| 636 |
Jorge Gonçalves,
Roman Kräussl,
Vladimir Levin
|
Do “Speed Bumps” Prevent Accidents in Financial Markets?
|
Corporate Finance & Financial Markets
|
0 |
|
| 635 |
Mathieu Aubry,
Roman Kräussl,
Gustavo Manso,
Christophe Spaenjers
|
Machine Learning, Human Experts, and the Valuation of Real Assets
|
Corporate Finance & Financial Markets
|
0 |
|
| 629 |
Raimond Maurer,
Olivia S. Mitchell,
Ralph Rogalla,
Tatjana Schimetschek
|
Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
|
Corporate Finance & Financial Markets
|
0 |
|
| 621 |
Christina Bannier,
Yannik Bofinger,
Björn Rock
|
Doing Safe by Doing Good: ESG Investing and Corporate Social Responsibility in the U.S. and Europe
|
Corporate Finance & Financial Markets
|
0 |
|
| 617 |
Volker Brühl
|
Big Data, Data Mining, Machine Learning und Predictive Analytics – ein konzeptioneller Überblick
|
Corporate Finance & Financial Markets
|
0 |
|
| 616 |
Nikolaus Hautsch,
Christoph Scheuch,
Stefan Voigt
|
Limits to Arbitrage in Markets with Stochastic Settlement Latency
|
Corporate Finance & Financial Markets
|
0 |
|
| 612 |
Hans Gersbach
|
Contingent Contracts in Banking: Insurance or Risk Magni cation?
|
Corporate Finance & Financial Markets
|
0 |
|
| 611 |
Christian Leuz
|
Evidence-Based Policymaking: Promise, Challenges and Opportunities for Accounting and Financial Markets Research
|
Corporate Finance & Financial Markets
|
0 |
|
| 609 |
Christian Leuz,
Steffen Meyer,
Maximilian Muhn,
Eugene Soltes,
Andreas Hackethal
|
Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation
|
Corporate Finance & Financial Markets
|
2018 |
|
| 608 |
Brandon Gipper,
Luzi Hail,
Christian Leuz
|
On the Economics of Audit Partner Tenure and Rotation: Evidence from PCAOB Data
|
Corporate Finance & Financial Markets
|
0 |
|
| 607 |
Vanya Horneff,
Raimond Maurer,
Olivia S. Mitchell
|
Putting the Pension Back in 401(k) Retirement Plans: Optimal versus Default Longevity Income Annuities
|
Corporate Finance & Financial Markets
|
0 |
|
| 606 |
Lutz Kilian,
Xiaoqing Zhou
|
The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada
|
Corporate Finance & Financial Markets
|
0 |
|
| 605 |
Volker Brühl
|
Plädoyer für einen „Rentenfonds Deutschland“ – warum ein kapitalgedeckter Investitionsfonds ein wichtiger Beitrag zu mehr Generationengerechtigkeit sein könnte
|
Corporate Finance & Financial Markets
|
0 |
|
| 604 |
Lizethe Méndez,
Steven Ongena
|
“Finance And Growth” Re-Loaded
|
Corporate Finance & Financial Markets
|
0 |
|
| 602 |
Andrew Ellul,
Marco Pagano,
Annalisa Scognamiglio
|
Career Risk and Market Discipline in Asset Management
|
Corporate Finance & Financial Markets
|
0 |
|
| 600 |
Klaus Adam,
Dmitry Matveev,
Stefan Nagel
|
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?
|
Corporate Finance & Financial Markets
|
0 |
|
| 599 |
Aleksandar Andonov,
Roman Kräussl,
Joshua Rauh
|
The Subsidy to Infrastructure as an Asset Class
|
Corporate Finance & Financial Markets
|
2018 |
|
| 598 |
Roman Kräussl,
Zsofia Kräussl,
Joshua Pollet,
Kalle Rinne
|
The Performance of Marketplace Lenders: Evidence from Lending Club Payment Data
|
Corporate Finance & Financial Markets
|
2018 |
|
| 597 |
Roman Kräussl,
Joshua Pollet,
Denitsa Stefanova
|
Signaling or Marketing? The Role of Discount Control Mechanisms in Closed-End Funds
|
Corporate Finance & Financial Markets
|
2018 |
|
| 596 |
Luiz Félix,
Roman Kräussl,
Philip Stork
|
Predictable Biases in Macroeconomic Forecasts and Their Impact Across Asset Classes
|
Corporate Finance & Financial Markets
|
2018 |
|
| 595 |
Renée Adams,
Roman Kräussl,
Marco Navone,
Patrick Verwijmeren
|
Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices
|
Corporate Finance & Financial Markets
|
2018 |
|
| 594 |
Amy Whitaker,
Roman Kräussl
|
The Subsidy to Infrastructure as an Asset Class
|
Corporate Finance & Financial Markets
|
2018 |
|
| 593 |
Petrus Ferreira,
Roman Kräussl,
Wayne R. Landsman,
Maria Nykyforovych,
Peter Pope
|
Reliability and Relevance of Fair Values: Private Equity Investments and Investee Fundamentals
|
Corporate Finance & Financial Markets
|
2018 |
|
| 592 |
Volker Brühl
|
The clearing of euro OTC derivatives post Brexit – why a uniform regulation and supervision of CCPs is essential for European financial stability
|
Corporate Finance & Financial Markets
|
2018 |
|
| 591 |
Günther Gebhardt,
Zoltán Novotny-Farkas
|
Comparability and predictive ability of loan loss allowances – The role of accounting regulation versus bank supervision
|
Corporate Finance & Financial Markets
|
2018 |
|
| 589 |
Christos Koulovatianos,
Jian Li,
Fabienne Weber
|
Market Fragility and the Paradox of the Recent Stock-Bond Dissonance
|
Corporate Finance & Financial Markets
|
2017 |
|
| 588 |
Volker Brühl
|
Clearing of euro OTC derivatives post Brexit - an analysis of the present cost estimates
|
Corporate Finance & Financial Markets
|
2017 |
|
| 586 |
Roman Goncharenko,
Steven Ongena,
Asad Rauf
|
The Agency of CoCo: Why Do Banks Issue Contingent Convertible Bonds?
