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DateTitle Authors
2013 Macro determinants of US stock market risk premia in bull and bear marketsBätje, Fabian / Menkhoff, Lukas
2010 World Equity Premium based Risk Aversion EstimatesPozzi, L.C.G. / de Vries, C.G. / Zenhorst, J.
2011 Overconfidence and bubbles in experimental asset marketsMichailova, Julija / Schmidt, Ulrich
2008 Have Euro Area Government Bond Risk Premia Converged To Their Common State?Pozzi, Lorenzo / Wolswijk, Guido
2013 A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfactionBell, David R. / Ledoit, Olivier / Wolf, Michael
2014 Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costsBuss, Adrian / Uppal, Raman / Vilkov, Grigory
2008 Estimating yield curves from swap, BUBOR and FRA dataReppa, Zoltán
2010 Risk premia in general equilibriumPosch, Olaf
2010 Predictability of asset returns and the efficient market hypothesisPesaran, Mohammad Hashem
2008 Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial MarketsSonnemans, Joep / Tuinstra, Jan

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