Beckmeyer, H. and Wiedemann, T.  (2022): Empirical Asset Pricing with Missing Data (Available at SSRN)

Wiedemann, T. (2022): Quantifying the Beta Estimation Bias and its Implications for Empirical Asset Pricing (Available at SSRN)

Bali, T. G. , Beckmeyer, H. and Wiedemann, T. (2023): Expected Mispricing (Available at SSRN)