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DateTitle Authors
2004 Do Fund Managers Expect Mean Averting Returns?Stotz, Olaf / Lütje, Torben / Menkhoff, Lukas / von Nitzsch, Rüdiger
2013 Macro determinants of US stock market risk premia in bull and bear marketsBätje, Fabian / Menkhoff, Lukas
2001 A new approach to the derivation of asset price boundsLongarela, Iñaki R.
2003 Price dividend models, expectations formation, and monetary policyValckx, Nico
2008 Default dependence: The equity default relationshipTurnbull, Stuart M. / Yang, Jun
2009 The equity premium and the volatility spread: The role of risk-neutral skewnessFeunou, Bruno / Fontaine, Jean-Sébastien / Tedongap, Roméo
2007 Family values: Ownership structure, performance and capital structure of Canadian firmsKing, Michael R. / Santor, Eric
2008 Information shocks, jumps, and price discovery: Evidence from the US Treasury marketJiang, George J. / Lo, Ingrid / Verdelhan, Adrien
2010 Search frictions and asset price volatilityRavikumar, B. / Shao, Enchuan
2011 Private information flow and price discovery in the U.S. treasury marketJiang, George J. / Lo, Ingrid

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