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DateTitle Authors
2009 Optimal clearing arrangements for financial tradesKoeppl, Thorsten / Monnet, Cyril / Temzelides, Ted
2001 Splitting Orders in Fragmented MarketsMenkveld, Bert
2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch EvidenceMenkveld, Albert J. / Koopman, Siem Jan / Lucas, André
2008 Sentiment dynamics and stock returns : the case of the German stock marketLux, Thomas
2007 Media coverage and macroeconomic information processingNiessen-Ruenzi, Alexandra
2008 Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?Gassen, Joachim
2009 Measuring the effects of geographical distance on stock market correlationEckel, Stefanie / Löffler, Gunter / Maurer, Alina / Schmidt, Volker
2008 Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten / Constantinides, George M. / Czerwonko, Michal / Perrakis, Stelios
2014 The impact of the financial crisis on transatlantic information flows: An intraday analysisDimpfl, Thomas / Peter, Franziska J.
2006 Noise vs. news in equity returnsChirinko, Robert S. / Foad, Hisham

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