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DateTitle Authors
2013 Asset pricing without garbageKroencke, Tim A.
2010 Determinants of expected stock returns: Large sample evidence from the German marketArtmann, Sabine / Finter, Philipp / Kempf, Alexander
2012 Estimating endogenous liquidity using transaction and order book informationDurand, Philippe / Gündüz, Yalin / Thomazeau, Isabelle
2005 On Estimating an Asset's Implicit BetaHusmann, Sven / Stephan, Andreas
2005 FFT based option pricingBorak, Szymon / Detlefsen, Kai / Härdle, Wolfgang Karl
2009 Proposals for a needed adjustment of the VaR-based market risk charge of Basle IIFricke, Jens / Pauly, Ralf
2005 Return predictability and stock market crashes in a simple rational expectations modelLüders, Erik / Franke, Günter
2002 Laplace transforms and suprema of stochastic processesSchürger, Klaus
2005 The Implied Equity Risk Premium: An Evaluation of Empirical MethodsSchröder, David
2003 Modeling feedback effects with stochastic liquidityEsser, Angelika / Mönch, Burkart

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