|
Corporate Finance & Financial Markets
|
2017 |
|
| 585 |
Milena Schwarz,
Christina Bannier
|
Gender- and education-related effects of financial sophistication on wealth accumulation: Evidence from heteroscedasticity-based instruments
|
Corporate Finance & Financial Markets
|
2017 |
|
| 583 |
Christina Bannier,
Thomas Pauls,
Andreas Walter
|
CEO-speeches and stock returns
|
Corporate Finance & Financial Markets
|
2017 |
|
| 582 |
Nikolaus Hautsch,
Stefan Voigt
|
Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
|
Corporate Finance & Financial Markets
|
2017 |
|
| 581 |
Martin D. Gould,
Nikolaus Hautsch,
Sam D. Howison,
Mason A. Porter
|
Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk?
|
Corporate Finance & Financial Markets
|
2017 |
|
| 580 |
Nikolaus Hautsch,
Michael Noé,
S. Sarah Zhang
|
The Ambivalent Role of High-Frequency Trading in Turbulent Market Periods
|
Corporate Finance & Financial Markets
|
2017 |
|
| 574 |
Annamaria Lusardi,
Olivia S. Mitchell,
Noemi Oggero
|
Debt and Financial Vulnerability on the Verge of Retirement
|
Corporate Finance & Financial Markets
|
2017 |
|
| 573 |
Olivia S. Mitchell,
Donald B. Keim
|
Simplifying Choices in Defined Contribution Retirement Plan Design: A Case Study
|
Corporate Finance & Financial Markets
|
2017 |
|
| 572 |
Joachim Grammig,
Eva-Maria Küchlin
|
A two-step indirect inference approach to estimate the long-run risk asset pricing model
|
Corporate Finance & Financial Markets
|
2017 |
|
| 571 |
Nikolaus Hautsch,
Akos Horvath
|
How Effective are Trading Pauses?
|
Corporate Finance & Financial Markets
|
2017 |
|
| 570 |
Giulio Fella,
Serafin Frache,
Winfried Koeniger
|
Buffer-stock saving and households' response to income shocks
|
Corporate Finance & Financial Markets
|
0 |
|
| 569 |
Torben G. Andersen,
Gökhan Cebiroglu,
Nikolaus Hautsch
|
Volatility, Information Feedback and Market Microstructure Noise: A Tale of Two Regimes
|
Corporate Finance & Financial Markets
|
2017 |
|
| 567 |
Roman Kräussl,
Thorsten Lehnert,
Denitsa Stefanova
|
The European Sovereign Debt Crisis: What Have We Learned?
|
Corporate Finance & Financial Markets
|
2016 |
|
| 566 |
Luiz Félix,
Roman Kräussl,
Philip Stork
|
Single stock call options as lottery tickets
|
Corporate Finance & Financial Markets
|
2016 |
Cumulative prospect theory; Market sentiment; Risk-neutral densities; Call options |
| 565 |
Luiz Félix,
Roman Kräussl,
Philip Stork
|
Implied Volatility Sentiment: A Tale of Two Tails
|
Corporate Finance & Financial Markets
|
2016 |
Sentiment, implied volatility skew, equity-risk premium, reversals, predictability |
| 564 |
Roman Kräussl,
Elizaveta Mirgorodskaya
|
The Winner's Curse on Art Markets
|
Corporate Finance & Financial Markets
|
2016 |
Overreaction, winner's curse, pricing estimates, repeat sale, auction, art market |
| 562 |
Thierry Mayer,
Marc J. Melitz,
Gianmarco Ottaviano
|
Product Mix and Firm Productivity Responses to Trade Competition
|
Corporate Finance & Financial Markets
|
2016 |
|
| 561 |
Christian Volpe Martincus,
Gianmarco Ottaviano,
Jeronimo Carballo
|
The Buyer Margins of Firms' Exports
|
Corporate Finance & Financial Markets
|
2016 |
|
| 560 |
Gianmarco Ottaviano,
Giovanni Peri,
Greg C. Wright
|
Immigration, Trade and Productivity in Services: Evidence from U.K. Firms
|
Corporate Finance & Financial Markets
|
2016 |
|
| 554 |
Jill E. Fisch,
Tess Wilkinson-Ryan,
Kristin Firth
|
Investor Financial Literacy in the Workplace
|
Corporate Finance & Financial Markets
|
0 |
|
| 553 |
Jill E. Fisch,
Stephen J. Choi,
Marcel Kahan,
Edward B. Rock
|
Does Majority Voting Improve Board Accountability?
