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DateTitle Authors
2014 Investor fears and risk premia for rare eventsSchwarz, Claudia
2004 Does Anonymity Matter in Electronic Limit Order Markets?Foucault, Thierry / Moinas, Sophie / Theissen, Erik
2007 Three Liquidity Crises in Retrospective: Implications for Central Banking TodaySauer, Stephan
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
2003 A Dynamic Integer Count Data Model for Financial Transaction PricesPohlmeier, Winfried / Liesenfeld, Roman
2011 Higher order expectations, illiquidity, and short-term tradingCespa, Giovanni / Vives, Xavier

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