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Tijs, Stef
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Discussion paper / Center for Economic Research, Tilburg University
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1
Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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2
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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3
Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692032
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4
The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
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An empirical analysis of the role of the trading intensity in
information
dissemination on the NYSE
Spierdijk, Laura
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660994
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6
Old folks and spoiled brats : why the baby boomers' saving crisis need not be that bad
Bütler, Monika
(
contributor
);
Harms, Philipp
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586638
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Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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8
The economic value of predicting stock index returns and volatility
Marquering, Wessel A.
(
contributor
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2000
Persistent link: https://www.econbiz.de/10001528578
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9
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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10
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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