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Limit order books and trade informativeness
Beltran-Lopez, Hlena; Grammig, Joachim; Menkveld, Albert J. - In: The European journal of finance 18 (2012) 9, pp. 737-760
Persistent link: https://www.econbiz.de/10010040797
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Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
Grammig, Joachim; Schrimpf, Andreas; Schuppli, Michael - In: The European journal of finance 15 (2009) 5, pp. 511-532
Persistent link: https://www.econbiz.de/10008285613
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Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
Grammig, Joachim; Schrimpf, Andreas; Schuppli, Michael - In: The European journal of finance 15 (2009) 5, pp. 511-533
Persistent link: https://www.econbiz.de/10008744149