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DateTitle Authors
2013 Did liquidity providers become liquidity seekers?Choi, Jaewon / Shachar, Or
2012 No good deals - no bad modelsBoyarchenko, Nina / Cerrato, Mario / Crosby, John / Hodges, Stewart
2013 Regime switches in the risk-return trade-offGhysels, Eric / Guérin, Pierre / Marcellino, Massimiliano
2005 Wealth-driven competition in a speculative financial market: Examples with maximizing agentsAnufriev, Mikhail
2014 It hurts (stock prices) when your team is about to lose a soccer matchEhrmann, Michael / Jansen, David-Jan
2001 Heterogeneity of Investors and Asset Pricing in a Risk-Value WorldFranke, Günter / Weber, Martin
2004 Two-fund separation in dynamic general equilibriumSchmedders, Karl
2000 Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without InsidersOehler, Andreas / Heilmann, Klaus / Läger, Volker
2013 Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF TestsChen, Wenjuan / Bettendorf, Timo
2013 Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPMPosch, Olaf / Schrimpf, Andreas

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