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Pascal's wager and information
Schredelseker, Klaus - In: Journal of forecasting 33 (2014) 6, pp. 455-470
Persistent link: https://www.econbiz.de/10010425514
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Differential information and excessive volatility in financial markets
Andersen, Torben M. - 1991
Persistent link: https://www.econbiz.de/10000815974
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Signalling in credit markets
Milde, Hellmuth; Riley, John - 1984
Persistent link: https://www.econbiz.de/10000035957
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Selling and trading on information in financial markets
Admati, Anat R. - In: The American economic review 78 (1988) 2, pp. 96-103
Persistent link: https://www.econbiz.de/10001046894
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Financial market signals and banking supervision : are current practices consistent with research findings?
Furlong, Frederick Thomas; Williams, Robard - In: Economic review : an annual report of the Economic … (2006), pp. 17-29
Persistent link: https://www.econbiz.de/10003311813
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Instabile Finanzmärkte
Franke, Günter; Krahnen, Jan Pieter - 2009
Aufgabe darin besteht, glaubwürdige Information für Investoren bereitzustellen. Drei Determinanten der Instabilität werden … Eigenkapitalstandards und eine notwendige Risikobegrenzung auf Derivatemärkten. -- Financial Crisis ; Information ; Regulation ; Banking …
Persistent link: https://www.econbiz.de/10003864312
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Stalking the black swan : research and decision-making in a world of extreme volatility
Posner, Kenneth A. - 2010
Persistent link: https://www.econbiz.de/10003887770
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Non-Extensitivity versus informative moments for financial models : a unifying framework and empirical results
Herrmann, Klaus - 2009
Information-theoretic approaches still play a minor role in financial market analysis. Nonetheless, there have been two … generalize the notion of GARCH processes in an information-theoretic sense and are able to capture skewness and kurtosis better …
Persistent link: https://www.econbiz.de/10003894797
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Instabile Finanzmärkte
Franke, Günter; Krahnen, Jan Pieter - In: Perspektiven der Wirtschaftspolitik : eine Zeitschrift … 10 (2009) 4, pp. 335-366
Persistent link: https://www.econbiz.de/10003902196
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Bayesian learning in financial markets : testing for the relevance of information precision in price discovery
Hautsch, Nikolaus; Hess, Dieter - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 189-208
Persistent link: https://www.econbiz.de/10003434628