47 Key Publications

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  Baillon, A. (2017). Prudence with respect to ambiguity Economic Journal, 127(604):1731--1755.

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  Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.

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  Bleichrodt, H., Kothiyal, Amit, Filko, M and Wakker, P.P. (2017). Making Case-Based Decision Theory Directly Observable American Economic Journal: Microeconomics, 9(1):123--151.

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  Boring, A.L. (2017). Gender biases in student evaluations of teaching Journal of Public Economics, 145:27--41.

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  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.

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  Menkveld, AlbertJ., Yueshen, B.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534.

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  Lucas, A., Schwaab, B. and Zhang, X. (2017). Modeling Financial Sector Joint Tail Risk in the Euro Area Journal of Applied Econometrics, 32(1):171--191.