into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment … the skill premium, it is interesting to check its short-run implications for employment volatility. The numerical results … DSGE models' implications for overall labor market' volatility. …

sets simulated for Full Signal Detection Theory and its special cases of standard Signal Detection Theory and Complementary … Signal Detection Theory. …

preferences beyond the classical concept of expected utility theory. The thesis contains four main chapters.The first two chapters … dependence compared to classical models of expected utility theory. It is shown that some empirical puzzles concerning … utility theory are met. It is shown that the methodological concerns are empirically relevant when a classification of …

examines stock market volatility around national elections and finds that investors are exposed to substantial election risk …. Factors that magnify the election-induced excess volatility are identified. The third part presents new empirical evidence …