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Executing large orders in a microscopic market model
Weiss, Alexander - 2009
Persistent link: https://www.econbiz.de/10003861643
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf - 1998
Persistent link: https://www.econbiz.de/10000681350
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Bubbles and crashes in experimental asset markets
Palan, Stefan - 2009
"This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment, subjects were given the opportunity to trade in a...
Persistent link: https://www.econbiz.de/10013278106
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Die Informationswirkung von Ad hoc-Meldungen
Röder, Klaus - 1998
Persistent link: https://www.econbiz.de/10013453253
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Assessing the impact of market microstructure noise and random jumps on the relative forecasting performance of option-implied and returns-based volatility
Martin, Gael M.; Reidy, Andrew; Wright, Jill - 2006
Persistent link: https://www.econbiz.de/10003365312
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A theory of international trade : capital, knowledge, and economic structures
Zhang, Wei-Bin - 2000
Persistent link: https://www.econbiz.de/10001430683