Head of Department of Finance, University of Vienna
Information Acquisition, Financial Intermediation, Incomplete Markets, Market Microstructure, Liquidity Risk
"On the Value of Transparency and Information Acquisition in Bargaining" (with Werner Güth and Rene Levinsky), German Economic Review: Special Issue in Honor of Reinhard Selten, forthcoming 2016.
"Changing Risk Perception and the Time-Varying Price of Risk" (with Roland Füss and Philipp Rindler), Review of Finance 20(4), 2016, 1549-1585. "
"On Insider Trading and Belief Evolution" (with Werner Güth and Rene Levinsky), Journal of Evolutionary Economics, 3(4), 2013, 767-781.
"Capital, confiance et compétitivité dans le secteur bancaire", Revue d'Economie Financière, 112 (Les Systèmes Bancaires Européenes (2)), 2013, 175-193.
"Pricing to Acceptability: With applications to valuing one's own credit risk" (with Ernst Eberlein and Dilip Madan), The Journal of Risk,15,2012,91-120.
"A Welfare Evaluation of History-Based Price Discrimination" (with Oz Shy and Rune Stenbacka), Journal of Industry, Competition and Trade,12,2012,373-393."