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DateTitle Authors
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
2007 Loss aversion and wealth allocation when utility is derived from consumption and narrowly framed financial investments (Investors facing riskRengifo, Erick W. / Trifan, Emanuela
2012 Economic crises: The impact on Australia and CanadaMilne, Frank
2008 Expected inflation, expected stock returns, and money illusion: what can we learn from survey expectations?Schmeling, Maik / Schrimpf, Andreas
2011 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS systemCaporale, Guglielmo Maria / Girardi, Alessandro
2006 A Multivariate Integer Count Hurdle model: theory and application to exchange rate dynamicsBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2006 Estimating liquidity using information on the multivariate trading processBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2007 An inflated Multivariate Integer Count Hurdle model: an application to bid and ask quote dynamicsBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2007 Estimating high-frequency based (co-) variances: a unified approachNolte, Ingmar / Voev, Valeri

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