Narrow search
Showing 1 - 10 of 11
Cover Image
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/10001655359
Cover Image
Price effects of trading and components of the bid-ask spread on the Paris Bourse
Jong, Frank de - In: Journal of empirical finance 3 (1996) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10001208673
Cover Image
Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
Beetsma, Roel; Giuliodori, Massimo; Hanson, Jesper; … - In: Journal of empirical finance 58 (2020), pp. 96-120
Persistent link: https://www.econbiz.de/10012430666
Cover Image
Price discovery in tick time
Frijns, Bart; Schotman, Peter C. - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Cover Image
Non-syncronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.; Zalewska-Mitura, Anna - In: Journal of empirical finance 13 (2006) 4/5, pp. 462-494
Persistent link: https://www.econbiz.de/10003370858
Cover Image
Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.; Schweitzer, Mark E. - In: Journal of empirical finance 7 (2000) 3/4, pp. 301-315
Persistent link: https://www.econbiz.de/10001557720
Cover Image
Neglected common factors in exchange rate volatility
Mahieu, Ronald J. - In: Journal of empirical finance 1 (1993) 3, pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
Cover Image
What does a term structure model imply about very long-term interest rates?
Balter, Anne G.; Pelsser, Antoon André Jean; Schotman, … - In: Journal of empirical finance 62 (2021), pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
Cover Image
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, pp. 462-494
Persistent link: https://www.econbiz.de/10007281981
Cover Image
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/10007237663