Extended Dividend, Cash Flow and Residual Income Valuation Models: Accounting for Deviations from Ideal Conditions, Contemporary Accounting Research, Vol. 30(1), 2013, 42-79 (with N. Heinrichs, C. Homburg, M. Lorenz, and S. Sievers).

 Price Adjustments to News with Uncertain Precision, Journal of International Money and Finance, Vol. 31(2), 2012, 337-355 (with N. Hautsch and C. Müller).

 The Impact of Macroeconomic News on Quote Adjustments, Noise and Informational VolatilityJournal of Banking & Finance, Vol. 35(10), 2011, 2733-2746 (with N. Hautsch and D. Veredas).

 The Early News Catches the Attention: On the Relative Price Impact of Similar Economic Indicators Journal of Futures Markets, Vol. 30(10), 2010, 909-937 (with A. Niessen).

How Do Commodity Futures Respond to Macroeconomic News? Financial Markets and Portfolio Management, Vol. 22, 2008, 127-146 (with A. Niessen and H. Huang).

 Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision, Journal of Financial and Quantitative Analysis, Vol. 42(1), 2007, 189-208 (with N. Hautsch).

Multivariate Market Risk Estimators: Reliability and Transaction Costs in the Context of Portfolio Selection, European Journal of Finance, Vol. 9(1), 2003, 1-18 (with F. Gerhard).

Information Diffusion in Electronic and Floor Trading, Journal of Empirical Finance, Vol. 7(5), 2000, S. 455-478 (with G. Franke).

Working Papers