|
Corporate Finance & Financial Markets
|
0 |
|
| 552 |
Jill E. Fisch,
Jonah B. Gelbach,
Jonathan Klick
|
After Halliburton: Event Studies and Their Role in Federal Securities Fraud Litigation
|
Corporate Finance & Financial Markets
|
0 |
|
| 551 |
Matthias M. M. Buehlmaier,
Josef Zechner
|
Financial Media, Price Discovery, and Merger Arbitrage
|
Corporate Finance & Financial Markets
|
0 |
|
| 550 |
Paul Schneider,
Christian Wagner,
Josef Zechner
|
Low Risk Anomalies?
|
Corporate Finance & Financial Markets
|
0 |
|
| 549 |
Daniel A. Rettl,
Alex Stomper,
Josef Zechner
|
The Stability of Dividends and Wages: Effects of Competitor Inflexibility
|
Corporate Finance & Financial Markets
|
0 |
|
| 548 |
Youchang Wu,
Russ Wermers,
Josef Zechner
|
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds
|
Corporate Finance & Financial Markets
|
0 |
|
| 547 |
Thomas Dangl,
Josef Zechner
|
Debt Maturity and the Dynamics of Leverage
|
Corporate Finance & Financial Markets
|
0 |
|
| 546 |
Thomas Dangl,
Otto Randl,
Josef Zechner
|
Risk Control in Asset Management: Motives and Concepts
|
Corporate Finance & Financial Markets
|
2016 |
|
| 544 |
Alexander Mürmann,
Thomas Rauter
|
Prestige and Loan Pricing
|
Corporate Finance & Financial Markets
|
2016 |
|
| 543 |
Daniela Kremslehner,
Alexander Mürmann
|
Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior
|
Corporate Finance & Financial Markets
|
2016 |
|
| 542 |
Ester Faia
|
Sovereign Risk, Bank Funding and Investors’ Pessimism
|
Corporate Finance & Financial Markets
|
2016 |
|
| 540 |
Patrick Augustin,
Valeri Sokolovski,
Marti G. Subrahmanyam,
Davide Tomio
|
Why Do Investors Buy Sovereign Default Insurance?
|
Corporate Finance & Financial Markets
|
2016 |
|
| 537 |
Markus K. Brunnermeier,
Sam Langfield,
Marco Pagano,
Ricardo Reis,
Stijn Van Nieuwerburgh,
Dimitri Vayanos
|
ESBies: Safety in the Tranches
|
Corporate Finance & Financial Markets
|
2016 |
|
| 533 |
Söhnke Bartram,
Gregory Brown,
René M. Stulz
|
Why does idiosyncratic risk increase with market risk?
|
Corporate Finance & Financial Markets
|
2016 |
|
| 531 |
Volker Brühl
|
Die Kosten der Flüchtlingskrise in Deutschland – eine Investition in die Zukunft?
|
Corporate Finance & Financial Markets
|
2016 |
|
| 530 |
Andrea Zaghini
|
Fragmentation and Heterogeneity in the Euro – Area Corporate Bond Market: Back to normal?
|
Corporate Finance & Financial Markets
|
2016 |
|
| 526 |
Peter A. Zadrozny
|
Extended Yule-Walker Identification of Varma Models With Single- Or Mixed Frequency Data
|
Corporate Finance & Financial Markets
|
2015 |
|
| 517 |
Andrew Ellul,
Marco Pagano,
Fabiano Schivardi
|
Employment and Wage Insurance within Firms: Worldwide Evidence
|
Corporate Finance & Financial Markets
|
2015 |
risk-sharing, insurance, social security, unemployment, wages, family firms |
| 516 |
Nikolaus Hautsch,
Rodrigo Herrera
|
Multivariate Dynamic Intensity Peaks-Over-Threshold Models
|
Corporate Finance & Financial Markets
|
2015 |
Extreme value theory, Value-at-Risk, Expected shortfall, Self-exciting point process, Conditional intensity |
| 506 |
Volker Brühl,
Uwe Walz
|
Das anhaltende Niedrigzinsumfeld in Deutschland
|
Corporate Finance & Financial Markets
|
2015 |
|
| 491 |
Jill E. Fisch
|
The Broken Buck Stops Here: Embracing Sponsor Support in Money Market Fund Reform
|
Trading and Pricing in Financial Markets
|
2014 |
regulation of financial markets, banking regulation, securities law and regulation, money market funds, mutual funds, MMFs, SEC, securities, net asset value, financial crisis, shadow banking, systemic risk, financial crisis |
| 485 |
Marco Di Maggio,
Marco Pagano
|
Financial Disclosure and Market Transparency with Costly Information Processing
|
Trading and Pricing in Financial Markets
|
2014 |
disclosure, transparency, financial literacy, limited attention, OTC markets |
| 482 |
Sergei Kovbasyuk,
Marco Pagano
|
Advertising Arbitrage
|
Trading and Pricing in Financial Markets
|
2014 |
limits to arbitrage, advertising, price discovery, limited attention |
| 480 |
Joachim Grammig,
Jantje Sönksen
|
Consumption-Based Asset Pricing with Rare Disaster Risk
|
Trading and Pricing in Financial Markets
|
2014 |
equity premium, rare disaster risk, asset pricing, simulated method of moments |
| 479 |
Joachim Grammig,
Eva-Maria Schaub
|
Give Me Strong Moments and Time: Combining GMM and SMM to Estimate Long-Run Risk Asset Pricing Models
|
Trading and Pricing in Financial Markets
|
2014 |
asset pricing, long-run risk, simulated method of moments |
| 477 |
Markus Bibinger,
Nikolaus Hautsch,
Peter Malec,
Markus Reiss
|
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
|
Trading and Pricing in Financial Markets
|
2014 |
