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DateTitle Authors
2008 The impact of hidden liquidity in limit order booksFrey, Stefan / Sandås, Patrik
2008 The diminishing liquidity premiumBen-Rephael, Azi / Kadan, Ohad / Wohl, Avi
2008 Customer flow, intermediaries, and the discovery of the equilibrium riskfree rateMenkveld, Albert J. / Sarkar, Asani / van der Wel, Michel
2009 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2008 Quantifying the efficiency of the Xetra LOB market: Detailed recipeSperl, Miriam
2007 Do markets love misery? Stock prices and corporate philanthropic disaster responseMuller, Alan / Kräussl, Roman
2005 Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004Siklos, Pierre L. / Bohl, Martin T.
2005 The relationship between insider trading and volume-induced return autocorrelationGilbert, Aaron / Tourani Rad, Alireza / Wisniewski, Tomasz Piotr
2006 Institutional investors and stock market efficiency: The case of the January anomalyBohl, Martin T. / Gottschalk, Katrin / Henke, Harald / Pál, Rozália
2011 The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevantScholz, Peter / Walther, Ursula

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