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Three essays in financial economics
Jurkatis, Simon Willi - 2018
Persistent link: https://www.econbiz.de/10012169133
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Empirical research on the German capital market : with 60 tables
Bühler, Wolfgang (ed.); Hax, Herbert (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001350842
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Der chinesische Aktienmarkt
Heilmann, Sebastian (ed.) - 2002
Persistent link: https://www.econbiz.de/10001630560
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International market microstructure : special issue
Lyons, Richard K. (contributor) - 1998
Persistent link: https://www.econbiz.de/10001445987
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Market liquidity : proceedings of a workshop held at the BIS
2001
Persistent link: https://www.econbiz.de/10001581414
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Essays on the economic relevance of volatility spillovers
Gisler, Katja Ida Maria - 2016
volatility for a large cross-section of international equity markets. For this purpose, we extend the heterogeneous … autoregressive (HAR) model of realised volatility of Corsi (2009) by including US equity volatility information. More precisely, we … augment the standard HAR model by US realised volatility and VIX HAR components, and compare it to the original HAR model …
Persistent link: https://www.econbiz.de/10011612901
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High-frequency trading in fragmented European equity markets : implications for market quality
Haferkorn, Martin - 2017
Persistent link: https://www.econbiz.de/10011875876
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Three essays on behavioural finance
Hemmens, Christopher - 2017
The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...
Persistent link: https://www.econbiz.de/10011948369
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Modelling the implied probability of stock market movements
Scheicher, Martin; Glatzer, Ernst - In: Economic & financial modelling : a journal of the … 10 (2003) 4, pp. 153-197
Persistent link: https://www.econbiz.de/10001883022
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Stock market volatility
Gregoriou, Greg N. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003776952