local method of moments, spot covariance, smoothing, intraday (co-)variation risk |
| 468 |
Gökhan Cebiroglu,
Nikolaus Hautsch,
Ulrich Horst
|
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
|
Trading and Pricing in Financial Markets
|
2014 |
liquidity externalities, order flow, trade signaling, limit order book |
| 467 |
Frank Betz,
Nikolaus Hautsch,
Tuomas A. Peltonen,
Melanie Schienle
|
Systemic Risk Spillovers in the European Banking and Sovereign Network
|
Trading and Pricing in Financial Markets
|
2014 |
systemic risk contribution, tail dependence, network topology, sovereignbank linkages, Value-at-Risk |
| 462 |
Marti G. Subrahmanyam,
Dragon Yongjun Tang,
Sarah Qian Wang
|
Credit Default Swaps and Corporate Cash Holdings
|
Trading and Pricing in Financial Markets
|
2014 |
|
| 461 |
Nils Friewald,
Rainer Jankowitsch,
Marti G. Subrahmanyam
|
To Disclose or not to Disclose: Transparency and Liquidity in the Structured Product Market
|
Trading and Pricing in Financial Markets
|
2014 |
|
| 459 |
Simone M. Sepe,
Charles K. Whitehead
|
Paying for Risk: Bankers, Compensation, and Competition
|
Law and Economics of Financial Organizations
|
2014 |
|
| 458 |
Andrej Gill,
Matthias Heinz,
Heiner Schumacher
|
Trust, Trustworthiness and Selection into the Financial Industry
|
Law and Economics of Financial Organizations
|
2014 |
|
| 450 |
Nikolaus Hautsch,
Ostap Okhrin,
Alexander Ristig
|
Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
|
Trading and Pricing in Financial Markets
|
2014 |
|
| 441 |
Nikolaus Hautsch,
Julia Schaumburg,
Melanie Schienle
|
Financial Network Systemic Risk Contributions
|
Trading and Pricing in Financial Markets
|
2013 |
|
| 440 |
Taras Bodnar,
Nikolaus Hautsch
|
Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
|
Trading and Pricing in Financial Markets
|
2013 |
|
| 437 |
Michael Aitken,
Douglas Cumming,
Feng Zhan
|
High Frequency Trading and End-of-Day Price Dislocation
|
Trading and Pricing in Financial Markets
|
2013 |
|
| 436 |
Michael Aitken,
Douglas Cumming,
Feng Zhan
|
Exchange Trading Rules, Surveillance and Insider Trading
|
Law and Economics of Financial Organizations
|
2013 |
|
| 426 |
Stefan Mittnik
|
VaR-implied Tail-correlation Matrices
|
Trading and Pricing in Financial Markets
|
2013 |
|
| 422 |
Andrej Gill,
Steffen Juranek,
Christian Lizarazo,
Nikolai Visnjic,
Uwe Walz
|
Anreize, systemische Risiken und Intransparenz. Lehren aus der Finanz- und Staatsschuldenkrise
|
Law and Economics of Financial Organizations
|
2013 |
|
| 405 |
Nikolaus Hautsch,
Ruihong Huang
|
On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
|
Trading and Pricing in Financial Markets
|
2012 |
|
| 403 |
Andrej Gill,
Uwe Walz
|
Going Public – Going Private. The Case of VC-backed Firms
|
Law and Economics of Financial Organizations
|
2012 |
Going-private Decisions, VC-backed IPOs, Corporate Governance |
| 395 |
Nikolaus Hautsch,
Peter Malec,
Melanie Schienle
|
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 394 |
Nikolaus Hautsch,
Lada M. Kyj,
Peter Malec
|
The Merit of High-Frequency Data in Portfolio Allocation
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 388 |
Kristian Rydqvist,
Joshua Spizman,
Ilya Strebulaev
|
The Evolution of Aggregate Stock Ownership
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 387 |
Azi Ben-Rephael,
Jacob Oded,
Avi Wohl
|
Do Firms Buy Their Stock at Bargain Prices? Evidence from Actual Stock Repurchase Disclosure
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 386 |
Christian Andres,
André Betzer,
Marc Goergen
|
Dividend Policy, Corporate Control and Tax Clienteles The Case of Germany
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 379 |
Hélena Beltran-Lopez,
Joachim Grammig,
Albert J. Menkveld
|
Limit Order Books and Trade Informativeness
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 378 |
Joachim Grammig,
Erik Theissen,
Oliver Wünsche
|
Time and the Price of a Trade: A Structural Approach
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 375 |
Gerline Fellner,
Erik Theissen
|
Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 374 |
André Betzer,
Jasmin Gider,
Daniel Metzger,
Erik Theissen
|
Strategic Trading and Trade Reporting by Corporate Insiders
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 373 |
Joachim Grammig,
Eric Theissen
|
Is BEST Really Better? Internalization of Orders in an Open Limit Order Book
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 372 |
Jördis Hengelbrock,
Erik Theissen,
Christan Westheide
|
Market Response to Investor Sentiment
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 366 |
Steffen Juranek,
Uwe Walz
|
Vertical Integration, Competition, and Financial Exchanges: Is there Grain in the Silo?
