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.
26 key publications
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Andonov, A., Bauer, R. and Cremers, M. (2017). Pension Fund Asset Allocation and Liability Discount Rates Review of Financial Studies, 30(8):2555--2595. -
Alfons, A., Croux, C. and Filzmoser, P. (2017). Robust maximum association measures Journal of the American Statistical Association, 112(517):436--445. -
Khadjavi, M. (2017). Indirect reciprocity and charitable giving-evidence from a field experiment Management Science, 63(11):3708--3717. -
Eelen, J., Özturan, P. and Verlegh, PeeterW.J. (2017). The differential impact of brand loyalty on traditional and online word of mouth: The moderating roles of self-brand connection and the desire to help the brand International Journal of Research in Marketing, 34(4):872--891. -
Cai, J.J., Chavez-Demoulin, V. and Guillou, A. (2017). Modified marginal expected shortfall under asymptotic dependence Biometrika, 104(1):243--249.