Publications
C7 - Organisation des Wertpapierhandels
An Analysis of Private Investors' Stock Market Return Forecasts
Applied Financial Economies, 2006
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
Journal of Financial Markets, 2006
Eine empirische Untersuchung der individualisierten Veröffentlichung der Vorstandsvergütung
Die Betriebswirtschaft, 2006
Keywords: Executive compensation, corporate governance, self regulation
JEL classification: G14, G30, G32
Who Knows What When? The Information Content of Pre-IPO Market Prices
Journal of Financial Intermediation, Volume: 14, 2005, Pp 466-
484
Information-Based Relative Consumption Effects: Correction
Econometrica , Volume: 73, 2005, Pp 1383-1387
A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle Model
Annals of Finance, Volume: 2, 2006, Pp 73-85
Competition between exchanges: Xetra versus Euronext
European Financial Management, forthcoming, 2007
An Analysis of Private Investors’ Stock Market Return Forecasts
Applied Financial Economics, 2006
Keywords: Behavioral Finance; Weekend effect; Weather effect
JEL classification: G14
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
Journal of Financial Markets, 2006
Keywords: Informed trading, market microstructure, trade classification
JEL classification: G12, G14, C52
Does Anonymity Matter in Electronic Limit Order Markets?
Review of Financial Studies, 2006
Keywords: Market Microstructure, Limit Order Trading, Anonymity, Transparency, Liquidity, Volatility Forecasts
JEL classification: G10, G14, G24
Insider Trading and Corporate Governance: The Case of Germany
European Financial Management, forthcoming, 2007
with André Betzer
Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders
Annals of Finance, 2005
together with A6
