By VHB-Rating
VHB A+
(2025)
Measuring Self-Preferencing on Digital Platforms
Journal of Marketing, forthcoming
VHB A
(2025)
Forward-Looking Disclosure of Customer Metrics in IPO Prospectuses: Stock Market Reactions and Long-Term Profitability
International Journal of Research in Marketing, forthcoming
(2025)
Getting the Pace Right: Performance of Budget Allocation Heuristics in Online Advertising
International Journal of Research in Marketing, forthcoming
(2025)
Decoding Blockchain Data for Research in Marketing: New Insights Through an Analysis of Share of Wallet
International Journal of Research in Marketing, Vol. 42, Issue 3, 711-727
(2025)
Impact of the General Data Protection Regulation (GDPR) on Online Tracking
International Journal of Research in Marketing
VHB B
(2025)
A Long-Term Analysis of Research Unbundling: Implications for Research Provision and Market Quality
Journal of Business Economics, Vol. 95, No. 2-3, pp. 333-384
VHB C
(2025)
Mehr Fairness, weniger Verschleiß? Datengetriebenes Leasing mit dem Fair-Wear Pricing Model (FWPM)
HMD Praxis der Wirtschaftsinformatik (2025)
No VHB Rating
(2025)
LLMs and Databases: A Synergistic Approach to Data Utilization.
(2025)
GRACEFUL: A Learned Cost Estimator For UDFs.
(2025)
Information Dissemination and Price Formation in Securities Markets
Dissertation Thesis, Goethe-University Frankfurt
(2025)
How Good are Learned Cost Models, Really?
Insights from Query Optimization Tasks.
(2025)
Wokeness on the Line - AI Based Analysis of the Trump Effect on Corporate ESG Communication and Market Reaction
Working Paper, presented at the 2nd Workshop on Artificial Intelligence in Corporate Finance; Dresden, Germany
(2025)
Empirical Evidence on Misconduct and Law Enforcement in Crypto Asset Markets
Working Paper, presented at the 8th Cryptocurrency Research Conference; Athens, Greece
(2025)
High-Frequency Trading and Price Discovery: The Role of Strategic Runs
Working Paper, presented at SFA 2025, FMA European Conference 2025, 41st International Conference of the French Finance Association, 30th Forecasting Financial Markets Conference, and PhD research seminar 2024, University of Melbourne
(2025)
Don’t Stop Me Now! Identification and Prediction of Unnecessary Volatility Interruptions
Working Paper, presented at SFA 2025, NFA 2025, the 2024 NYSE Microstructure Meets AI Conference, and the 29th Forecasting Financial Markets Conference
(2025)
Identification and Prediction of Unnecessary Volatility Interruptions
efl insights 2/2025
(2025)
Efficient or Not? Price Measures in Market Microstructure
Working Paper, presented at SFA 2025, EFMA 2025, FMA European Conference 2025, AFFI 2025, and the 30th Forecasting Financial Markets Conference
Sponsors
The following sponsors support efl - the Data Science Institute Frankfurt
