Results 111-120 of 594.
|2007 ||Do markets love misery? Stock prices and corporate philanthropic disaster response||Muller, Alan / Kräussl, Roman
|2008 ||Quantifying the efficiency of the Xetra LOB market: Detailed recipe||Sperl, Miriam
|2005 ||Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004||Siklos, Pierre L. / Bohl, Martin T.
|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