Empirical Asset Pricing, Empirical Market Microstructure
Dealer Inventory and the Cross-Section of Corporate Bond Returns
Economics Letters, 2024, Vol. 239, 111710
with Florian Nagler
Debt Refinancing and Equity Returns
Journal of Finance, 2022, Vol. 77 (4), 2287-2329
with Florian Nagler and Christian Wagner
Over-the-Counter Market Frictions and Yield Spread Changes
Journal of Finance, 2019, Vol. 74 (6), 3217-3257
with Florian Nagler
Transparency and Liquidity in the Securitized Product Market
Review of Asset Pricing Studies, 2017, Vol. 7 (2), 316-348
with Rainer Jankowitsch and Marti G. Subrahmanyam
Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets
Review of Financial Studies, 2016, Vol. 29 (5), 1254-1290
with Christopher A. Hennessy and Rainer Jankowitsch
The Cross-Section of Credit Risk Premia and Equity Returns
Journal of Finance, 2014, Vol. 69 (6), pp. 2419-2469
with Christian Wagner and Josef Zechner
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market During Financial Crises
Journal of Financial Economics, 2012, Vol. 105 (1), pp. 18-36
with Rainer Jankowitsch and Marti G. Subrahmanyam