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DateTitle Authors
2014 Intraday Anomalies and Market Efficiency: A Trading Robot AnalysisCaporale, Guglielmo Maria / Gil-Alana, Luis A. / Plastun, Alex / Makarenko, Inna
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
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.
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

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