Siganos, A., Vagenas-Nanos, E. and Verwijmeren, P. (2017). Divergence of sentiment and stock market trading Journal of Banking and Finance, 78(May):130--141.
8 key publications
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Smit, H., Pennings, E. and van Bekkum, S. (2017). Real Options and Institutions Journal of International Business Studies, 48(5):620--644. -
Menkveld, AlbertJ., Yueshen, B.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534. -
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. -
van de Leur, M.C.W., Lucas, A. and Seeger, NormanJ. (2017). Network, market, and book-based systemic risk rankings Journal of Banking and Finance, 78:84--90.
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Menkveld, AlbertJ. and Zoican, MariusA. (2017). Need for speed? Exchange latency and liquidity Review of Financial Studies, 30(4):1188--1228. -
Gryglewicz, S., Décamps, J., Morellec, E. and Villeneuve, S. (2017). Corporate Policies with Permanent and Transitory Shocks Review of Financial Studies, 30(1):162--210.