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DateTitle Authors
2013 The price impact of CDS tradingGündüz, Yalin / Nasev, Julia / Trapp, Monika
2010 The weekly structure of US stock pricesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2005 Price and wealth asymptotic dynamics with CRRA technical trading strategiesAnufriev, Mikhail / Bottazzi, Giulio / Pancotto, Francesca
2009 How does market architecture affect price dynamics? A time series analysis of the Italian day-ahead electricity pricesPetrella, Andrea / Sapio, Sandro
2012 A variance decomposition of index-linked bond returnsBreedon, Francis
2004 Do Fund Managers Expect Mean Averting Returns?Stotz, Olaf / Lütje, Torben / Menkhoff, Lukas / von Nitzsch, Rüdiger
2011 A Markov-switching multifractal approach to forecasting realized volatilityLux, Thomas / Morales-Arias, Leonardo / Sattarhoff, Cristina
2013 The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock ReturnsAtanasov, Victoria / Nitschka, Thomas
2005 On the timing option in a futures contractBiagini, Francesca / Björk, Tomas
2001 A new approach to the derivation of asset price boundsLongarela, Iñaki R.

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