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DateTitle Authors
2014 Do correlated defaults matter for CDS premia? An empirical analysisKoziol, Christian / Koziol, Philipp / Schön, Thomas
2005 Rational information choice in financial market equilibriumMuendler, Marc-Andreas
1999 Volatility Estimation on the Basis of Price IntensitiesGerhard, Frank / Hautsch, Nikolaus
1998 What a Difference a Day Makes: On the Common Market Microstructure of Trading DaysGerhard, Frank / Hess, Dieter / Pohlmeier, Winfried
2013 Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisisChan-Lau, Jorge A. / Liu, Estelle X. / Schmittmann, Jochen M.
2014 It hurts (stock prices) when your team is about to lose a soccer matchEhrmann, Michael / Jansen, David-Jan
2000 Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without InsidersOehler, Andreas / Heilmann, Klaus / Läger, Volker
2013 The light and dark side of TARPUhde, Andre / Farruggio, Christian / Michalak, Tobias C.
2003 Learning and signalling in the French and German venture capital industriesStolpe, Michael
2008 Ownership reform, foreign competition, and efficiency of Chinese commercial banks: A non-parametric approachYao, Shujie / Han, Zhongwei / Feng, Genfu

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