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Lux, Thomas
59
Hautsch, Nikolaus
53
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36
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33
Dow, James
33
Veronesi, Pietro
32
Foucault, Thierry
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Härdle, Wolfgang
29
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27
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Jarrow, Robert A.
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Lo, Andrew W.
25
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Weber, Michael
24
Shleifer, Andrei
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Bansal, Ravi
21
Chiarella, Carl
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Gil-Alaña, Luis A.
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Grammig, Joachim
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Stambaugh, Robert F.
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Wang, Jiang
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Bekaert, Geert
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Jovanovic, Boyan
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Alfarano, Simone
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He, Xue-zhong
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Abel, Andrew B.
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Bollerslev, Tim
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Engle, Robert F.
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Hess, Dieter
18
Lüders, Erik
18
Pesaran, M. Hashem
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Shiller, Robert J.
18
Allen, Franklin
17
Bali, Turan G.
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Hong, Harrison G.
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Platen, Eckhard
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Kansantaloustieteen Laitos <Tampere>
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
143
The review of financial studies
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Journal of financial economics
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Finance research letters
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Journal of banking & finance
109
Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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Journal of empirical finance
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Economics letters
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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The American economic review
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Applied economics letters
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Applied financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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36
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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1
Industrial organization, order Internalization, and invariance
Bondarenko, Oleg
;
Obižaeva, Anna
;
Wang, Yajun
-
2020
Persistent link: https://www.econbiz.de/10012494238
Saved in:
2
Investment options and the business cycle
Jovanovic, Boyan
- In:
Journal of economic theory
144
(
2009
)
6
,
pp. 2247-2265
Persistent link: https://www.econbiz.de/10003938028
Saved in:
3
Investment options and the business cycle
Jovanovic, Boyan
-
2007
Persistent link: https://www.econbiz.de/10003520929
Saved in:
4
Microfoundations
for diffusion price processes
Pakkanen, Mikko S.
- In:
Mathematics and financial economics
3
(
2010
)
2
,
pp. 89-114
Persistent link: https://www.econbiz.de/10003983168
Saved in:
5
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
6
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
7
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
8
Asset prices, booms and recessions : financial market, economic activity and the macroeconomy ; with 22 tables
Semmler, Willi
-
2003
Persistent link: https://www.econbiz.de/10001734208
Saved in:
9
Microfoundations
of Heteroscedasticity in Asset Prices : A Loss-Aversion-Based Explanation of Asymmetric GARCH Models
Ormos, Mihály
-
2016
assumptions that investors behave according to Prospect
Theory
and are subject to mental accounting in a dynamic setting, we …
Persistent link: https://www.econbiz.de/10012998364
Saved in:
10
Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective
Semmler, Willi
-
2006
-
Second Edition
Persistent link: https://www.econbiz.de/10013520458
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