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DateTitle Authors
2008 Market conditions, default risk and credit spreadsTang, Dragon Yongjun / Yan, Hong
2008 A value at risk analysis of credit default swapsScheicher, Martin / Raunig, Burkhard
2003 Labor and the Market Value of the FirmMerz, Monika / Yashiv, Eran
2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in FinanceHerwartz, Helmut / Golosnoy, Vasyl
2008 On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance OptimizationFranke, Reiner
2008 Artificial Long Memory Effects in Two Agend-Based Asset Pricing ModelsFranke, Reiner
2006 A Prospect-Theoretical Interpretation of Momentum ReturnsMenkhoff, Lukas / Schmeling, Maik
2006 Institutional and Individual Sentiment: Smart Money and Noise Trader RiskSchmeling, Maik
2011 The status quo bias of bond market analystsGubaydullina, Zulia / Hein, Oliver / Spiwoks, Markus
2007 Whose trades convey information? Evidence from a cross-section of tradersMenkhoff, Lukas / Schmeling, Maik

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