Main Publications

• The Dynamic Informativeness of Scheduled News (with J. A. Crego), Management Science (accepted).
• Internet Appendix to "The Dynamic Informativeness of Scheduled News"
• The Dollar Profits to Insider Trading, Review of Finance, forthcoming (with P. Cziraki) 
• What Explains the Difference Between Bank and Non-Bank Leverage?, Journal of Financial and Quantitative Analysis, Vol. 52, 2677-2702, 2017 (with T. Berg)
• Replication code
• Relative Idiosyncratic Volatility and the Timing of Corporate Insider Trading, Journal of Corporate Finance, Vol. 39, 312-334, 2016 (with C. Westheide)
• Stealth Trading and Trade Reporting by Corporate Insiders, Review of Finance, Vol. 19, 865-905, 2015 (with A. Betzer, D. Metzger and E. Theissen)

Working Papers

• How do Funds Deviate from Benchmarks? Evidence from MSCI's Inclusion of Chinese A-shares (with L. Dekker and F. de Jong)
• Do Financial Advisors Matter for M&A Runups? (with P. Limbach and A. Betzer)
• High-Frequency Trading and Price Informativeness (with S. Schmickler and C. Westheide)
• Deterring Illegal Trading

Other Publications

• Buyouts Around the World, in: D. Cumming (ed.), The Oxford Handbook of Private Equity, Oxford University Press (with C. Andres and A. Betzer), 2012
• Financing Decisions, in: H.K. Baker and J.R. Nofsinger (eds.), Behavioral Finance: Investors, Corporations, and Markets, Wiley (with D. Hackbarth), 2010
• Do Corporate Governance Motives Drive Hedge Fund and Private Equity Fund Activities?, European Financial Management, Vol. 16, 805-828, 2010 (with A.-K. Achleitner and A. Betzer)