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DateTitle Authors
1998 Market Transparency and Call MarketsOehler, Andreas / Unser, Matthias
2000 Do Insiders Contribute to Market Efficiency? : Informational Efficiency and Liquidity of Experimental Call Markets with and without InsidersOehler, Andreas / Heilmann, Klaus / Läger, Volker
2001 Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset marketsOehler, Andreas / Heilmann, Klaus / Läger, Volker
2004 IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from GermanyOehler, Andreas / Rummer, Marco / Smith, Peter N.
2004 The Existence and Effectiveness of Price Support Activities in Germany: A NoteOehler, Andreas / Rummer, Marco / Smith, Peter N.
2011 The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock marketGrobys, Klaus
2006 Does sensitivity to cashflow news explain the value premium on European stock markets?Nitschka, Thomas
2006 Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock ReturnsHoffmann, Mathias
2002 An Examination of the Effects of Parameter MisspecificationDudenhausen, Antje / Schlögl, Lutz
2002 On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteriaEvstigneev, Igor V. / Schürger, Klaus / Taksar, Michael I.

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