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DateTitle Authors
2004 Inference, arbitrage, and asset price volatilityAdrian, Tobias
2006 On the market discipline of informationally opaque firms: Evidence from bank borrowers in the federal funds marketAshcraft, Adam B. / Bleakley, Hoyt
2011 Comovement revisitedKasch, Maria / Sarkar, Asani
2011 Sources of return in the index futures marketsZaremba, Adam
2006 The determinants of loan contracts to business firmsPham, Thi Thu Trà / Lensink, Robert
2008 Nonlinear ACD model and informed trading: Evidence from Shanghai Stock ExchangeWong, Woon K. / Tan, Dijun / Tian, Yixiang
2011 Liquidity measures, liquidity drivers and expected returns on an early call auction marketBurhop, Carsten / Gelman, Sergey
2011 Reuters sentiment and stock returnsUhl, Matthias W.
2010 Information disclosure, intertemporal risk sharing, and asset pricesDang, Tri Vi / Hakenes, Hendrik
1995 Forecasting stock market averages to enhance profitable trading strategiesHaefke, Christian / Helmenstein, Christian

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