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DateTitle Authors
2012 Stock return autocorrelations revisited: A quantile regression approachBaur, Dirk G. / Dimpfl, Thomas / Jung, Robert C.
2012 Is Rational Speculation in the Presence of Positive Feedback Traders Destabilizing?Arnold, Lutz G. / Brunner, Stephan
2009 Temporal information gaps and market efficiency: A dynamic behavioral analysisWitte, Björn-Christopher
2003 Kurseinfluss mittlerer und großer Transaktionen am deutschen AktienmarktOehler, Andreas / Häcker, Mirko
2006 Real-time forecasting and political stock market anomalies: evidence for the U.S.Bohl, Martin T. / Döpke, Jörg / Pierdzioch, Christian
2010 Efficiency and stability in complex financial marketsCaccioli, Fabio / Marsili, Matteo
2009 Disclosure requirements, the release of new information and market efficiency: new insights from agent-based modelsHermsen, Oliver / Witte, Björn-Christopher / Westerhoff, Frank
2011 Market response to investor sentimentHengelbrock, Jördis / Theissen, Erik / Westheide, Christian
2011 Short sale constraints, divergence of opinion and asset values: Evidence from the laboratoryFellner, Gerline / Theissen, Erik
2008 Price adjustment to news with uncertain precisionHautsch, Nikolaus / Hess, Dieter E. / Müller, Christoph

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