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DateTitle Authors
2010 Size, value and liquidity: Do they really matter on an emerging stock market?Lischewski, Judith / Voronkova, Svitlana
2003 The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecastingLux, Thomas
2003 A minimal noise trader model with realistic time series propertiesAlfarano, Simone / Lux, Thomas
2005 A noise trader model as a generator of apparent financial power laws and long memoryAlfarano, Simone / Lux, Thomas
2010 Risk premia in general equilibriumPosch, Olaf
2007 Die Fehlbewertung durch das Stuttgarter Verfahren: eine Sensitivitätsanalyse der Werttreiber von Steuer- und MarktwertenMüller, Jens
2001 Accounting for stock-based compensation: an extended clean surplus relationHess, Dieter E. / Lüders, Erik
2010 Predictability of asset returns and the efficient market hypothesisPesaran, Mohammad Hashem
2002 Skew generalized secant hyperbolic distributions: unconditional and conditional fit to asset returnsFischer, Matthias J.
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

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