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DateTitle Authors
2010 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crashPesaran, Bahram / Pesaran, Mohammad Hashem
2014 Does gold act as a hedge or a safe haven for stocks? A smooth transition approachBeckmann, Joscha / Berger, Theo / Czudaj, Robert
2010 Herding of institutional traders: New evidence from daily dataKremer, Stephanie
2005 Causes, consequences, and cures of myopic loss aversion - An experimental investigationFellner, Gerlinde / Sutter, Matthias
2011 The amendment and empirical test of arbitrage pricing modelsWang, Shaojun / Yang, Xiaoping / Cheng, Juan / Zhang, Yafang / Zhao, Peibiao
2014 Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysisBecker, Gideon / Dimpfl, Thomas
2011 The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock marketGrobys, Klaus
2006 The Performance of Private Equity Funds: Does Diversification Matter?Lossen, Ulrich
2013 Ross-type dynamic portfolio separation (almost) without Ito stochastic calculusFramstad, Nils Chr.
2004 Schumpeterian dynamics and financial market anomaliesMerey, Esther / Hanusch, Horst / Grebel, Thomas

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