A Stochastic Model for Order Book Dynamics Rama Cont ,
Sasha Stoikov
and
Rishi Talreja
Imperial College London
,
Cornell Financial Engineering Manhattan
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 26, 2008 Last Revised: August 31, 2009
Working Paper Series 4969 downloads
Further Thoughts on Crm
ERIM Report Series Reference No. ERS-2002-83-MKT Peter C. Verhoef
and
Fred Langerak
University of Groningen - Department of Marketing & Marketing Research
and
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: February 05, 2003
Working Paper Series 2004 downloads
Modeling Dynamic Effects of the Marketing Mix on Market Shares ERIM Report Series Reference No. ERS-2003-044-MKT D. Fok ,
Richard Paap and
Philip Hans Franses
Econometric Institute - Erasmus University Rotterdam
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 26, 2006
Working Paper Series 1422 downloads
Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity Algorithmic Finance, Vol. 1, No. 1, 2011 Marco Avellaneda ,
Josh Reed
and
Sasha Stoikov
New York University (NYU) - Courant Institute of Mathematical Sciences
,
New York University (NYU) - Department of Information, Operations, and Management Sciences
and
Cornell Financial Engineering Manhattan
Date Posted: October 14, 2010 Last Revised: October 11, 2012
Accepted Paper Series 1386 downloads
The Model Confidence Set Peter Reinhard Hansen ,
Asger Lunde and
James M. Nason
European University Institute - Economics Department (ECO)
,
University of Aarhus - School of Economics and Management
and
Federal Reserve Bank of Philadelphia
Date Posted: March 30, 2004 Last Revised: March 23, 2010
Working Paper Series 1190 downloads
A Multi-Country Study of the Adoption of Erp Systems ERIM Report Series Reference No. ERS-2003-019-MKT Yvonne M. van Everdingen
and
Eric Waarts
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
and
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: May 27, 2003
Working Paper Series 1076 downloads
Bonds Versus Stocks: Investors' Age and Risk Taking Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009 Turan G. Bali ,
K. Ozgur Demirtas
,
Haim Levy and
Avner Wolf
Georgetown University - Robert Emmett McDonough School of Business
,
CUNY Baruch College - Zicklin School of Business
,
Hebrew University of Jerusalem - Jerusalem School of Business Administration
and
Baruch College
Date Posted: October 18, 2006 Last Revised: February 27, 2012
Accepted Paper Series 833 downloads
Risk Neutral Forecasting Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Date Posted: January 23, 2001
Working Paper Series 760 downloads
Econometric Analysis of the Market Share Attraction Model ERIM Report Series Reference No. ERS-2001-25-MKT D. Fok ,
Philip Hans Franses and
Richard Paap
Econometric Institute - Erasmus University Rotterdam
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 26, 2006
Working Paper Series 700 downloads
Competitiveness of Family Businesses ERIM Report Series Reference No. ERS-2001-50-MKT Mark A.A.M. Leenders
and
Eric Waarts
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
and
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: February 18, 2003
Working Paper Series 618 downloads
Efficiency Analysis of Supply Chain Processes International Journal of Production Research, Vol. 44, No. 23, pp. 5065-5087, December 2006 Gerald Reiner
and
Paul Hofmann
Vienna University of Economics and Business Administration - Department of Information Systems and Operations
and
Research Americas and China, SAP Labs, Palo Alto
Date Posted: December 27, 2007
Accepted Paper Series 574 downloads
Polysemy in Advertising ERIM Report Series Reference No. ERS-2006-043-MKT, Journal of Advertising, Forthcoming S. Puntoni ,
Jonathan E. Schroeder and
Mark Ritson
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
,
Rochester Institute of Technology
and
London Business School
Date Posted: December 23, 2006
Accepted Paper Series 480 downloads
The Econometrics of the Bass Diffusion Model ERIM Report Series Reference No. ERS-2002-66-MKT H. Peter Boswijk and
Philip Hans Franses
University of Amsterdam - Department of Quantitative Economics
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: February 17, 2003
Working Paper Series 477 downloads
How and Why Decision Models Influence Marketing Resource Allocations ERIM Report Series Reference No. ERS-2001-33-MKT Gary L. Lilien ,
Arvind Rangaswamy
,
Katrin Starke
and
G.H. van Bruggen
Pennsylvania State University - Institute for the Study of Business Markets
,
Pennsylvania State University - Department of Marketing
,
Pennsylvania State University - Institute for the Study of Business Markets
and
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: August 26, 2006
Working Paper Series 451 downloads