| 371. | Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets
Publishing author: OEHLER Andreas
Co-author(s): HEILMANN Klaus / LAEGER Volker
Working paper (2001 - Department of Finance, Bamberg University) - English
Online since 2003.06.09 at 11:16:45 -
92 download(s) - 4
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Abstract | Download (.pdf - 580 KB) - Zip version (442 KB) |
| | 1 download(s) during the current quarter |
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| 372. | Coexistence of Disposition Investors and Momentum Traders in Stock Markets: Experimental Evidence
Publishing author: OEHLER Andreas
Co-author(s): HEILMANN Klaus / LAEGER Volker / OBERLAENDER Michael
Journal article (2003 - Journal of International Financial Markets, Institutions & Money (forthcoming)) - English
Online since 2003.06.09 at 11:02:05 -
129 download(s) - 3
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Abstract | Download (.pdf - 680 KB) - Zip version (479 KB) |
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| 373. | Aggregation of Information, Insider Trading and Liquidity in Experimental Call Markets
Publishing author: OEHLER Andreas
Co-author(s): HEILMANN Klaus / LAEGER Volker
Working paper (2001 - Department of Finance, Bamberg University) - English
Online since 2003.06.09 at 10:51:11 -
54 download(s) - 0
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Abstract | Download (.pdf - 561 KB) - Zip version (448 KB) |
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| 374. | State Tameness: A New Approach for Credit Constrains
Publishing author: LONDONO Jaime Alberto
Co-author(s):
Working paper (2002 - Universidad EAFIT) - English
Online since 2003.06.04 at 17:56:29 -
25 download(s) - 0
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Abstract | Download (.pdf - 183 KB) - Zip version (163 KB) |
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| 375. | Risk Aversion and Skewness Preference
Publishing author: POST Thierry
Co-author(s): VAN VLIET Pim
Working paper (2003 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 14:56:58 -
188 download(s) - 1
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Abstract | Download (.pdf - 129 KB) - Zip version (110 KB) |
| | 1 download(s) during the current quarter |
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| 376. | IGARCH models and structural breaks
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas / SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.06 at 11:14:02 -
103 download(s) - 2
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Abstract | Download (.pdf - 203 KB) - Zip version (188 KB) |
| | 1 download(s) during the current quarter |
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| 377. | Estimation des coûts de transaction sur un marché gourverné par les ordres: le cas des composantes du CAC 40
(Transaction costs estimation : a test of Lesmond and al. (1999)'s method to the French order-driven market)
Publishing author: DEVILLE Laurent
Co-author(s):
Working paper (2001 - Laboratoire de Recherche en Gestion & Economie (Strasbourg)) - French
Online since 2003.01.21 at 16:20:27 -
190 download(s) - 2
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Abstract (Abstract in English) | Download (.pdf - 219 KB) - Zip version (173 KB) |
| | 1 download(s) during the current quarter |
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| 378. | Common Factors in Conditional Distributions
Publishing author: PATTON Andrew
Co-author(s): GRANGER Clive W. J. / TERASVIRTA Timo
Working paper (2002 - University of California, San Diego) - English
Online since 2003.01.16 at 18:48:12 -
117 download(s) - 1
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Abstract | Download (.pdf - 171 KB) - Zip version (155 KB) |
| | 1 download(s) during the current quarter |
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| 379. | Spatial Interpolation for Lattice Option Pricing -- or Well Pruned Bushy Trees
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2002 - Cornerstone Research) - English
Online since 2003.01.14 at 13:26:47 -
73 download(s) - 1
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Abstract | Download (.pdf - 324 KB) - Zip version (287 KB) |
| | 1 download(s) during the current quarter |
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| 380. | An irregular grid approach for pricing high-dimensional American options
Publishing author: BERRIDGE Steffan John
Co-author(s): SCHUMACHER J.M.
Working paper (2002 - CentER for Economic Research, Tilburg University) - English
Online since 2003.01.13 at 21:19:32 -
78 download(s) - 2
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- Average rating (/5): 4
Abstract | Download (.pdf - 2873 KB) - Zip version (2026 KB) |
| | 1 download(s) during the current quarter |
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