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DateTitle Authors
2007 Panel intensity models with latent factors: an application to the trading dynamics on the foreign exchange marketNolte, Ingmar / Voev, Valeri
2007 Customer trading in the foreign exchange market empirical evidence from an internet trading platformLechner, Sandra / Nolte, Ingmar
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 Why prediction markets work: The role of information acquisition and endogenous weightingSiemroth, Christoph
2014 Does trading anonymously enhance liquidity?Dennis, Patrick J. / Sandås, Patrik
2004 Does Anonymity Matter in Electronic Limit Order Markets?Foucault, Thierry / Moinas, Sophie / Theissen, Erik
2007 Welfare effects of financial integrationHartmann, Philipp / Grüner, Hans Peter / Fecht, Falko

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