| 2015 |
Strategic Trading and Trade Reporting by Corporate Insiders. Review of Finance 19 (2015), 865-905. (with Andr? Betzer, Jasmin Gider and Daniel Metzger).
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| 2015 |
The state of play in European OTC Equities Trading. Journal of Trading 10 (Spring 2015), 23-32. (with Peter Gomber, Moritz Weber, Satchit Sagade and Christian Westheide).
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| 2015 |
The Lintner model revisited: Dividends versus total payouts. Journal of Banking and Finance 55 (2015), 56-69. (with Christian Andres, Markus Doumet and Erik Fernau).
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| 2015 |
A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices. Journal of Futures Markets 35 (2015), 371-384. (with J?rgen Gaul).
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| 2015 |
Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach. European Financial Management 21 (2015), 52-78. (with Peter Gomber and Uwe Schweickert)
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| 2014 |
Should I Stay or Should I Go? Former CEOs as Monitors. Journal of Corporate Finance 28 (2014), 26-47. (with Christian Andres and Erik Fernau)
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| 2014 |
Short sale constraints, divergence of opinion and asset prices: Evidence from the Laboratory. Journal of Economic Behavior and Organisation 101 (2014), 113-127. (with Gerlinde Fellner).
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| 2014 |
Open Market Share Repurchases in Germany: A Conditional Event Study (Approach. Forthcoming in Abacus. (with Christian Andres, Andr? Betzer, and Markus Doumet).
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| 2013 |
Market Response to Investor Sentiment. Journal of Business Finance and Accounting 40 (2013), 901-917. (with J?rdis Hengelbrock and Christian Westheide).
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| 2013 |
The Information Content of Dividend Surprises: Evidence from Germany. Journal of Business Finance and Accounting 40 (2013), 620-645. (with Christian Andres, Andr? Betzer, Christian Haesner and Inga van den Bongard).
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| 2013 |
Liquidity Measures. In: Bell, A., C. Brooks and M. Prokopczuk (eds.): Handbook Of Research Methods And Applications In Empirical Finance. Edward Elgar 2013. (with Thomas Johann)
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| 2012 |
Price Discovery in Spot and Futures Markets: A Reconsideration. European Journal of Finance 18 (2012), 969-987.
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| 2012 |
Is Best Really Better? Internalization in Xetra BEST. Schmalenbach Business Review 64 (2012), 82-100. (with Joachim Grammig)
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| 2012 |
The Cross-Section of German Stock Returns: New Data and New Evidence. Schmalenbach Business Review 64 (2012), 20-42. (with Sabine Artmann, Philipp Finter, Alexander Kempf and Stefan Koch)
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| 2010 |
Sooner or Later: Delays in Trade Reporting by Corporate Insiders. Journal of Business Finance and Accounting 37 (2010), 130-147. (with Andr? Betzer)
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| 2009 |
Insider Trading and Corporate Governance - The Case of Germany. European Financial Management. 15 (2009), 402-429. (with Andr? Betzer)
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| 2009 |
Competition Between Exchanges: Euonext versus Xetra. European Financial Management 15 (2009), 181-207. (with Maria Kasch-Haroutounian).
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| 2008 |
Setting a Fox to Keep the Geese: Does the Comply-or-Explain Principle Work? Journal of Corporate Finance 14 (2008), 289-301. (with Christian Andres)
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| 2007 |
Does Anonymity Matter in Electronic Limit Order Markets? Review of Financial Studies 20 (2007), 1707-1747. (with Thierry Foucault and Sophie Moinas).
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| 2007 |
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? Journal of Financial Markets 10 (2007), 26-47. (with Ekkehart Boehmer and Joachim Grammig).
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| 2007 |
An Analysis of Private Investors’ Stock Market Return Forecasts. Applied Financial Economics 17 (2007), 35-41.
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| 2006 |
Investment Performance and Market Share: Evidence from the German Mutual Fund Industry. In: Bessler, W. (ed.): B?rsen, Banken und Kapitalm?rkte - Festschrift f?r Hartmut Schmidt. Duncker und Humblot 2006, 471-491. (with Jan P. Krahnen und Frank A. Schmid).
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| 2006 |
Internalization under the MiFID: Regulatory Overreaching or Landmark in Investor Protection? In: Ferrarini, G. and E. Wymeersch (eds.): Investor Protection in Europe: Corporate Law Making, the MiFID and Beyond, Oxford University Press 2006, 271-296. (with Johannes K?ndgen).
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| 2005 |
Who Knows What When? The Information Content of Pre-IPO Market Prices. Journal of Financial Intermediation 14 (2005), 466-484. (with Gunter L?ffler and Patrick F. Panther)
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| 2004 |
Organized Equity Markets. In: Krahnen, J. and R.H. Schmidt (eds.): The German Financial System. Oxford University Press 2004, 139-162.
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| 2003 |
Trader Anonymity, Price Formation and Liquidity. Review of Finance (formerly European Finance Review), 7 (2003) No. 1, 1-26.
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| 2003 |
Beta and Returns Revisited - Evidence from the German Stock Market. Journal of International Financial Markets, Institutions and Money 13 (2003) No. 1, 1-18. (with Ralf Elsas and Mahmoud El-Shaer)
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| 2002 |
Price Discovery in Floor and Screen Trading Systems. Journal of Empirical Finance 9 (2002) No. 4, 455-474.
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| 2002 |
Floor versus Screen Trading: Evidence from the German Stock Market. Journal of Institutional and Theoretical Economics 158 (2002) No. 1, 32-54.
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| 2002 |
Market Structure, Intermediation and Liquidity. Schmalenbach Business Review 54 (2002) Special Issue 1, 255-274. (with Thorsten Freihube and Jan P Krahnen)
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| 2001 |
The Anatomy of a Call Market. Journal of Financial Intermediation 10 (2001) No. 3/4, 276-305. (with Carl-Heinrich Kehr and Jan P. Krahnen)
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| 2001 |
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets. Journal of Financial Markets 4 (2001) No. 4, 385-412. (with Joachim Grammig and Dirk Schiereck)
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| 2001 |
An Index Is an Index Is an Index? Schmalenbach Business Review 53 (2001) No. 4, 295-320. (with Thorsten Freihube)
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| 2001 |
A Test of the Accuracy of the Lee / Ready Trade Classification Algorithm. Journal of International Financial Markets, Institutions and Money 11 (2001) No. 2, 147-165.
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| 2000 |
Market Structure, Informational Efficiency and Liquidity: An Experimental Comparison of Auction and Dealer Markets. Journal of Financial Markets 3 (2000) No 4, 333-363.
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