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2006-03-01
Day-end effect on the Paris Bourse
Michayluk, D
;
Sanger, GC
2009-01-07
Developing actionable trading strategies
Cao, L
2006-08-01
A behavioral asset pricing model with a time-varying second moment
Chiarella, C
;
He, XZ
;
Wang, D
2007-01
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Chiarella, C
;
Nikitopoulos Sklibosios, C
;
Schlogl, E
2006-08-01
Market mood, adaptive beliefs and asset price dynamics
Dieci, R
;
Foroni, I
;
Gardini, L
;
He, XZ
2008-01
Integrating stress-testing frameworks
Roesch, D
;
Scheule, H
;
Roesch, D
;
Scheule, H
2009-01
Heterogeneity, market mechanisms and asset price dynamics
Chiarella, C
;
Dieci, R
;
He, X
;
Hens, T
;
Schenk-Hoppe, KR
2008-01
Is liquidity symmetric? A study of newly listed internet and technology stocks
Michayluk, D
;
Neuhauser, K
2008-01
Downturn LGD for Hong Kong mortgage loan portfolios
Roesch, D
;
Scheule, H
2005-01
The case for market inefficiency: investment style and market pricing
Bird, R
;
He, X
;
Thosar, SB
;
Woolley, PK
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2009
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2005
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