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Hysteresis in a model of cycles and growth
Ewijk, Casper van - 1994
Persistent link: https://www.econbiz.de/10000151688
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Information and bank credit allocation
Dell'Ariccia, Giovanni; Marquez, Robert - In: Journal of financial economics 72 (2004) 1, pp. 185-214
Persistent link: https://www.econbiz.de/10001997407
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A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger; Koekkoek, Remmert; Dijk, Dick van - 2006
Persistent link: https://www.econbiz.de/10003332143
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - In: Journal of financial economics 90 (2008) 3, pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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Public trust, the law, and financial investment
Carlin, Bruce Ian; Dorobantu, Florin; Viswanathan, S. - In: Journal of financial economics 92 (2009) 3, pp. 321-341
Persistent link: https://www.econbiz.de/10003860009
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Informed traders and limit order markets
Goettler, Ronald L.; Parlour, Christine A.; Rajan, Uday - In: Journal of financial economics 93 (2009) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10003860112
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Forecasting aggregate productivity using information from firm-level data
Bartelsman, Eric J.; Wolf, Zoltán - 2009
Persistent link: https://www.econbiz.de/10003851120
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An analysis of trade-size clustering and its relation to stealth trading
Alexander, Gordon J.; Peterson, Mark A. - In: Journal of financial economics 84 (2007) 2, pp. 435-471
Persistent link: https://www.econbiz.de/10003464196
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Foreign entry and bank competition
Sengupta, Rajdeep - In: Journal of financial economics 84 (2007) 2, pp. 502-528
Persistent link: https://www.econbiz.de/10003464202