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2. Public Debt Management in India and Related Issues. (2015). Kausaliya, R.
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3. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Trba, Filip ; Vaiek, Boek.
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4. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Sterba, Filip ; Vasicek, Borek .
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5. The pricing of G7 sovereign bond spreads – the times, they are a-changin. (2012). Ehrmann, Michael ; D'Agostino, Antonello.
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6. Determinants of government bond spreads in the euro area: in good times as in bad. (2012). Boysen-Hogrefe, Jens ; Aßmann, Christian ; Amann, Christian.
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7. Benchmark Bonds Interactions under Regime Shifts. (2012). Migiakis, Petros ; Georgoutsos, Dimitris.
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8. Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis. (2010). Costa, Sónia ; Barbosa, Luciana.
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9. CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA. (2009). Swanson, Eric ; Gürkaynak, Refet ; Fratzscher, Marcel ; Ehrmann, Michael.
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10. Sovereign bond market integration: the euro, trading platforms and financial crises. (2009). Wolff, Guntram ; Schulz, Alexander.
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11. An empirical analysis on the determinants of CEE government bond spreads. (2009). Ebner, André.
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13. Benchmark bonds interactions under regime shifts. (2009). Migiakis, Petros ; Georgoutsos, Dimitris.
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1. Trend in aggregate idiosyncratic volatility. (2017). Kang, Moonsoo ; Khaksari, Shahriar ; Nam, Kiseok.
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2. Trend in aggregate idiosyncratic volatility. (2017). Kang, Moonsoo ; Khaksari, Shahriar ; Nam, Kiseok.
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3. Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia. (2016). Lim, Kian-Ping ; Foong, Swee-Sim.
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4. Modelling and forecasting government bond spreads in the euro area: A GVAR model. (2013). Favero, Carlo.
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5. A new model-based approach to measuring time-varying financial market integration. (2011). Berger, Tino ; Pozzi, L..
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6. The first global financial crisis of the 21st century,Part II: Introduction. (2009). Reinhart, Carmen ; Felton, Andrew.
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7. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
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8. How Does Liquidity Affect Government Bond Yields?. (2008). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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9. How Does Liquidity Affect Government Bond Yields?. (2007). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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10. Small caps in international equity portfolios: the effects of variance risk. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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11. Estimating liquidity using information on the multivariate trading process. (2006). Nolte, Ingmar ; Bień-Barkowska, Katarzyna ; Pohlmeier, Winfried ; Bien, Katarzyna .
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12. Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk. (2006). Wang, Xiaotong ; Spiegel, Matthew.
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13. Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk. (2006). Wang, Xiaotong ; Spiegel, Matthew.
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14. Estimating liquidity using information on the multivariate trading process. (2006). Pohlmeier, Winfried ; Nolte, Ingmar ; Bień-Barkowska, Katarzyna.
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15. Phase-Locking and Switching Volatility in Hedge Funds. (2006). Pelizzon, Loriana ; Billio, Monica ; Getmansky, Mila.
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16. Where is the Market? Evidence from Cross-Listings in the U.S.. (2006). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Halling, Michael.
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17. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
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18. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
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19. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
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20. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
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21. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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22. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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23. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta.
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24. The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms. (2005). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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25. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
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26. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
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27. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
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28. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
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29. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
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30. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
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31. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick.
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32. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
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36. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
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39. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
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40. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
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42. Transmission of information across international equity markets. (2003). Wongswan, Jon.
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43. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
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44. Time-Varying Arrival Rates of Informed and Uninformed Trades. (2002). Wu, Liuren ; Engle, Robert ; Easley, David.
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45. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
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46. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
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47. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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48. The market for ADRs and the quality of the Brazilian stock market. (2001). Sanvicente, Antonio.
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49. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
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51. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
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53. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
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54. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. (1999). Wong, Woon ; Copeland, Laurence.
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55. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
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56. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
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57. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
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58. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
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61. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
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