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New evidence on the nature of size-related anomalies in stock prices
Brown, Philip; Kleidon, Allan W.; Marsh, Terry A. - In: Journal of Financial Economics 12 (1983) 1, pp. 33-56
Persistent link: https://www.econbiz.de/10005478145
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Why Doesn't the Black--Scholes Model Fit Japanese Warrants and Convertible Bonds?
Kuwahara, Hirato; Marsh, Terry A. - In: International Review of Finance 1 (2000) 3, pp. 195-227
Persistent link: https://www.econbiz.de/10005663045
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On the dynamics of market illiquidity
Wagner, Niklas F. - In: Stock market liquidity : implications for market …, (pp. 349-357). 2008
Persistent link: https://www.econbiz.de/10003650783
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Nasdaq IPOs around the market peak in 2000
Wagner, Niklas - In: Initial public offerings : an international perspective, (pp. 3-12). 2007
Persistent link: https://www.econbiz.de/10003523387
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Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns
Wagner, Niklas F. - In: Research in international business and finance 18 (2004) 1, pp. 59-72
Persistent link: https://www.econbiz.de/10003395986
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Aktienmarktrisiko im Wandel der Zeit - Volatilität und unteres Verteilungsende am Beispiel des deutschen Aktienmarktes
Wagner, Niklas - In: Versicherungen im Umbruch : Werte schaffen, Risiken …, (pp. 251-268). 2005
Persistent link: https://www.econbiz.de/10002886657
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Autoregressive conditional tail behavior and results on government bond yield spreads
Wagner, Niklas F. - In: International review of financial analysis 14 (2005) 2, pp. 247-261
Persistent link: https://www.econbiz.de/10002738302
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A market model with time-varying moments and results on Neuer Markt stock returns
Wagner, Niklas F. - 2001
Persistent link: https://www.econbiz.de/10001662098
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Estimating financial risk under time-varying extremal return behavior
Wagner, Niklas F. - In: OR spectrum : quantitative approaches in management 25 (2003) 3, pp. 317-328
Persistent link: https://www.econbiz.de/10001788782
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On tail index estimation and financial risk management implications
Wagner, Niklas F. - In: Operations research proceedings 2002 : selected papers …, (pp. 321-328). 2003
Persistent link: https://www.econbiz.de/10001752027