2012

FRIJNS B., IREK. F, LEHNERT Th., MARTELIN N. Noise Trading and the Cross-Section of Index Option Prices	12-01.pdf 402.18 kB
BOISSAUX M., SCHILTZ J. Conditioned Higher Moment Portfolio Optimisation Using Optimal Control	12-02.pdf 442.42 kB
CABRERA S., FATAS E., LACOMBA J.A., NEUGEBAUER T. Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment	12-03.pdf 194.97 kB
BEKKOUR L., JIN X., LEHNERT T., RASMOUKI F., WOLFF Chr. Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency	12-04.pdf 332.60 kB
OTSUBO Y. Price Discovery of Tokyo - New York Cross-listed Stocks	12-05.pdf 219.22 kB
OTSUBO Y. Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market	12-06.pdf 262.10 kB
MIZRACH B., OTSUBO Y. The Market Microstructure of the European Climate Exchange	12-07.pdf 467.76 kB
GRAMMATIKOS Th., VERMEULEN R. The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity	12-08.pdf 278.93 kB
FRIJNS B., LEHNERT Th., ZWINKELS R. Sentiment Trades and Option Prices	12-09.pdf 224.70 kB