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.
3 key publications
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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. -
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.