Books

2010

Measurement Error in Nonlinear Models: An Application to Disclosure Limitation Techniques, Applied Econometrics, LIT Verlag Muenster, Germany
 

 

Publications in Refereed Journals
2018  

 

 What determines Forecasters' Forecasting Errors (citation BibTeX,  link to working paper version),
 International Journal of Forecasting, forthcoming
joint work with Ingmar Nolte and Winfried Pohlmeier..

 
2017 Diversifying away the Risk of War and Cross-Border Political Crisis (citation BibTeX,  link to working paper version),
 Energy Economics, 64, 494–510;
 joint work with Ayman Omarf and Tomasz Wisniewski.

 

2016

The Information Content of Retail Investors' Order Flow, (citation BibTeX, link to working paper version),
European Journal of Finance, 22(2), 80-104;
joint work with Ingmar Nolte.
 

2015

The Dimensions and Locations of High Performance Work Systems: Fresh Evidence from the UK Commission's 2011 Employer Skills Survey, (citation BibTeX),
Human Resource Management Journal, 25(2), 166–183;
joint work with Stephen Wood, Mark Burridge, Daniela Rudloff and William Green.
 

2014

Sell-Side Analysts’ Career Concerns during Banking Stresses, (citation BibTeX, link to working paper version),
Journal of Banking and Finance,49, 424-44,
joint work with Ingmar Nolte and Michalis Vasios.
 

2012

How do Individual Investors Trade? (citation BibTeX, link to working paper version),
European Journal of Finance, 18 (9-10), 921-947;
joint work with Ingmar Nolte.
 

2008

Make Assurance Double Sure: Combination of Two Disclosure Limitation Methods and estimation of General Regression Models, (link to working paper version),
ASTA Advances in Statistical Analysis, 92(4), 405-422;
joint work with Anton Flossmann
 

2008

Perturbation by Multiplicative Noise and the Simulation Extrapolation Method, (link to working paper version),
ASTA Advances in Statistical Analysis, 92(4), 375-389;
joint work with Elena Biewen and Martin Rosemann
 

2007

Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains, (link to working paper version),
British Journal of Political Science, 37, 281-312;
joint work with Thomas Koenig, Björn Lindberg and Winfried Pohlmeier
 

2005

Data Masking by Noise Addition and the Estimation of Nonlinear Regression Models, (link to working paper version),
Journal of Economics and Statistics, 225(5), 517-528;
joint work with Winfried Pohlmeier.
 

 

 

Chapters in Books

2014

How do Individual Investors Trade? (citation BibTeX, link to working paper version),
in: I. Nolte, M. Salmon & C. Adcock (eds.): High Frequency Trading and Limit Order Book Dynamics, Routledge; 1st edition;
Reprint from European Journal of Finance, 2012, 18 (9-10), 921-947;
joint work with Ingmar Nolte.
 

2007

Ökonometrische Analyse mit anonymisierten Mikrodaten,
in Zwick, M. and J. Merz: MITAX - Mikroanalysen und Steuerpolitik, 183-193, Statistisches Bundesamt, Band 7, Wiesbaden;
joint work with Winfried Pohlmeier.
 

2006

Combining Blanking and Noise Addition as a Data Disclosure Limitation Method, (link to working paper version),
in Domingo-Ferrer, J. and Franconi, L: Privacy in Statistical Databases, 152-163, Springer Verlag Lecture Notes in Computer Science, LNCS 4302;
joint work with Anton Flossmann.
 

2004

To Blank or not to Blank? A Comparison of the Effects of Disclosure Limitation Methods on nonlinear Regression estimates, (link to working paper version),
in Domingo-Ferrer, J. und Torra, V: Privacy in Statistical Databases, 187-200, Springer Verlag Lecture Notes in Computer Science, LNCS 3050;
joint work with Winfried Pohlmeier.
 

2003

Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten,
in Gnoss R. and G. Ronning: Anonymisierung wirtschaftsstatistischer Einzelndaten, 115-137, Forum der Bundesstatistik, Band 42, Wiesbaden, 2003

 

 

Reports

2013

High Performance Working in the Employer Skills Surveys, Report for the UK Commission of Employment and Skills;
joint work with Stephen Wood, Mark Burridge, William Green, and Daniela Rudloff, Aoife Ni Luanaigh (Senior Research Manager)
http://www.ukces.org.uk/publications/er71-hpw-in-the-employer-skills-surveys