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Lux, Thomas
45
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44
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43
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42
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31
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31
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30
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28
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28
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26
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25
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25
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24
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Shiller, Robert J.
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Stein, Jeremy C.
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Wang, Jiang
21
Weber, Michael
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Bansal, Ravi
19
Corgnet, Brice
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Engle, Robert F.
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Hess, Dieter
18
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18
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17
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2
The Wharton Financial Institutions Center
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USA / Department of Agriculture
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Exeter / Department of Economics
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Economics letters
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ECONIS (ZBW)
13,218
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1
Informational Asymmetries and a
Multiplier
Effect on Price Correlation and Trading
Pinheiro, Marcelo
-
2015
frictions, can generate extreme co-movements in asset prices. Information asymmetries generate a
multiplier
effect on price …
Persistent link: https://www.econbiz.de/10013011533
Saved in:
2
Optimisation of the stock structure of a single stock item taking into account stock quantity constraints, using a lagrange
multiplier
Krzyżaniak, Stanisław
- In:
LogForum : elektroniczne czasopismo naukowe z dziedziny …
18
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013336042
Saved in:
3
The asymmetric responses of stock markets
Dhaoui, Abderrazak
;
Goutte, Stéphane
;
Guesmi, Khaled
- In:
Journal of economic integration
33
(
2018
)
1
,
pp. 1096-1140
Persistent link: https://www.econbiz.de/10011903559
Saved in:
4
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
5
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014281696
Saved in:
6
Public investment multipliers : evidence from stock returns of the road pavement industry in Japan
Kanazawa, Nobuyuki
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014535146
Saved in:
7
Measuring efficiency when market prices are subject to adverse selection
Hughes, Joseph P.
-
1997
Persistent link: https://www.econbiz.de/10000981013
Saved in:
8
Measuring the efficiency of capital allocation in commercial banking
Hughes, Joseph P.
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000981015
Saved in:
9
Asymmetric conditional volatility and firm size : evidence from Australian equity portfolios
Henry, Ólan Thomas John
;
Sharma, John
-
1998
Persistent link: https://www.econbiz.de/10000981813
Saved in:
10
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
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