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DateTitle Authors
2010 The Birth and Burst of Asset Price BubblesEnders, Zeno / Hakenes, Hendrik
2014 Nonparametric test for a constant beta over a fixed time intervalReiß, Markus / Todorov, Viktor / Tauchen, George
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

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