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Article provided by Blackwell Publishing Ltd in its journal European Financial Management.

Volume (Year): 9 (2003)
Issue (Month): 1 ()
Pages: 1-10
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Handle: RePEc:bla:eufman:v:9:y:2003:i:1:p:1-10

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2. Jürgen Huber & Matthias Sutter & Michael Kirchler, 2004. "Is more information always better? Experimental financial markets with asymmetric information," Papers on Strategic Interaction 2005-13, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
3. Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-290, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
4. Roland Gillet & Ariane Szafarz, 2004. "Marchés financiers et anticipations rationnelles," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 7-17. [Downloadable!]
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   • GILLET, Roland & SZAFARZ, Ariane, . "Marchés financiers et anticipations rationnelles," ULB Institutional Repository info:hdl:2013/717, ULB -- Universite Libre de Bruxelles.
5. Menkhoff, Lukas & Schmidt, Ulrich, 2005. "The Use of Trading Strategies by Fund Managers: Some First Survey Evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-314, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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This page was last updated on 2009-12-10.