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DateTitle Authors
2011 The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevantScholz, Peter / Walther, Ursula
2000 Quantifying the value of initial investment informationAmendinger, Jürgen / Becherer, Dirk / Schweizer, Martin
1998 Canonical decomposition of linear transformations of two independent Brownian motionsFöllmer, Hans / Wu, Ching-tang / Yor, Marc
2010 Information efficiency and financial stabilityCaccioli, Fabio / Marsili, Matteo
2010 Disclosure requirements, the release of new information and market efficiency: new insights from agent-based modelsHermsen, Oliver / Witte, Björn-Christopher / Westerhoff, Frank
2004 Die Anwendbarkeit der Behavioral Finance im DevisenmarktHeidorn, Thomas / Siragusano, Tindaro
2012 The market effects of the German two-tier enforcement of financial reportingHecker, Renate / Wild, Andreas
2000 Surprises in scheduled releases: why do they move the bond market?Hess, Dieter E.
2001 A mean variance king? Creation and resolution of uncertainty under the employment report's reignHautsch, Nikolaus / Hess, Dieter E.
2008 The Economic Impact of Olympic Games: Evidence from Stock MarketsDick, Christian D. / Wang, Qingwei

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