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A mean variance king? : creation and resolution of uncertainty under the employment report's reign

Hautsch, Nikolaus; Hess, Dieter - 2001

Persistent link: https://www.econbiz.de/10004680264

The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report

Hautsch, Nikolaus; Hess, Dieter - 2002

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Bayesian learning in financial markets : testing for the relevance of information precision in price discovery

Hautsch, Nikolaus; Hess, Dieter - 2004

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Surprises in scheduled releases : why do they move the bond market?

Hess, Dieter - 2000

Persistent link: https://www.econbiz.de/10004678658

Surprises in US macroeconomic releases : determinants of their relative impact on t-bound futures

Hess, Dieter - 2001

Persistent link: https://www.econbiz.de/10004734551

Modelling intraday trading activity using Box-Cox ACD models

Hautsch, Nikolaus - 2002

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Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions

Hautsch, Nikolaus - 1999

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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model

Hautsch, Nikolaus - 2007

SFB 649 Discussion Paper 2007-052 Capturing Common Components in High- Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model Nikolaus Hautsch* * Humboldt-Universität zu Berlin, Germany This research was supported by the Deutsche...

Persistent link: https://www.econbiz.de/10004899817

Accounting for stock-based compensation : an extended clean surplus relation

Hess, Dieter; Lüders, Erik - 2001

Persistent link: https://www.econbiz.de/10004679932

New economy accounting : why are broad-based stock option plans so attractive?

Hess, Dieter; Lüders, Erik - 2000

Persistent link: https://www.econbiz.de/10004664331