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Comparing high frequency data of stocks that are traded simultaneously in the US and Germany : simulated versus empirical data
Rieger, Jörg; Rüchardt, Kirsten; Vogt, Bodo - In: Eurasian economic review : a journal of the Eurasia … 1 (2011) 2, pp. 126-142
Persistent link: https://www.econbiz.de/10010340017
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Arbitrage opportunities between NYSE and XETRA? : a comparison of simulation and high frequency data
Rieger, Jörg; Rüchardt, Kirsten; Vogt, Bodo - 2011
Persistent link: https://www.econbiz.de/10008936834
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Numerical decision processing causing stock price clustering?
Vogt, Bodo; Uphaus, Andreas; Albers, Wulf - In: Homo oeconomicus 18 (2001) 2, pp. 229-240
Persistent link: https://www.econbiz.de/10001748518
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Four essays on finance : credit risk and dividends
Ostrowski, Sebastian - 2012
Persistent link: https://www.econbiz.de/10010219490
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Comparison of the stock price clustering of stocks which are traded in the US and Germany : is XETRA more efficient than the NYSE?
Rüchardt, Kirsten; Vogt, Bodo - 2009
Persistent link: https://www.econbiz.de/10003845882
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The price response function and logarithmic perception of prices and quantities
Fegel, Fred - 1998
Persistent link: https://www.econbiz.de/10013456501
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Attraction to chance in Germany and Australia : an experimental study of cultural differences
Kroll, Eike B.; Vogt, Bodo - 2008
Persistent link: https://www.econbiz.de/10003656025