158 Key Publications

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  Terovitis, S. and Vladimirov, V. (2026). How Financial Markets Create Superstars Review of Financial Studies.

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  Johannes, M., Seeger, NormanJ. and Stroud, JonathanR. (2026). Time-varying macroeconomic announcement risk Journal of Econometrics, 254:1--23.

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  Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics.

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  Henkel, L. and Pugnaghi-Zimpelmann, C. (2026). Proud to Not Own Stocks: How Identity Shapes Financial Decisions Review of Financial Studies.
• Klein Teeselink, B., van Dolder, D., van den Assem, MartijnJ. and Dana, JasonD. (2026). High-Stakes Failures of Backward Induction Games and Economic Behavior, 157:418--439.

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  Dittmann, I., Li, A.Y., Obernberger, S. and Zheng, J.(. (2025). Equity-based compensation and the timing of share repurchases: the role of the corporate calendar Journal of Accounting and Economics, 80(1).

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  Golez, B. and Koudijs, P. (2025). Equity duration and predictability Journal of Financial Economics, 172.

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  Goyal, A., Reed, AdamV., Smajlbegovic, E. and Soebhag, A. (2025). Stealthy shorts: Informed liquidity supply Journal of Financial Economics, 172.
• Irvine, PaulJ. and Karmaziene, E. (2025). Competing for dark trades Journal of Banking and Finance, 178:1--13.

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  Francke, M. and Korevaar, M. (2025). Baby Booms and Asset Booms: Demographic Change and the Housing Market The Journal of Finance, 80(5):3021--3056.

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  Hoffmann, F. and Vladimirov, V. (2025). Auctions versus Negotiations: The Role of the Payment Structure The Journal of Finance, 80(3):1769--1813.

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  Hoffmann, F. and Vladimirov, V. (2025). Worker Runs The Journal of Finance, 80(2):937--979.

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  Han, J. and Wang, Y. (2025). All that glitters: A theory of multiple bubbles with implications for cryptocurrencies Journal of Monetary Economics, 152.

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  Kučinskas, S. and Peters, F. (2024). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, 106(6):1620--1637.

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  D'Innocenzo, E., Lucas, A., Opschoor, A. and Zhang, X. (2024). Heterogeneity and dynamics in network models Journal of Applied Econometrics, 39(1):150--173.

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  Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, 37(8):2403--2460.

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  Blinder, AlanS., Ehrmann, M., de Haan, J. and Jansen, D.J. (2024). Central Bank Communication with the General Public: Promise or False Hope? Journal of Economic Literature, 62(2):425--457.
• Artiga Gonzalez, T., Dyakov, T., Inhoffen, J. and Wipplinger, E. (2024). Crowding of international mutual funds Journal of Banking and Finance, 164(July):1--17.

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  van Bekkum, S., Gabarro, M., Irani, RustomM. and Peydró, J.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147.

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  Rezaei, S., Rosenkranz, S., Weitzel, U. and Westbrock, B. (2024). Social preferences on networks Journal of Public Economics, 234.