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DateTitle Authors
2006 Risk in dynamic arbitrage: Price effects of convergence tradingKondor, Péter
2012 A system-wide financial stress indicator for the Hungarian financial systemHolló, Dániel
2014 Investor fears and risk premia for rare eventsSchwarz, Claudia
2014 Market vs. Residence Principle: Experimental Evidence on the Effects of a Financial Transaction TaxHuber, Jürgen / Kirchler, Michael / Kleinlercher, Daniel / Sutter, Matthias
2004 Does Anonymity Matter in Electronic Limit Order Markets?Foucault, Thierry / Moinas, Sophie / Theissen, Erik
2011 Behavioral biases in economic and financial knowledge: Are they the same for men and women?Kudryavtsev, Andrey / Cohen, Gil
2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options MarketLazarov, Zdravetz
2005 Produktdesign und Semi-Statische Absicherung von Turbo-ZertifikatenMahayni, Antje / Suchanecki, Michael
2005 Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging StrategiesChen, An
2002 Existence, Uniqueness, and Determinacy of Equilibria in Complete Security Markets with Infinite Dimensional Martingale GeneratorKusuda, Koji

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