|
Entrepreneurial Finance
|
2011 |
|
| 363 |
Nikolaus Hautsch,
Peter Malec,
Melanie Schienle
|
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
|
Economics of Exchanges
|
2011 |
|
| 362 |
Horst Entorf,
Christian Knoll,
Liliya Sattarova
|
Measuring Confidence and Uncertainty during the Financial Crisis: Evidence from the CFS Survey
|
Trading and Pricing in Financial Markets
|
2011 |
|
| 361 |
Nikolaus Hautsch,
Mark Podolskij
|
Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
|
Economics of Exchanges
|
2011 |
|
| 359 |
Bartholomäus Ende,
Marco Lutat
|
Trade-throughs in European Cross-traded Equities After Transaction Costs
|
Economics of Exchanges
|
2011 |
|
| 358 |
Terrence Hendershott,
Albert J. Menkveld
|
Price Pressures
|
Economics of Exchanges
|
2011 |
|
| 357 |
Sarah Draus
|
Does Inter-Market Competition Lead to Less Regulation?
|
Economics of Exchanges
|
2011 |
|
| 356 |
Kai-Oliver Maurer,
Carsten Schäfer
|
Analysis of Binary Trading Patterns in Xetra
|
Economics of Exchanges
|
2011 |
|
| 345 |
Nikolaus Hautsch,
Dieter Hess,
David Veredas
|
The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
|
Economics of Exchanges
|
2011 |
|
| 343 |
Axel Groß-Klußmann,
Nikolaus Hautsch
|
Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements
|
Economics of Exchanges
|
2009 |
|
| 339 |
Erik Theissen
|
Price Discovery in Spot and Futures Markets: A Reconsideration
|
Economics of Exchanges
|
2009 |
|
| 335 |
Nikolaus Hautsch,
Ruihong Huang
|
The Market Impact of a Limit Order
|
Economics of Exchanges
|
2009 |
|
| 332 |
Nikolaus Hautsch,
Lada M. Kyj,
Roel C.A. Oomen
|
A Blocking and Regularization Approach to High Dimensional Realized Covariance Estimation
|
Economics of Exchanges
|
2009 |
|
| 330 |
Wolfgang Karl Härdle,
Nikolaus Hautsch,
Andrija Mihoci
|
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynanmics
|
Economics of Exchanges
|
2009 |
|
| 322 |
Peter Gomber,
Markus Gsell
|
Electronic Markets, Algorithmic Trading, Order Submission, Securities Trading
|
Economics of Exchanges
|
2009 |
|
| 319 |
Carsten Bienz,
Julia Hirsch,
Uwe Walz
|
Governance und Vertragsstrukturen in der deutschen VC Industrie: Eine empirische Einschätzung
|
Entrepreneurial Finance
|
2009 |
|
| 318 |
Patrick Herbst,
Uwe Walz
|
The Design of Vertical R&D Collaborations
|
Entrepreneurial Finance
|
2009 |
|
| 317 |
Carsten Bienz,
Uwe Walz
|
Venture Capital Exit Rights
|
Entrepreneurial Finance
|
2009 |
|
| 315 |
Nikolaus Hautsch,
Yangguoyi Ou
|
Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields
|
Economics of Exchanges
|
2009 |
|
| 309 |
Gunther Wuyts
|
The Impact of Liquidity Shocks Through the Limit Order Book
|
Economics of Exchanges
|
2008 |
|
| 308 |
Azi Ben-Rephael,
Ohad Kadan,
Avi Wohl
|
The Diminishing Liquidity Premium
|
Economics of Exchanges
|
2008 |
|
| 306 |
Joachim Grammig,
Franziska J. Peter
|
International Price Discovery in the Presence of Microstructure Noise
|
Economics of Exchanges
|
2008 |
|
| 305 |
Markus Gsell
|
Assessing the Impact of Algorithmic Trading on Markets: A Simulation Approach
|
Economics of Exchanges
|
2008 |
|
| 304 |
Stefan Frey,
Patrik Sandas
|
The Impact of Hidden Liquidity in Limit Order Books
|
Economics of Exchanges
|
2008 |
|
| 303 |
Albert J. Menkveld,
Asani Sarkar,
Michel van der Wel
|
Customer Flow, Intermediaries, and the Discovery of the Equilibrium Riskfree Rate
|
Economics of Exchanges
|
2008 |
|
| 301 |
Michael S. Pagano,
Lin Peng,
Robert A. Schwartz
|
The Quality of Price Formation at Market Openings and Closings: Evidence from the Nasdaq Stock Market
|
Economics of Exchanges
|
2008 |
|
| 300 |
David Reiffen,
Michel Robe
|
Demutualization and Enforcement Incentives at Self-regulatory Financial Exchanges
|
Economics of Exchanges
|
2008 |
|
| 299 |
Craig Pirrong
|
The Industrial Organization of Execution, Clearing and Settlement in Financial Markets
|
Economics of Exchanges
|
2008 |
|
| 298 |
Thorsten V. Koeppl,
Cyril Monnet
|
Central Counterparties
|
Economics of Exchanges
|
2008 |
|
| 297 |
Terrence Hendershott,
Charles M. Jones,
Albert J. Menkveld
|
Does Algorithmic Trading Improve Liquidity?
