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DateTitle Authors
2010 Alan Greenspan, the quants and stochastic optimal controlStein, Jerome L.
2009 Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSEYadav, Pradeep K. / Bardong, Florian / Bartram, Söhnke M.
2009 The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocksTaylor, Stephen J. / Yadav, Pradeep K. / Zhang, Yuanyuan
2008 Sooner or later: delays in trade reporting by corporate insidersBetzer, André / Theissen, Erik
2010 Tell-tale tails: A data driven approach to estimate unique market information sharesGrammig, Joachim G. / Peter, Franziska J.
2009 Cross-sectional analysis of risk-neutral skewnessTaylor, Stephen J. / Yadav, Pradeep K. / Zhang, Yuanyuan
2010 Two-sided certification: The market for rating agenciesFasten, Erik R. / Hofmann, Dirk
2009 The market impact of a limit orderHautsch, Nikolaus / Huang, Ruihong
2009 Dynamic trading and asset prices : Keynes vs. HayekCespa, Giovanni / Vives, Xavier
2006 Prediction markets in theory and practiceWolfers, Justin / Zitzewitz, Eric

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