2024

Brogaard, Jonathan, Nataliya Gerasimova and Maximilian Rohrer, 2024: "The Effect of Female Leadership on Contracting from Capitol Hill to Main Street", Journal of Financial Economics, 155 103817

Artashes Karapetyan, Jens Kværner and Maximilian Rohrer, 2024: ​"Inefficient Regulation: Mortgages versus Total Credit", Review of Finance, 28 (1), pp. 311-351

Bellia, Mario, Loriana Pelizzon, Marti G. Subrahmanyam and Darya Yuferova, 2024: "Market Liquidity and Competition Among Designated Market Makers" Management Science, forthcoming

Menkveld et al, 2024:
"Nonstandard Errors"
Journal of Finance, 79 (3), pp. 2339-2390

Friewald, Nils and Florian Nagler, 2024: 
"Dealer inventory and the cross-section of corporate bond returns", Economics Letters, 239 111710

2023

Pohl, Walter, Karl Schmedders and Ole Wilms, 2023: "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences", The Review of Financial Studies, 37 (3) pp. 989–1028

Chernov, Mikhail, Magnus Dahlquist and Lars A. Lochstoer, 2023: "Pricing Currency Risk", The Journal of Finance, 78 (2), pp. 693-730

García​, Diego, Xiaowen Hu and Maximilian Rohrer, 2023:
"The Colour of Finance Words", Journal of Financial Economics, 147 (3), 525-549

2022

Muir Tyler and Lars A. Lochstoer, 2022: "Volatility Expectations and Returns" 
The Journal of Finance, 77 (2), pp. 1055-1096

Bongaerts, Dion, Richard Roll, Dominik Rösch, Mathijs van Dijk and Darya Yuferova: 2022 "How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective"
Management Science, 68 (4), pp. 2377-3173

Garcia, Diego, Xiaowen Hu and Maximilian Rohrer, 2022: "The Colour of Finance Words". Journal of Financial Economics, 147 (3), 525-549

Brogaard, Jonathan, Nataliya Gerasimova and Maximilian Rohrer, 2022: "The Effect of Female Leadership on Contracting from Capitol Hill to Main Street", Review of Financial Studies, R&R

Chernov, Mikhail, Lars Lochstoer and Stig Lundeby, 2022: "Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off",  The Review of Financial Studies 35(3), 2022, pp 1310-1347. 

Nagler, Florian, Nils Friewald  and Christian Wagner, 2022: "Debt Refinancing and Equity Returns", Journal of Finance, Vol. 77 (4),2287-2329

Jagannathan, Ravi, Loriana Pelizzon, Ernst Schaumburg, Mila Getmansky Sherman and Darya Yuferova, 2022: "Recovery from fast crashes: Role of mutual funds", Journal of Financial Markets, Vol.59

2021

Bongaerts, Dion, Richard Roll, Dominik Rösch, Mathijs van Dijk and Darya Yuferova, 2021: "How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective", Management Science, Vol.68 (4)

Mjøs, Aksel, Josè Albuquerque de Sousa, Carsten Bienz, Annie Bersagel, Marte Siri Storaker and Isabelle Juillard Thompsen, 2021: "Norsif guide to ESG integration in fundamental equity valuation", Published book

Pohl, Walt, Karl Schmedders, and Ole Wilms, 2021: "Asset Pricing with Heterogeneous Agents and Long-Run Risk", Journal of Financial Economics, 140, 941-964

2019

Friewald, Nils and Florian Nagler, 2019: "Over-the-Counter Market Frictions and Yield Spread Changes", Journal of Finance, 74, 3217-3257