|
Economics of Exchanges
|
2008 |
|
| 296 |
Jonathan Field,
Jeremy Large
|
Pro-Rata Matching and One-Tick Futures Markets
|
Economics of Exchanges
|
2008 |
|
| 295 |
Giovanni Cespa,
Thierry Foucault
|
Insiders-Outsiders, Transparency and the Value of the Ticker
|
Economics of Exchanges
|
2008 |
|
| 284 |
Nikolaus Hautsch,
Dieter Hess,
Christoph Müller
|
Price Adjustment to News with Uncertain Precision
|
Economics of Exchanges
|
2008 |
|
| 277 |
Miriam Sperl
|
Quantifying the Efficiency of the Xetra LOB Market
|
Economics of Exchanges
|
2008 |
|
| 268 |
Jürgen Gaul,
Erik Theissen
|
A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices
|
Economics of Exchanges
|
2008 |
|
| 247 |
Nikolaus Hautsch
|
Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
|
Economics of Exchanges
|
2007 |
|
| 242 |
Bea Canto,
Roman Kräussl
|
Electronic Trading Systems and Intraday Non-Linear Dynamics: An Examination of the FTSE 100 Cash and Futures Returns
|
Economics of Exchanges
|
2007 |
|
| 241 |
Maria Kasch-Haroutounian,
Erik Theissen
|
Competition between Exchanges: Euronext versus Xetra
|
Economics of Exchanges
|
2007 |
|
| 216 |
Julia Hirsch
|
Public Policy and Venture Capital Financed Innovation: A Contract Design Approach
|
Entrepreneurial Finance
|
2006 |
|
| 214 |
Christian Laux,
Uwe Walz
|
Tying Lending and Underwriting: Scope Economies, Incentives, and Reputation
|
Entrepreneurial Finance,
Insurance & Risk Transfer
|
2006 |
|
| 199 |
Julia Hirsch,
Uwe Walz
|
Why Do Contracts Differ between VC Types? Market Segmentation versus Corporate Governance Varieties
|
Entrepreneurial Finance
|
2006 |
|
| 198 |
Carsten Bienz,
Julia Hirsch
|
The Dynamics of Venture Capital Contracts
|
Entrepreneurial Finance
|
2006 |
|
| 149 |
Lars Norden,
Martin Weber
|
The comovement of credit default swap, bond and stock markets: an empirical analysis
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 148 |
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold,
Clara Vega
|
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 147 |
Elena Carletti,
Vittoria Cerasi,
Sonja Daltung
|
Multiple-bank lending: diversification and free-riding in monitoring
|
Law and Economics of Financial Organizations
|
2004 |
|
| 146 |
Douglas Cumming,
Daniel Schmidt,
Uwe Walz
|
Legality and Venture Governance Around the World
|
Law and Economics of Financial Organizations
|
2004 |
|
| 145 |
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold,
Jin Wu
|
Realized Beta: Persistence and Predictability
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 141 |
Daniel Schmidt
|
Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 140 |
Francis X. Diebold
|
The Nobel Memorial Prize for Robert F. Engle
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 139 |
Sean D. Campbell,
Francis X. Diebold
|
Weather Forecasting for Weather Derivatives
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 137 |
Peter F. Christoffersen,
Francis X. Diebold
|
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 136 |
Michael W. Brandt,
Francis X. Diebold
|
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 135 |
Dorothea Schäfer,
Axel Werwatz,
Volker Zimmermann
|
The Determinants of Debt and (Private-) Equity Financing in Young Innovative SMEs: Evidence from Germany
|
Law and Economics of Financial Organizations
|
2004 |
|
| 134 |
Uwe Walz,
Douglas Cumming
|
Private Equity Returns And Disclosure Around The World
|
Law and Economics of Financial Organizations
|
2004 |
|
| 132 |
Marc Escrihuela-Villar
|
Innovation and Market Concentration with Asymmetric Firms
|
Law and Economics of Financial Organizations
|
2004 |
|
| 131 |
Tereza Tykvová,
Uwe Walz
|
Are IPOs of Different VCs Different?
