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DateTitle Authors
2011 Liquidity dynamics in an electronic open limit order book: An event study approachGomber, Peter / Schweickert, Uwe / Theissen, Erik
1999 Die Betreuer am Neuen Markt: eine empirische AnalyseGerke, Wolfgang / Bosch, Robert
2002 Trader Anonymity, Price Formation and LiquidityTheissen, Erik
2007 On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market modelKrätschmer, Volker
2009 Cognition and economic outcomes in the health and retirement surveyMacArdle, John J. / Smith, James P. / Willis, Robert
2008 The impact of liquidity shocks through the limit order bookWuyts, Gunther
2008 Assessing the impact of algorithmic trading on markets: A simulation approachGsell, Markus
2008 Does algorithmic trading improve liquidity?Hendershott, Terrence / Jones, Charles M. / Menkveld, Albert J.
2005 Practical volatility and correlation modeling for financial market risk managementAndersen, Torben G. / Bollerslev, Tim / Christoffersen, Peter F. / Diebold, Francis X.
2011 A directional-change events approach for studying financial time seriesAloud, Monira / Tsang, Edward / Olsen, Richard / Dupuis, Alexandre

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