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~accessRights:"restricted"
~subject:"Anlageverhalten"
~subject:"Asymmetrische Information"
~subject:"Financial market"
~subject:"High-frequency data"
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Anlageverhalten
Asymmetrische Information
Financial market
High-frequency data
Noise trading
207
Noise Trading
196
Börsenkurs
80
Share price
80
Theorie
80
Theory
80
Volatility
80
Volatilität
79
Market microstructure
68
Marktmikrostruktur
68
Behavioural finance
46
Estimation
45
Schätzung
45
Capital income
41
Kapitaleinkommen
41
Estimation theory
39
Schätztheorie
39
Time series analysis
36
Zeitreihenanalyse
36
Finanzmarkt
23
Microstructure noise
23
Aktienmarkt
22
Efficient market hypothesis
22
Effizienzmarkthypothese
22
Stock market
22
Market microstructure noise
19
Stochastic process
16
Stochastischer Prozess
16
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Noise traders
14
Asymmetric information
13
Prognoseverfahren
12
Securities trading
12
Wertpapierhandel
12
China
11
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105
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78
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6
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78
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78
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6
Graue Literatur
6
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6
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6
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English
84
Author
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Choi, Joung Hwa
3
Choi, Paul Moon Sub
3
Andersen, Torben
2
Bollerslev, Tim
2
Christensen, Kim
2
Hu, Yingyi
2
Kunitomo, Naoto
2
Li, Yingying
2
Renò, Roberto
2
Alemany, N.
1
Alemany, Nuria
1
Alfano, Simon
1
Amiri, Mohamed Marouen
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Archakov, Ilya
1
Aydogan, Berna
1
Aït-Sahalia, Yacine
1
Baccarin, Alessandro
1
Belmont, William
1
Belvaux, Bertrand
1
Ben Sassi, Mounir
1
Ben-David, Itzhak
1
Blonski, Philip
1
Blonski, Simon Christian
1
Boco, Hervé
1
Brogaard, Jonathan
1
Brunetti, Celso
1
Cai, Charlie X.
1
Cang, Yuquan
1
Cartea, Álvaro
1
Casavecchia, Lorenzo
1
Cebiroglu, Gökhan
1
Cheng, Po-Keng
1
Christensen, Kimberly
1
Chu, Xiaojun
1
Chung, Chune Young
1
Cianciaruso, Davide
1
Crouzet, Nicolas
1
Da, Zhi
1
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Journal of econometrics
10
Finance research letters
8
Economic modelling
6
Pacific-Basin finance journal
4
Working paper / National Bureau of Economic Research, Inc.
4
International review of financial analysis
3
The review of financial studies
3
Discussion paper / Centre for Economic Policy Research
2
Economics letters
2
Finance and stochastics
2
International review of economics & finance : IREF
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Abacus : a journal of accounting, finance and business studies
1
Annual review of financial economics
1
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Econometric reviews
1
Emerging markets review
1
Eurasian business review
1
European financial management : the journal of the European Financial Management Association
1
Financial markets and portfolio management
1
Frontiers of economics in China : selected publications from Chinese universities
1
Games and economic behavior
1
International journal of financial engineering
1
Journal of Asia Pacific business
1
Journal of banking & finance
1
Journal of behavioral and experimental economics
1
Journal of economic behavior & organization : JEBO
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of property investment & finance
1
Journal of public economics
1
Mathematics and financial economics
1
Qualitative research in financial markets
1
Research in international business and finance
1
Review of behavioral finance : RBF
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Review of financial economics : RFE
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ECONIS (ZBW)
84
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1
Asymmetric information correlation in financial markets
Jiang, Ying
;
Liu, Hong
;
Yang, Qingshan
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492103
Saved in:
2
Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Riso, Luigi
;
Vacca, Gianmarco
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014531171
Saved in:
3
Emojis and stock returns
Strych, Jan-Oliver
- In:
Review of behavioral finance : RBF
16
(
2024
)
2
,
pp. 223-233
Persistent link: https://www.econbiz.de/10014515780
Saved in:
4
Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao
;
Zhang, Wei
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
When large traders create noise
Glebkin, Sergei
;
Kuong, John Chi-Fong
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014462587
Saved in:
7
Momentum : evidence and insights 30 years later
Jegadeesh, Narasimhan
;
Titman, Sheridan
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463350
Saved in:
8
Asymmetric disclosure, noise trade, and firm valuation
Cianciaruso, Davide
;
Marinovic, Iván
;
Smith, Kevin
- In:
The accounting review : a publication of the American …
98
(
2023
)
5
,
pp. 215-240
Persistent link: https://www.econbiz.de/10014374971
Saved in:
9
Public information manipulation in the financial market
Wang, Bo
;
Zheng, Suli
- In:
Finance research letters
51
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014291609
Saved in:
10
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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