Publications

Albert J. Menkveld et al (2022). Non-standard Errors. The Journal of Finance (2024), 79 (3), p. 2339 - 2390.

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Stefan Voigt (2022). Liquidity and Price Informativeness in Blockchain-Based Markets.

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Nikolaus Hautsch, Christoph Scheuch, Stefan Voigt (2022). Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets. Review of Finance (2024), 28 (4), 1345–1381.

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Doron Avramov, Si Cheng, Lior Metzker, Stefan Voigt (2022). Integrating Factor Models. The Journal of Finance (2023), 78, 1593-1646.

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Stefan Voigt, Nikolaus Hautsch (2019). Large Scale Portfolio Optimization under Transaction Costs and Model Uncertainty. Journal of Econometrics, 212 (1), 221-240.

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