market pricing - Lehrstuhl für Bankwirtschaft - Universität Hohenheim
market pricing - Lehrstuhl für Bankwirtschaft - Universität Hohenheim
market pricing - Lehrstuhl für Bankwirtschaft - Universität Hohenheim
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Thema III: How to Measure Informed Trading<br />
• Easley, David et al. (1996): Liquidity, Information, and Infrequently Traded Stocks, in<br />
Journal of Finance, Vol.51, No.4, pp. 1405-1436.<br />
http://www.jstor.org/stable/pdfplus/2329399.pdf?acceptTC=true<br />
• Van Ness, Bonnie F.; Van Ness, Robert A.; Warr, Richard S. (2001): How Well Do<br />
Adverse Selection Components Measure Adverse Selection?, in: Financial Management,<br />
Vol.30, No.3, pp.77-98.<br />
http://www.jstor.org/stable/pdfplus/3666377.pdf<br />
Thema IV: Market Manipulation<br />
• Goldstein, Itay; Guembel, Alexander (2008): Manipulation and the Allocational Role of<br />
Prices, Review of Economic Studies, Vol.75, No.1, pp.133‐164.<br />
http://restud.oxfordjournals.org/content/75/1/133.full.pdf+html<br />
• Jiang, Guolin; Mahoney, Paul G.; Mei, Jianping (2005): Market Manipulation: A com‐<br />
prehensive study of stock pools. Journal of Financial Economics, Vol.77, No.1, pp.147‐<br />
170. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=663513<br />
• Comerton‐Forde, Carole; Putnins, Talis J. (2010): Measuring closing price manipula‐<br />
tion, Journal of Financial Intermediation, forthcoming.<br />
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1009001<br />
Betreuung<br />
Spankowski<br />
Betreuung<br />
Burghof