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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
2010 The weekly structure of US stock pricesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2008 Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banksMemmel, Christoph
2012 Have bull and bear markets changed over time? Empirical evidence from the US-stock marketGrobys, Klaus
2003 The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modellingEntorf, Horst / Jamin, Gösta
2013 Long memory in the Ukrainian stock marketCaporale, Guglielmo Maria / Gil-Alana, Luis Alberiko
2015 The weekend effect: An exploitable anomaly in the Ukrainian stock market?Caporale, Guglielmo Maria / Gil-Alana, Luis / Plastun, Alex
2014 Asymmetric Realized Volatility RiskAllen, David E. / McAleer, Michael / Scharth, and Marcel

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