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DateTitle Authors
2012 Aggregate Stock Market Illiquidity and Bond Risk PremiaBouwman, Kees E. / Sojli, Elvira / Tham, Wing Wah
2014 Consumption-based asset pricing with rare disaster riskGrammig, Joachim / Sönksen, Jantje
2012 High-Frequency Technical Trading: The Importance of SpeedScholtus, Martin / van Dijk, Dick
2011 Are there spillover effects from Hong Kong and the United States to Chinese stock marketsDiekmann, Katharina
2006 Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?Boot, Arnoud W.A. / Gopaian, Radhakrishnan / Thakor, Anjan V.
2012 A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) modelsGrobys, Klaus
2000 Sovereign credit ratings and their impact on recent financial crisesKräussl, Roman
2009 The bonus-driven "rainmaker" financial firm: How these firms enrich top employees, destroy shareholder value and create system financial instabilityCrotty, James
2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discoveryDötz, Niko
2005 Level-Slope-Curvature - Fact or Artefact?Lord, Roger / Pelsser, Antoon

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