Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
8 Key Publications
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van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384. -
Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657. -
Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411. -
Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687. -
Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48. -
Almeida da Matta, R. and Perotti, E. (2019). Pay, Stay or Delay Quarterly Journal of Economics, :. -
Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.