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DateTitle Authors
2010 A note on the computation of the equity premium and the market value of firm equityHeer, Burkhard / Maußner, Alfred
2008 Stochastic behavioral asset pricing models and the stylized factsLux, Thomas
2006 The transition to electronic trading in the secondary treasury marketMizrach, Bruce / Neely, Christopher J.
2010 Explaining the favorite-longshot bias: Is it risk-love or misperceptions?Snowberg, Erik / Wolfers, Justin
2010 Transaction costs, liquidity and expected returns at the Berlin stock exchange, 1892-1913Burhop, Carsten / Gelman, Sergey
2007 Are correlations constant over time?: application of the CC-TRIGt-test to return series from different asset classesFischer, Matthias J.
2010 Oil prices and stock markets: What drives what in the gulf corporation council countries?Arouri, Mohamed El Hedi / Rault, Christophe
2012 Margin trading bans in experimental asset marketsFüllbrunn, Sascha / Neugebauer, Tibor
2003 Labor and the Market Value of the FirmMerz, Monika / Yashiv, Eran
2006 A Prospect-Theoretical Interpretation of Momentum ReturnsMenkhoff, Lukas / Schmeling, Maik

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