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DateTitle Authors
2009 A joint analysis of the KOSPI 200 option and ODAX option markets dynamicsCao, Ji / Härdle, Wolfgang Karl / Mungo, Julius
2010 The impact of investor sentiment on the German stock marketFinter, Philipp / Niessen-Ruenzi, Alexandra / Ruenzi, Stefan
2010 The cross-Section of German stock returns: New data and new evidenceArtmann, Sabine / Finter, Philipp / Kempf, Alexander / Koch, Stefan / Theissen, Erik
2012 Stock Market Volatility and LearningAdam, Klaus / Marcet, Albert / Nicolini, Juan Pablo
2016 A heterogeneous agents equilibrium model for the term structure of bond market liquiditySchuster, Philipp / Trapp, Monika / Uhrig-Homburg, Marliese
2016 Investment-specific shocks, business cycles, and asset pricesCuratola, Giuliano / Donadelli, Michael / Grüning, Patrick / Meinerding, Christoph
2005 A dynamic semiparametric factor model for implied volatility string dynamicsFengler, Matthias R. / Härdle, Wolfgang Karl / Mammen, Enno
2008 Testing monotonicity of pricing KernelsGolubev, Yuri / Härdle, Wolfgang Karl / Timofeev, Roman
2006 Calibration risk for exotic optionsDetlefsen, Kai / Härdle, Wolfgang Karl
2012 Reexamining possible mispricing of customer satisfactionBell, David R. / Ledoit, Olivier / Wolf, Michael

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