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DateTitle Authors
2005 Economic growth and financial depth: Is the relationship extinct already?Rousseau, Peter L. / Wachtel, Paul
2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theoryBibinger, Markus
2009 Low risk and high return - how emotions shape expectations on the stock marketKempf, Alexander / Niessen-Ruenzi, Alexandra / Merkle, Christoph
2011 The evolution of aggregate stock ownershipRydqvist, Kristian / Spizman, Joshua / Strebulaev, Ilya
2011 Security transaction taxes and market qualityPomeranets, Anna / G. Weaver, Daniel
2007 Managing adverse dependence for portfolios of collateral in financial infrastructuresGarcía, Alejandro / Gençay, Ramazan
2005 Does anonymity matter in electronic limit order markets?Foucault, Thierry / Moinas, Sophie / Theissen, Erik
2004 Risk and return in convertible arbitrage: Evidence from the convertible bond marketAgarwal, Vikas / Fung, William H. / Loon, Yee Cheng / Naik, Narayan Y.
2007 What determines top income shares? Evidence from the twentieth centuryRoine, Jesper / Vlachos, Jonas / Waldenström, Daniel
2004 Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeezeMerrick, John J. / Naik, Narayan Y. / Yadav, Pradeep K.

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