grundy, B., Lewis, C. and Verwijmeren, P. (2012). Convertibles and hedge funds as distributors of equity exposure Review of Financial Studies, 25(10):3077--3112.
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Impink, J., Lubberink, M., van Praag, B. and Veenman, D. (2012). Did Accelerated Filing Requirements and Sox Section 404 Affect the Timeliness of 10-K Filings? Review of Accounting Studies, 17(2):227--253.
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van den Assem, M.J., van Dolder, D. and Thaler, R. (2012). Split or Steal? Cooperative Behavior When the Stakes Are Large Management Science, 58(1):2--20.
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Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348.
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Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33.
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Hellmann, T. and Perotti, E. (2011). The circulation of ideas in firms and markets Management Science, 57(10):1813--1826.
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Cahan, S., Zhang, W. and Veenman, D. (2011). Did the waste management audit failures signal lower firm-wide audit quality at Arthur Andersen? Contemporary Accounting Research, 28(3):859--891.
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de Jong, A., Dutordoir, M.(. and Verwijmeren, P. (2011). Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation Journal of Financial Economics, 100(1):113--129.
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Gryglewicz, S. (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns Journal of Financial Economics, 99(2):365--384.
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Boot, A. and Thakor, A. (2011). Managerial autonomy, allocation of control rights, and optimal capital structure Review of Financial Studies, 24(10):3434--3485.
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Dittmann, I. (2010). Discussion of 'Are CEOs compensated for value destroying growth in earnings?' Review of Accounting Studies, 15(3):578--583.
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Dittmann, I., Maug, E. and Spalt, O. (2010). Sticks or carrots? Optimal CEO compensation when managers are loss-averse The Journal of Finance, 65(6):2015--2050.