Browsing All of EconStor by Author Lüders, Erik
Showing results 1 to 15 of 15
Year of Publication | Title | Author(s) |
2000 | On the Relationship of Information Processes and Asset Price Processes | Lüders, Erik; Peisl, Bernhard |
2000 | New economy accounting : why are broad-based stock option plans so attractive? | Hess, Dieter E.; Lüders, Erik |
2001 | Accounting for stock-based compensation: an extended clean surplus relation | Hess, Dieter E.; Lüders, Erik |
2001 | How do investors' expectations drive asset prices? | Lüders, Erik; Peisl, Bernhard |
2002 | Why Are Asset Returns Predictable? | Lüders, Erik |
2002 | Asset Prices and Alternative Characterizations of the Pricing Kernel | Lüders, Erik |
2004 | Why Do Asset Prices Not Follow Random Walks? | Franke, Günter; Lüders, Erik |
2004 | The Power Law and Dividend Yields | Lüders, Erik; Lüders-Amann, Inge; Schröder, Michael |
2004 | Modeling Asset Returns: A Comparison of Theoretical and Empirical Models | Lüders, Erik; Schröder, Michael |
2004 | Modeling Asset Returns: A Comparison of Theoretical and Empirical Models | Schröder, Michael; Lüders, Erik |
2005 | Return predictability and stock market crashes in a simple rational expectations model | Lüders, Erik; Franke, Günter |
2005 | The Dynamics of Overconfidence: Evidence from Stock Market Forecasters | Deaves, Richard; Lüders, Erik; Schröder, Michael |
2005 | The dynamics of overconfidence: Evidence from stock market forecasters | Deaves, Richard; Lüders, Erik; Schröder, Michael |
2005 | An experimental test of the impact of overconfidence and gender on trading activity | Deaves, Richard; Lüders, Erik; Luo, Guo Ying |
2006 | Return predictability and stock market crashes in a simple rational expectation models | Franke, Günter; Lüders, Erik |