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DateTitle Authors
2013 GDP mimicking portfolios and the cross-section of stock returnsKroencke, Tim A. / Schindler, Felix / Sebastian, Steffen / Theissen, Erik
2013 Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the CrisisBeetsma, Roel / Giuliodori, Massimo / de Jong, Frank / Widijanto, Daniel
2011 Market Liquidity and Exposure of Hedge FundsSiegmann, Arjen / Stefanova, Denitsa
2009 Can behavioral finance models account for historical asset prices?ap Gwilym, Rhys
2006 Empirical evaluation of asset pricing models: Arbitrage and pricing errors over contingent claimsWang, Zhenyu / Zhang, Xiaoyan
2012 Die Zinslast des Bundes in der Schuldenkrise: Wie lukrativ ist der 'sichere Hafen'?Boysen-Hogrefe, Jens
2010 The weekly structure of US stock pricesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2011 Parameter estimation and forecasting for multiplicative lognormal cascadesLeövey, Andrés E. / Lux, Thomas
2012 Have bull and bear markets changed over time? Empirical evidence from the US-stock marketGrobys, Klaus
2010 Design of contingent capital with a stock price trigger for mandatory conversionSundaresan, Suresh / Wang, Zhenyu

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