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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
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Liquidity supply and adverse selection in a pure limit order book market
Frey, Stefan; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 1007-1033
Persistent link: https://www.econbiz.de/10003233832
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On moment condition failure in German stock returns : an application of recent advances in extreme value statistics
Lux, Thomas - In: Empirical economics : a journal of the Institute for … 25 (2000) 4, pp. 641-652
Persistent link: https://www.econbiz.de/10001542138
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The performance of value-at-risk models in emerging markets : evidence from Kuwait stock exchange
Maghyereh, Aktham I.; Abul, Sadeq J. - In: Ekonomia : the journal of the Cyprus Economic Society 8 (2005) 2, pp. 194-209
Persistent link: https://www.econbiz.de/10003431349
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Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
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The impact of regulatory change and market shocks on the weak-form efficiency of the Kuwait Stock Exchange
Abdelrahim, Sadeq; Holmes, Phil - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 117-134
Persistent link: https://www.econbiz.de/10001353469
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Volatility and volatility spill-overs in emerging markets : the case of the African stock markets
Appiah-Kusi, Joe; Pescetto, Gioia M. - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 171-185
Persistent link: https://www.econbiz.de/10001353607
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Volatility spillovers and the price of risk : evidence from the Swiss stock market
Jochum, Christian - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 303-322
Persistent link: https://www.econbiz.de/10001388902
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Indikatoren für den Ein- und Ausstieg an der Börse
Hauser, Siegfried - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 105 (1988) 8, pp. 367-371
Persistent link: https://www.econbiz.de/10001045667
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Die neue Architektur der Frankfurter Wertpapierbörse
Burger, Anton; Ulbrich, Philipp - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 120 (2003) 4, pp. 152-161
Persistent link: https://www.econbiz.de/10001748511