|
Trading and Pricing in Financial Markets
|
2004 |
|
| 129 |
Martin D. Dietz
|
Screening and Advising by a Venture Capitalist with a Time Constraint
|
Law and Economics of Financial Organizations
|
2003 |
|
| 128 |
Romain Bouis
|
IPOs Cycle and Investment in High-Tech Industries
|
Law and Economics of Financial Organizations
|
2003 |
|
| 117 |
Reinhard H. Schmidt
|
Corporate Governance in Germany: An Economic Perspective
|
Law and Economics of Financial Organizations
|
2003 |
|
| 116 |
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold
|
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
|
Trading and Pricing in Financial Markets
|
2003 |
|
| 110 |
Christina Bannier
|
Privacy or Publicity - Who Drives the Wheel?
|
Trading and Pricing in Financial Markets
|
2003 |
|
| 109 |
Frank A. Schmid,
Mark Wahrenburg
|
Mergers and Acquisitions in Germany-Social Setting and Regulatory Framework
|
Law and Economics of Financial Organizations
|
2003 |
|
| 108 |
Andreas Hackethal
|
German banks - a declining industry?
|
Law and Economics of Financial Organizations
|
2003 |
|
| 107 |
Stefanie A. Franzke,
Stefanie Grohs,
Christian Laux
|
Initial Public Offerings and Venture Capital in Germany
|
Law and Economics of Financial Organizations
|
2003 |
|
| 106 |
Tereza Tykvová
|
The Role of the Value Added by the Venture Capitalists in Timing and Extent of IPOs
|
Law and Economics of Financial Organizations
|
2003 |
|
| 105 |
Tereza Tykvová
|
Is the Behavior of German Venture Capitalists Different? Evidence from the Neuer Markt
|
Law and Economics of Financial Organizations
|
2003 |
|
| 104 |
Roman Kräussl
|
A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
|
Trading and Pricing in Financial Markets
|
2003 |
|
| 103 |
Roman Kräussl
|
Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
|
Trading and Pricing in Financial Markets
|
2003 |
|
| 102 |
Günther Gebhardt,
Rolf Reichardt,
Carsten Wittenbrink
|
Accounting for Financial Instruments in the Banking Industry: Conclusions from a Simulation Model
|
Law and Economics of Financial Organizations
|
2003 |
|
| 101 |
Ralf Elsas,
Jan Pieter Krahnen
|
Universal Banks and Relationships with Firms
|
Law and Economics of Financial Organizations
|
2003 |
|
| 99 |
Roman Kräussl
|
Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
|
Trading and Pricing in Financial Markets
|
2003 |
|
| 98 |
Erik Theissen
|
Organized Equity Markets in Germany
|
Trading and Pricing in Financial Markets
|
2003 |
|
| 97 |
Christian Leuz,
Jens Wüstemann
|
The Role of Accounting in the German Financial System
|
Law and Economics of Financial Organizations
|
2003 |
|
| 96 |
Daniel Schmidt,
Mark Wahrenburg
|
Contractual Relations between European VC-Funds and Investors: The Impact of Reputation and Bargaining Power on Contractual Design
|
Law and Economics of Financial Organizations
|
2003 |
|
| 95 |
Raimond Maurer
|
Institutional investors in Germany: Insurance companies and investment funds
|
Law and Economics of Financial Organizations
|
2003 |
|
| 81 |
Ralf Elsas,
Jan Pieter Krahnen
|
Collateral, Relationship Lending and Financial Distress: An Empirical Study on Financial Contracting
|
Law and Economics of Financial Organizations
|
2002 |
|
| 80 |
Stefanie A. Franzke,
Christian Schlag
|
Over-Allotment Options in IPOs on Germany's Neuer Markt - An Empirical Investigation -
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 78 |
Andreas A. Jobst
|
The Pricing Puzzle: The Default Term Structure of Collateralised Loan Obligations
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 77 |
Andreas A. Jobst
|
Collateralised Loan Obligations (CLOs) - A Primer
|
Law and Economics of Financial Organizations
|
2002 |
|
| 76 |
Yunus Aksoy,
Hanno Lustig
|
On the Short and Long Term Real Effects of Nominal Exchange Rates
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 74 |
Stefan Mittnik,
Markus Haas,
Marc S. Paolella
|
Mixed Normal Conditional Heteroskedasticity
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 72 |
Andreas Bascha,
Uwe Walz
|
Financing Practices in the German Venture Capital Industry: An Empirical Assessment
|
Law and Economics of Financial Organizations
|
2002 |
|
| 71 |
Werner Neus,
Uwe Walz
|
Exit Timing of Venture Capitalists in the Course of an Initial Public Offering
|
Law and Economics of Financial Organizations
|
2002 |
|
| 70 |
Erik Theissen
|
Internalisierung und Marktqualität: Was bringt Xetra Best?
