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DateTitle Authors
2008 Assessing the impact of algorithmic trading on markets: A simulation approachGsell, Markus
2008 The impact of liquidity shocks through the limit order bookWuyts, Gunther
1999 Die Betreuer am Neuen Markt: eine empirische AnalyseGerke, Wolfgang / Bosch, Robert
2005 Practical volatility and correlation modeling for financial market risk managementAndersen, Torben G. / Bollerslev, Tim / Christoffersen, Peter F. / Diebold, Francis X.
1998 A minimality property of the minimal martingale measureSchweizer, Martin
2012 A directional-change event approach for studying financial time seriesAloud, Monira / Tsang, Edward / Olsen, Richard / Dupuis, Alexandre
2005 Understanding the limit order book: Conditioning on trade informativenessBeltran, Héléna / Grammig, Joachim / Menkveld, Albert J.
2011 Liquidity dynamics in an electronic open limit order book: An event study approachGomber, Peter / Schweickert, Uwe / Theissen, Erik
2009 Cognition and economic outcomes in the health and retirement surveyMacArdle, John J. / Smith, James P. / Willis, Robert
1993 Insider Trading Anomalies in a Kyle-Type Model of Sequential AuctionsAntonov, Mikhail / Trofimov, Georgi

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