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51
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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52
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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53
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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54
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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55
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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56
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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57
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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58
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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59
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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60
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
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