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Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim, (2000)
Grammig, Joachim, (1999)
Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus, (1999)
Regulation fair disclosure and the cost of adverse selection
Sidhu, Baljit, (2005)
Dividend persistence and return predictability
Powell, John G, (2004)