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DateTitle Authors
2011 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS systemCaporale, Guglielmo Maria / Girardi, Alessandro
2014 Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial MarketsFricke, Daniel / Gerig, Austin
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
2007 Loss aversion and mental accounting: the favorite longshot bias in parimutuel bettingQiu, Jianying
2008 A high-low model of daily stock price rangesCheung, Yan-Leung / Cheung, Yin-Wong / Wan, Alan Tze Kin
2008 Asymptotic maturity behavior of the term structureSchulze, Klaas
2014 Leverage effect in energy futuresKristoufek, Ladislav

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