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Stochastic volatility models with transaction time risk
Renault, Eric
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contributor
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Werker, Bas J. M.
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)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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Empirical evidence on the role of trading suspensions in disseminating new information to the capital market
Engelen, Peter-Jan
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contributor
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Kabir, Rezaul
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630203
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Forecast accuracy after pretesting with an application to the stock market
Danilov, Dmitry L.
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contributor
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Magnus, Jan R.
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2002
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[Elektronische Ressource]
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The inefficiency of the stock market equilibrium under moral hazard
Calcagno, Riccardo
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Wagner, Wolf
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001869838
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Volatility spillover effects in European equity markets
Baele, Lieven
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2003
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[Elektronische Ressource]
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Existence of equilibrium and price adjustments in a finance economy with incomplete markets
Talman, Dolf
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2003
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[Elektronische Ressource]
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Borrower poaching and information display in credit market
Bouckaert, Jan
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Degryse, Hans
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2001
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[Elektronische Ressource]
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Aggressive orders and the resiliency of a limit order market
Degryse, Hans
;
Jong, Frank de
;
Van Ravenswaaij, Maarten
; …
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2002
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[Elektronische Ressource]
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Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
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2002
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[Elektronische Ressource]
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