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Can splits create market liquidity? : Theory and evidence
Anshuman, V. Ravi; Kalay, Avner - In: Journal of financial markets 5 (2002) 1, pp. 83-125
Persistent link: https://www.econbiz.de/10001657127
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Price improvement in financial markets as a screening device
Desgranges, Gabriel (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661219
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Dynamic asset pricing models with nonparametric expectations
Wöhrmann, Peter - 2002
Persistent link: https://www.econbiz.de/10001665121
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Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - 2002
Persistent link: https://www.econbiz.de/10001666561
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Bubbles and long range dependence in asset prices volatilities
Kirman, Alan P.; Teysière, Gilles - In: Equilibrium, markets and dynamics : essays in honour of …, (pp. 307-323). 2002
Persistent link: https://www.econbiz.de/10001685789
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Learning to predict rationally when beliefs are heterogeneous
Wenzelburger, Jan - 2001
Persistent link: https://www.econbiz.de/10001687883
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim; Wellner, Marc - In: Journal of econometrics 106 (2002) 2, pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
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Information production, analyst following and diversification discount : a market microstructure approach
Liu, Qiao; Qi, Rong - 2001
Persistent link: https://www.econbiz.de/10001639204