Publications

(with Marc Oliver Rieger and Tõnn Talpsepp) Journal of Empirical Finance, 2018, vol. 45, pp. 59–67. DOI: 10.1016/j.jempfin.2017.09.010 Analyzing a large sample of U.S. firms, we show that the asymmetry of stock return volatility is positively related... 

Finance Research Letters, 2012, vol. 9(3), pp. 167–175. DOI: 10.1016/j.frl.2011.10.003 This paper proposes a novel measure of economic uncertainty based on the frequency of internet searches. The theoretical motivation is offered by findings in economic...