Research and publications
Over-the-Counter Market Frictions and Yield Spread Changes. Journal of Finance, forthcoming
Cross-border Mergers and Acquisitions amid Political Uncertainty: A Bargaining Perspective. Strategic Management Journal, forthcoming,
Walt Pohl, Karl Schmedders and Ole Wilms, 2018. Higher-Order Effects in Asset-Pricing Models with Long-Run Risks. 73 (3), 1061-111
Jaewoo Kim, Kyeong Hun Lee, and Erik Lie, 2017. Dividend Stickiness, Debt Covenants, and Earnings Management. Contemporary Accounting Research, 34, (4), 2022–2050
Michael Kisser, John Kiff, and Mauricio Soto, 2017. Do managers of U.S. defined benefit pension plan sponsors use regulatory freedom strategically? Journal of Accounting Research, 55, 1213–1255
Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam, 2017. Transparency and Liquidity in the Structured Product Market. Review of Asset Pricing Studies, 7(2), 316-348.
Bakke, Einar, Tore Leite and Karin S. Thorburn, 2017. Partial Adjustment to Public Information in the Pricing of IPOs. Journal of Financial Intermediation, 32, 60-75.
Su, Xunhua, Zhang, Li, 2017.A Re-examination of Credit Rationing in the Stiglitz and Weiss Model. Journal of Money, Credit and Banking, 49(5), 1059-1072.
Schmidt, Cornelius and Rudiger Fahlenbrach, 2017. Do exogeneous changes in passive institutional ownership affect corporate governance and firm value? Journal of Financial Economics, 124(2), 285–306.
Santos, Francisco, 2017. IPO market timing with uncertain aftermarket retail demand, Journal of Corporate Finance, 42, 247-266.
Ali C. Akyol, Konrad Raff, Patrick Verwijmeren, 2017. The elimination of broker voting in director elections. Finance Research Letters, 21, 34-39.
Chi, Daniel and Xunhua Su, 2017. The dynamics of performance volatility and firm valuation. Journal of Financial and Quantitative Analysis, 52(1), 111-142.
Lindset, Snorre and Svein-Arne Persson, 2016. A stochastic mesh size simulation algorithm for pricing barrier options in a jump-diffusion model. Journal of Applied Operational Research, 8(1), 15–25.
Chi, Daniel and Xunhua Su, 2016. Product Market Threats and the Value of Corporate Cash Holdings. Financial Management 45(3), 705-735
Friewald, Nils, Christopher A. Hennessy and Rainer Jankowitsch. 2016. Secondary market liquidity and security design: Theory and evidence from ABS markets. Review of Financial Studies, 29, 1254-1290.
Bradbury, Mike A. S, Thorsten Hens and Stefan Zeisberger. 2015. Improving Investment Decisions with Simulated Experience. Review of Finance, 19, 1019-1052.
Chi, Daniel and Xunhua Su. 2015. Product Market Threats and the Value of Corporate Cash Holdings. Financial Management 45(3), 705-735.
Burkart, Mike and Konrad Raff. 2015. Performance Pay, CEO Dismissal and the Dual Role of Takeovers. Review of Finance, 19, 1383-1414.
Hull, Tyler. 2015. How the timing of dividend reductions can signal value. Journal of Corporate Finance, 30, 114-131.
Hull, Tyler. 2013. Does the timing of dividend reductions signal value? Empirical Evidence. Journal of Corporate Finance, 22, 193-208.