International Order Flows: Explaining Equity and Exchange Rate Returns
Journal of International Money and Finance, Vol. 29(2) (2010), 358-386
with Peter Dunne and Michael Moore
Home Bias at the Fund Level
American Economic Review P&P, Vol. 98(2) (May 2008), 333-338
with Hélène Rey
Subprime Crisis and Board (in-)Competence: Private vs. Public Banks in Germany
Economic Policy, Vol. 24(60) (October 2009), 701-751
with Marcel Thum
The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
Journal of the European Economic Association, Vol. 4(4) (2006), 862-890
Exchange Rate, Equity Prices and Capital Flows
Review of Financial Studies, Vol. 19 (April 2006), 273-317
with Hélène Rey
Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
American Economic Review P&P, Vol. 96(2) (May 2004), 126-133
with Hélène Rey
How has the Euro changed the Foreign Exchange Market?
Economic Policy, Vol. 17(1) (2002), 149-192
with William Killeen and Michael Moore
The Euro as an International Currency: Explaining Puzzling First Evidence from the Foreign Exchange Markets
Journal of International Money and Finance, Vol. 21(3) (2002), 351-383
with William Killeen and Michael Moore
Real Exchange Rate Volatility and Economic Openness: Theory and Evidence
Journal of Money, Credit and Banking, Vol. 34 (2002), No. 3, 611-630
Geographic Patterns of Trading Profitability in Xetra
European Economic Review, Vol. 45(4-6) (2001), 757-769