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Die Aktienhaussen der 80er und 90er Jahre : waren es spekulative Blasen?

Bohl, Martin T. - 2003

Persistent link: https://www.econbiz.de/10001760298

Testing for financial spillovers in calm and turmoil periods

Białkowski, Je̜drzej; Bohl, Martin T.; Serwa, Dobromił - 2004

Persistent link: https://www.econbiz.de/10002003573

Die Aktienhaussen der 80er- und 90er Jahre: Waren es spekulative Blasen?

Bohl, Martin T. - In: Kredit und Kapital 36 (2003) 4, pp. 465-482

Persistent link: https://www.econbiz.de/10001934104

Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects

Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164

Persistent link: https://www.econbiz.de/10002643549

Time and the price impact of a trade : a structural approach

Grammig, Joachim; Theissen, Erik; Wünsche, Oliver - 2011

We revisit the role of time in measuring the price impact of trades using a new empirical method that combines spread decomposition and dynamic duration modeling. Previous studies which have addressed the issue in a vector-autoregressive framework conclude that times when markets are most active...