Inferring Investor Preferences for Sustainable Investment from Asset Prices (with Andreas Barth)
Passive Investing and Market Quality (with Philipp Höfler and Maik Schmeling)
A New Model Every Month? Dynamic Model Selection for Stock Return Prediction (with Milad Goodarzi and Sebastian von den Hoff)
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia (with Joachim Grammig, Constantin Hanenberg, and Jantje Sönksen)
Systematic Risk, Idiosyncratic Risk, and the Cross-Section of Expected Option Returns (with Tobias Sichert, formerly titled "The Shape of the Pricing Kernel and Expected Option Returns")
Optimistic and Pessimistic Disagreement and the Cross Section of Stock Returns (with Giuliano Curatola and Ilya Dergunov)