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