Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779.
6 key publications
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Blasques, F., Ji, J. and Lucas, A. (2016). Semiparametric score driven volatility models Computational Statistics and Data Analysis, 100(August):58--69.
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Grundy, B. and Verwijmeren, P. (2016). Disappearing Call Delay and Dividend-Protected Convertible Bonds The Journal of Finance, 71(1):195--223.
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Hillert, A., Maug, E. and Obernberger, S. (2016). Stock repurchases and liquidity Journal of Financial Economics, 119(1):186--209.
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Korteweg, A., Kraussl, R. and Verwijmeren, P. (2015). Does it pay to invest in art? A selection-corrected returns perspective Review of Financial Studies, 29(4):1007--1038.
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Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.