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 68 |
Holger Claessen,
Stefan Mittnik
|
Forecasting Stock Market Volatility and the Informational Efficiency of the DAX-index Options Market
|
Trading and Pricing in Financial Markets
|
2002 |
|
| 67 |
Raimond Maurer,
Christian Schlag
|
Money-Back Guarantees in Individual Pension Accounts: Evidence from the German Pension Reform
|
Law and Economics of Financial Organizations
|
2002 |
|
| 66 |
Issam Hallak
|
Why Borrowers Pay Premiums to Larger Lenders: Empirical Evidence from Sovereign Syndicated Loans
|
Law and Economics of Financial Organizations
|
2002 |
|
| 65 |
Stefan Feinendegen,
Daniel Schmidt,
Mark Wahrenburg
|
Die Vertragsbeziehung zwischen Investoren und Venture Capital-Fonds: Eine empirische Untersuchung des europäischen Venture Capital-Marktes
|
Law and Economics of Financial Organizations
|
2002 |
|
| 61 |
Olaf Ehrhardt,
Eric Nowak
|
Private Benefits and Minority Shareholder Expropriation - Empirical Evidence from IPOs of German Family-Owned Firms
|
Trading and Pricing in Financial Markets
|
2001 |
|
| 57 |
Bernd Kaltenhäuser
|
Explaining the Dollar-Euro Rate: Do Stock Market Returns Matter?
|
Trading and Pricing in Financial Markets
|
2001 |
|
| 55 |
Antje Brunner,
Jan Pieter Krahnen
|
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
|
Law and Economics of Financial Organizations
|
2001 |
|
| 52 |
Stefanie Franzke
|
Underpricing of Venture-Backed and Non Venture-Backed IPOs: Germany's Neuer Markt
|
Law and Economics of Financial Organizations
|
2001 |
|
| 50 |
Christian Schlag,
Anja Wodrich
|
Has There Always Been Underpricing and Long-Run Underperformance? - IPOs in Germany Before World War I
|
Trading and Pricing in Financial Markets
|
2000 |
|
| 49 |
Roland Beck
|
The Volatility of Capital Flows to Emerging Markets and Financial Services Trade
|
Trading and Pricing in Financial Markets
|
2000 |
|
| 46 |
Mathias Hoffmann,
Ronald MacDonald
|
A Real Differential View of Equilibrium Real Exchange Rates and Misalignments
|
Trading and Pricing in Financial Markets
|
2000 |
|
| 43 |
Günther Gebhardt
|
The Evolution of Global Standards of Accounting
|
Law and Economics of Financial Organizations
|
2000 |
|
| 38 |
Caroline Van Rijckeghem,
Beatrice Weder
|
Financial Contagion: Spillovers Through Banking Centers
|
Trading and Pricing in Financial Markets
|
1999 |
Published in: Journal of International Money and
Finance 22, 483-509, 2003, under the title "Spillovers Through Banking Centers: A Panel Data Analysis" |
| 36 |
Ralf Ahrens
|
Predicting Recessions with Interest Rate Spreads: A Multicountry Regime-Switching Analysis
|
Trading and Pricing in Financial Markets
|
1999 |
|
| 35 |
Ralf Ahrens
|
Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations
|
Trading and Pricing in Financial Markets
|
1999 |
|
| 33 |
Wolfgang Gerke,
Robert Bosch
|
Die Betreuer am Neuen Markt - Eine empirische Analyse
|
Trading and Pricing in Financial Markets
|
1999 |
|
| 32 |
Wolfgang Breuer
|
The Relevance of Primary Dealers for Public Bond Issues
|
Trading and Pricing in Financial Markets
|
1999 |
|
| 31 |
Helmut Dietl,
Markus Pauli,
Susanne Royer
|
Frankfurts Position im internationalen Finanzplatzwettbewerb Eine ressourcenorientierte Analyse
|
Economics of Exchanges
|
1999 |
|
| 29 |
Torben M. Andersen
|
Nominal Rigidities and the Optimal Rate of Inflation
|
Trading and Pricing in Financial Markets
|
1999 |
|
| 28 |
Ernst Fehr,
Jean-Robert Tyran
|
Strategic Complementarity, Nominal Rigidity and the Non-Neutrality of Money
|
Trading and Pricing in Financial Markets
|
1999 |
|
| 20 |
Gordon M. Bodnar,
Günther Gebhardt
|
Derivatives Usage in Risk Management by U.S. and German Non-Financial Firms: A Comparative Survey
|
Trading and Pricing in Financial Markets
|
1998 |
|
| 15 |
Utpal Bhattacharya,
Hazem Daouk,
Brian Jorgenson,
Carl-Heinrich Kehr
|
When an Event is Not an Event: The Curious Case of an Emerging Market
|
Trading and Pricing in Financial Markets
|
1998 |
|
| 13 |
Ernst Maug
|
How Effective is Proxy Voting? Information Aggregation and Conflict Resolution in Corporate Voting Contests
|
Law and Economics of Financial Organizations
|
1998 |
|
| 1 |
Jan Pieter Krahnen,
Frank A. Schmid,
Erik Theissen
|
Mutual Fund Performance and Market Share: Evidence from the German Market
|
Trading and Pricing in Financial Markets
|
1997 |
|
| 0 |
Renée Adams,
Roman Kräussl,
Marco Navone,
Patrick Verwijmeren
|
Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices
|
Corporate Finance & Financial Markets
|
0 |
|