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Surprises in scheduled releases : why do they move the bond market?
Hess, Dieter - 2000
Persistent link: https://www.econbiz.de/10004678658
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Surprises in US macroeconomic releases : determinants of their relative impact on t-bound futures
Hess, Dieter - 2001
Persistent link: https://www.econbiz.de/10004734551
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What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank; Hess, Dieter; Pohlmeier, Winfried - 1998
Persistent link: https://www.econbiz.de/10004570153
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - 2002
Persistent link: https://www.econbiz.de/10004718545
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Bayesian learning in financial markets : testing for the relevance of information precision in price discovery
Hautsch, Nikolaus; Hess, Dieter - 2004
Persistent link: https://www.econbiz.de/10004880884
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Accounting for stock-based compensation : an extended clean surplus relation
Hess, Dieter; Lüders, Erik - 2001
Persistent link: https://www.econbiz.de/10004679932
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus; Hess, Dieter - 2001
Persistent link: https://www.econbiz.de/10004680264
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New economy accounting : why are broad-based stock option plans so attractive?
Hess, Dieter; Lüders, Erik - 2000
Persistent link: https://www.econbiz.de/10004664331
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Do companies exploit accounting rules for broad based stock option plans? : a case study
Hess, Dieter; Lüders, Erik - 2000
Persistent link: https://www.econbiz.de/10004667193