Research

Publications

(with Paul Ehling and Alessandro Graniero), Review of Economic Studies, 2018, 85 (3), 1752-1780.

(with Paul Ehling, Michael Gallmeyer and Philipp Illeditsch), Journal of Financial Economics, 2018, 127 (3), 459-484.

(with Peter Feldhütter and Philipp Illeditsch), Review of Finance, 2018, 22 (1), 337-380.

(with Paul Ehling), Management Science, 2017, vol. 63. no 6., 1919-1937.

(with Paul Ehling), Journal of Economic Theory 160 (2015) 438-462.

Review of Financial Studies, 2014, 27 (11), 3280-3317.

(with Yurii Fedyk and Johan Walden), Review of Finance, 2013, 17, 1179-1237

Working Papers

(with Philipp Illeditsch) 

(with Johan Walden)