Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.
15 Key Publications
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Artiga González, T., Schmid, M. and Yermack, D. (2019). Does price fixing benefit corporate managers? Management Science, 65(10):4813--4840.
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Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555.
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van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
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Inderst, R. and Vladimirov, V. (2019). Growth Firms and Relationship Finance: A Capital Structure Perspective Management Science, 65(11):5411--5426.
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Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
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Eisert, T. and Eufinger, C. (2018). Interbank Networks and Backdoor Bailouts: Benefiting from other Banks’ Government Guarantees Management Science, 65(8):3673--3693.
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Almeida da Matta, R. and Perotti, E. (2019). Pay, Stay or Delay Quarterly Journal of Economics, :.
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Menkveld, AlbertJ. and Yueshen, B.Z. (2019). The flash crash: A cautionary tale about highly fragmented markets Management Science, 65(10):4470--4488.
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Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.
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Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411.
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Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687.
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Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
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Boot, A. and Vladimirov, V. (2019). (Non-)Precautionary Cash Hoarding and the Evolution of Growth Firms Management Science, 65(11):5290--5307.
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Turmunkh, U., Van den Assem, MartijnJ. and Van Dolder, D. (2019). Malleable Lies: Communication and Cooperation in a High Stakes TV Game Show Management Science, 65(10):4795--4812.