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Lux, Thomas
44
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41
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36
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34
Dow, James
33
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30
Foucault, Thierry
29
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27
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26
Veronesi, Pietro
26
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26
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25
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25
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25
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24
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23
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23
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21
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21
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21
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19
He, Xue-zhong
19
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18
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18
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18
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18
Shiller, Robert J.
18
Bali, Turan G.
17
Hong, Harrison G.
17
Jovanovic, Boyan
17
Pesaran, M. Hashem
17
Platen, Eckhard
17
Sornette, Didier
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Titman, Sheridan
17
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Kansantaloustieteen Laitos <Tampere>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
2
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2
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2
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
142
The review of financial studies
134
Journal of financial economics
127
Finance research letters
115
Journal of banking & finance
110
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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
69
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69
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54
Applied economics
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Journal of financial markets
52
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51
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Applied financial economics
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Quantitative finance
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37
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37
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36
Journal of forecasting
36
Journal of international financial markets, institutions & money
35
International journal of theoretical and applied finance
34
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ECONIS (ZBW)
11,123
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1
A generalised CIR process with externally-exciting and self-exciting jumps and its applications in
insurance
and finance
Dassios, Angelos
;
Jang, Jiwook
;
Zhao, Hongbiao
- In:
Risks : open access journal
7
(
2019
)
4/103
,
pp. 1-18
second moments of this jump-diffusion process are used to calculate the
insurance
premium based on mean-variance principle …
Persistent link: https://www.econbiz.de/10012128012
Saved in:
2
Zu der Frage nach der Liquidität von Wertpapieren und ihren Auswirkungen auf Wertpapierpreise
Mahn, Stephan
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003476633
Saved in:
3
Essays on financial economics
Warusawitharana, Missaka
-
2006
Persistent link: https://www.econbiz.de/10003908769
Saved in:
4
Liquidity and asset pricing : a comparison between three-factor and three-moment capital asset pricing models
Nguyen, Duong
-
2006
Persistent link: https://www.econbiz.de/10003973278
Saved in:
5
Liquidity risk in limit order book markets
Mayston, Daniel
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003494297
Saved in:
6
Stock dividends policy and liquidity of ex ante announcement : the liquidity hypothesis retest
Ye, Zhiqiang
;
Zhang, Zhi
;
Tang, Songlian
- In:
China finance review international
5
(
2015
)
3
,
pp. 258-276
Persistent link: https://www.econbiz.de/10011391740
Saved in:
7
Pricing of corporate liquidity : understanding asset pricing during liquidity and credit crises
Wang, Xiaoli
;
Simi, Wei
- In:
The journal of investing
24
(
2015
)
3
,
pp. 46-60
Persistent link: https://www.econbiz.de/10011416945
Saved in:
8
Rights offerings, subscription period, shareholder takeup, and liquidity
Balachandran, Balasingham
;
Faff, Robert W.
;
Theobald, …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 213-239
Persistent link: https://www.econbiz.de/10009623134
Saved in:
9
Corporate asset purchases and sales :
theory
and evidence
Warusawitharana, Missaka
-
2007
Persistent link: https://www.econbiz.de/10003827152
Saved in:
10
Corporate asset purchases and sales :
theory
and evidence
Warusawitharana, Missaka
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 471-497
Persistent link: https://www.econbiz.de/10003629066
Saved in:
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