Showing items 21-41 of 65.
| Date | Title |
Authors |
| 2004 | Präferenzfreie Strategien zum Absichern von Wechselkursrisiken | Franke, Günter |
| 2004 | Transformation nicht-gehandelter in handelbare Kreditrisiken | Franke, Günter |
| 2005 | Employee stock options: much more valuable than you thought | Hodder, James E. / Jackwerth, Jens Carsten |
| 2005 | Incentive contracts and hedge fund management | Hodder, James E. / Jackwerth, Jens Carsten |
| 2005 | M&A-Transaktionen: Fluch und Segen der Realoptionstheorie | Franke, Günter / Hopp, Christian |
| 2005 | Incremental risk vulnerability | Franke, Günter / Stapleton, Richard C. / Subrahmanyam, Marti G. |
| 2005 | Default risk sharing between banks and markets: the contribution of collateralized debt obligations | Franke, Günter / Krahnen, Jan Pieter |
| 2005 | An experimental test of the impact of overconfidence and gender on trading activity | Deaves, Richard / Lüders, Erik / Luo, Guo Ying |
| 2005 | Mispricing of S&P 500 index options | Constantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos |
| 2005 | What can we expect from the new trade of C02-allowances? | Franke, Günter |
| 2005 | Option pricing: real and risk-neutral distributions | Constantinides, George M. / Jackwerth, Jens Carsten / Perrakis, Stylianos |
| 2005 | Return predictability and stock market crashes in a simple rational expectations model | Lüders, Erik / Franke, Günter |
| 2005 | The dynamics of overconfidence: Evidence from stock market forecasters | Deaves, Richard / Lüders, Erik / Schröder, Michael |
| 2006 | A Multivariate Integer Count Hurdle model: theory and application to exchange rate dynamics | Bien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried |
| 2006 | A sequential quadratic programming method for volatility estimation in option pricing | Düring, Bertram / Jüngel, Ansgar / Volkwein, S. |
| 2006 | Return predictability and stock market crashes in a simple rational expectation models | Franke, Günter / Lüders, Erik |
| 2006 | Estimating liquidity using information on the multivariate trading process | Bien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried |
| 2006 | A trade-by-trade surprise measure and its relation to observed spreads on the NYSE | Voev, Valeri |
| 2006 | Company tax reform in Europe and its effect on collusive behavior | Schindler, Dirk / Schjelderup, Guttorm |
| 2007 | Dual income taxation as a stepping stone towards a European corporate income tax | Genser, Bernd / Schindler, Dirk |
| 2007 | Modelling financial time series with SEMIFAR-GARCH model | Feng, Yuanhua / Beran, Jan / Yu, Keming |