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DateTitle Authors
2002 Asset Prices and Alternative Characterizations of the Pricing KernelLüders, Erik
2011 Determinants of expected stock returns: Large sample evidence from the German marketArtmann, Sabine / Finter, Philipp / Kempf, Alexander
2009 Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returnsGrammig, Joachim / Schrimpf, Andreas
2010 Creative destruction and asset pricesGrammig, Joachim G. / Jank, Stephan
2008 Bewertung von Schiffsfonds: Brücke zwischen Theorie und PraxisKüster Simic, André / von Duesterlho, Jens-Eric / Endert, Volker
2010 Can the consumption-free nonexpected utility model solve the risk premium puzzle? An empirical study of the Japanese stock marketKang, Myong-Il
2014 Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed marketsDhaoui, Abderrazak / Khraief, Naceur
2014 Corporate governance, product market competition and debt financingPaligorova, Teodora / Yang, Jun
2006 Visible and hidden risk factors for banksSchuermann, Til / Stiroh, Kevin J.
2009 A joint analysis of the KOSPI 200 option and ODAX option markets dynamicsCao, Ji / Härdle, Wolfgang Karl / Mungo, Julius

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