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Working Paper

  • Limits of Disclosure Regulation in the Municipal Bond Market (with Ivan Ivanov). Link
  • The 'Privatization' of Municipal Debt (with Ivan Ivanov). Link
  • Bottom-up leading macroeconomic indicators: An application to non-financial corporate defaults using machine learning (with Tyler Pike and Horacio Sapriza). Link
  • Claim Dilution in the Municipal Debt Market (joint with Ivan Ivanov). Link
  • Tree-based conditional portfolio sorts: The relation between past and future stock returns (joint with Benjamin Moritz), [Revise & Resubmit (Review of Financial Studies)], Best Paper Award - Annual Meeting 2015 of the German Finance Association (Deutsche Geselleschaft für Finanzwirtschaft). Link
  • Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records (joint with Shafik Hebous), CESifo Working Paper Series 4311, CESifo Group Munich, 2014. Link