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Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.; Schweitzer, Mark - In: Journal of Empirical Finance 7 (2000) 3-4, pp. 301-315
Persistent link: https://www.econbiz.de/10005152354
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Non-synchronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.; Zalewska, Anna - In: Journal of Empirical Finance 13 (2006) 4-5, pp. 462-494
Persistent link: https://www.econbiz.de/10005152420
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When units roots matter: excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C. - In: Journal of Empirical Finance 8 (2001) 5, pp. 669-694
Persistent link: https://www.econbiz.de/10005152433
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High frequency analysis of lead-lag relationships between financial markets
de Jong, Frank; Nijman, Theo - In: Journal of Empirical Finance 4 (1997) 2-3, pp. 259-277
Persistent link: https://www.econbiz.de/10005194355
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Price effects of trading and components of the bid-ask spread on the Paris Bourse
de Jong, Frank; Nijman, Theo; Roell, Ailsa - In: Journal of Empirical Finance 3 (1996) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10005199066