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~accessRights:"restricted"
~subject:"Asymmetrische Information"
~subject:"Börsenkurs"
~subject:"Financial market"
~subject:"High-frequency data"
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Asymmetrische Information
Börsenkurs
Financial market
High-frequency data
Noise trading
207
Noise Trading
196
Share price
80
Theorie
80
Theory
80
Volatility
80
Volatilität
79
Market microstructure
68
Marktmikrostruktur
68
Anlageverhalten
46
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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96
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12
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11
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11
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108
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Li, Yingying
4
Potiron, Yoann
4
Choi, Joung Hwa
3
Choi, Paul Moon Sub
3
Clinet, Simon
3
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Christensen, Kim
2
Corsi, Fulvio
2
Dessaint, Olivier
2
Dimpfl, Thomas
2
Forni, Mario
2
Foucault, Thierry
2
Frésard, Laurent
2
Gambetti, Luca
2
Hu, Yingyi
2
Jondeau, Eric
2
Kunitomo, Naoto
2
Lahaye, Jérôme
2
Lippi, Marco
2
Liu, Guangying
2
Liu, Zhi
2
Matray, Adrien
2
Moosa, Imad A.
2
Mykland, Per A.
2
Ramiah, Vikash
2
Renò, Roberto
2
Rockinger, Michael
2
Sala, Luca
2
Xu, Xiaoming
2
Zhang, Zhiyuan
2
Aabo, Tom
1
Albagli, Elias
1
Alemany, N.
1
Alemany, Nuria
1
Andersen, Torben
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Aydogan, Berna
1
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1
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Journal of econometrics
13
Economic modelling
7
Finance research letters
6
Pacific-Basin finance journal
6
Working paper / National Bureau of Economic Research, Inc.
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The review of financial studies
4
Discussion paper / Centre for Economic Policy Research
3
International review of financial analysis
3
Journal of banking & finance
3
Quantitative finance
3
Applied mathematical finance
2
Economics letters
2
Finance and stochastics
2
International review of economics & finance : IREF
2
The accounting review : a publication of the American Accounting Association
2
Abacus : a journal of accounting, finance and business studies
1
Applied economics letters
1
Asia-Pacific financial markets
1
China finance review international
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion papers / CEPR
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Emerging markets review
1
Eurasian business review
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
Frontiers of economics in China : selected publications from Chinese universities
1
Games and economic behavior
1
HEC Paris research paper series
1
International journal of managerial finance : IJMF
1
Journal of Asia Pacific business
1
Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial economics
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Journal of financial markets
1
Journal of international money and finance
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ECONIS (ZBW)
108
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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
Volume and stock returns in the Chinese market
Fang, Yi
;
Zhou, Xin
;
Wen, Yi-Feng
;
Ou, Qi-Lang
- In:
International review of financial analysis
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543995
Saved in:
5
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:
6
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:
7
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:
8
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:
9
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
10
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
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