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Modelling high frequency financial count data

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Modelling financial transaction price movements : a dynamic integer count data model

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The behavior of high-frequency traders under different market stress scenarios

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"Smoothing" versus "timeliness" - wann sind stabile Ratings optimal und welche Anforderungen sind an optimale Berichtsregeln zu stellen?

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Im Mittelpunkt dieser Arbeit steht die Analyse der Vor- und Nachteile einer geglätteten versus aktuellen Informationsbasis in einem theoretischen Modell. Am Beispiel stabiler Agency-Ratings und volatiler marktbasierter Ratings zeigt sich, dass die Effekte der Berichtsmethode von den...

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Investor sentiment and risk appetite of real estate security market

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Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market

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The pre-open call auction trading mechanism and its efficiency : a study on BSE sensex stocks

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