Results 101-110 of 647.
|2005 ||The relationship between insider trading and volume-induced return autocorrelation||Gilbert, Aaron / Tourani Rad, Alireza / Wisniewski, Tomasz Piotr
|2006 ||Institutional investors and stock market efficiency: The case of the January anomaly||Bohl, 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 irrelevant||Scholz, Peter / Walther, Ursula
|2000 ||Quantifying the value of initial investment information||Amendinger, Jürgen / Becherer, Dirk / Schweizer, Martin
|1998 ||Canonical decomposition of linear transformations of two independent Brownian motions||Föllmer, Hans / Wu, Ching-tang / Yor, Marc
|2010 ||Information efficiency and financial stability||Caccioli, Fabio / Marsili, Matteo
|2010 ||Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models||Hermsen, Oliver / Witte, Björn-Christopher / Westerhoff, Frank
|2004 ||Die Anwendbarkeit der Behavioral Finance im Devisenmarkt||Heidorn, Thomas / Siragusano, Tindaro
|2012 ||The market effects of the German two-tier enforcement of financial reporting||Hecker, Renate / Wild, Andreas
|2000 ||Surprises in scheduled releases: why do they move the bond market?||Hess, Dieter E.