Research and publications
Walt Pohl, Karl Schmedders and Ole Wilms, 2018. Higher-Order Effects in Asset-Pricing Models with Long-Run Risks.
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.
Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam. Liquidity and Transparency in the Securitized Product Market. FIN 2016-7
Nils Friewald and Florian Nagler. Dealer Inventory and the Cross-Section of Corporate Bond Returns. FIN 2016-5.
Einar Kjenstad, Han Xia and Xunhua Su. Product Market Threats and Financial Contracting: Evidence from Performance-Sensitive Debt. FIN 2016-4.
Xunhua Su, Yun Tang and Bin Xu. Reward-Timing Uncertainty, Languages, and Corporate R&D Investments. FIN 2016-3.
Eckbo, B. Espen, Knut Nygaard and Karin S. Thorburn. Does gender-balancing the board reduce firm value? FIN 2016-2.
Dockner, Engelbert J, Jøril Mæland and Kristian R. Miltersen. Interaction between Dynamic Financing and Investments: The Role of Priority Rules. FIN 2016-1.
Kisser, Michael, John Kiff, Erik S. Oppers and Maurico Soto. Do pension plans exploit regulatory leeway to manage pension liabilities? FIN 2015-6.
Berner, Endre, Aksel Mjøs and Marius Olving: Norwegian Corporate Accounts: Documentation and Quality Assurance of SNFs and NHH's database of accounting and company information for Norwegian companies. FIN 2015-4.
Palczewski, Jan, Rolf Poulsen, Klaus Reiner Schenk-Hoppe and Huamao Wang. Dynamic portfolio optimization with transaction costs and state-dependant drift. FIN 2014-1.