EconStor >

Search Results

 
for  

Results 101-110 of 642.


Item hits:

DateTitle Authors
2005 The relationship between insider trading and volume-induced return autocorrelationGilbert, Aaron / Tourani Rad, Alireza / Wisniewski, Tomasz Piotr
2006 Institutional investors and stock market efficiency: The case of the January anomalyBohl, Martin T. / Gottschalk, Katrin / Henke, Harald / Pál, Rozália
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.

Back 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Next