3 Key Publications

• 

  Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728.

• 

  Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255.

• 

  Dittmann, I. and Maug, E. (2007). Lower salaries and no options? On the optimal structure of executive pay The Journal of Finance, 62(1):303--343.