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- 2018
-
Mark
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
(
- Contribution to journal › Article
- 2017
-
Mark
Foreign Institutional Investment, Ownership, and Liquidity : Real and Informational Frictions
(
- Contribution to journal › Article
- 2016
-
Mark
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
2016) In Working Paper(
- Working paper/Preprint › Working paper
- 2015
-
Mark
Liquidity : Systematic Liquidity, Commonality, and High-Frequency Trading
2015) p.197-214(
- Chapter in Book/Report/Conference proceeding › Book chapter
- 2013
-
Mark
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
(
- Contribution to journal › Article
- 2012
-
Mark
New York mark-ups on petroleum products
(
- Contribution to journal › Article
- 2010
-
Mark
New York mark-ups on petroleum products
2010) In The Manchester School(
- Working paper/Preprint › Working paper
-
Mark
Inflation Forecasting, Relative Price Variability and Skewness
(
- Contribution to journal › Article
- 2008
-
Mark
Mean-variance versus full-scale optimization: Broad evidence for the UK
(
- Contribution to journal › Article
-
Mark
Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK
2008) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper