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DateTitle Authors
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
2010 How Do Individual Investors Trade?Nolte, Ingmar / Nolte, Sandra
2002 Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?Grammig, Joachim G. / Theissen, Erik
2008 On equilibrium prices in continuous timeMartins-da-Rocha, V. Filipe / Riedel, Frank
2011 A new look into credit procyclicality: International panel evidenceBebczuk, Ricardo / Burdisso, Tamara / Carrera, Jorge / Sangiácomo, Máximo
2009 Liquidity and asset prices: how strong are the linkages?Dreger, Christian / Wolters, Jürgen
2006 Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression modelsRöthig, Andreas / Chiarella, Carl

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