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The economic value of predicting stock index returns and volatility
Marquering, Wessel A.
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2000
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Old folks and spoiled brats : why the baby boomers' saving crisis need not be that bad
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2001
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Modeling comovements in trading intensities to distinguish sector and stock specific news
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2002
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Do macroeconomic announcements cause asymmetric volatility
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Aggressive orders and the resiliency of a limit order market
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Stochastic volatility models with transaction time risk
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2004
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Post earnings announcement drift : more risk than investors can bear
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Shareholder wealth effects of European domestic and cross-border takeover bids
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The shapley value for partition function form games
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Evaluation periods and asset prices in a market experiment
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