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DateTitle Authors
2011 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2006 Liquidity commonality beyond best pricesKempf, Alexander / Mayston, Daniel
2004 Bayesian learning in financial markets: Testing for the relevance of information precision in price discoveryHautsch, Nikolaus / Hess, Dieter
2007 The early news catches the attention: On the relative price impact of similar economic indicatorsHess, Dieter / Niessen, Alexandra
2011 Short sale constraints, divergence of opinion and asset value: Evidence from the laboratoryFellner, Gerlinde / Theissen, Erik
2011 Mutual fund flows, expected returns, and the real economyJank, Stephan
2011 Market response to investor sentimentHengelbrock, Jördis / Theissen, Erik / Westheide, Christian
2009 The impact of iceberg orders in limit order booksFrey, Stefan / Sandås, Patrik
2008 How do commodity futures respond to macroeconomic news?Hess, Dieter E. / Huang, He / Niessen-Ruenzi, Alexandra
2009 Entwicklung eines Index für SchiffsbeteiligungenKüster Simic, André / Gabriel, Silke

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