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~subject:"Asymmetrische Information"
~subject:"Capital income"
~subject:"Financial market"
~subject:"High-frequency data"
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Asymmetrische Information
Capital income
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
Anlageverhalten
46
Behavioural finance
46
Estimation
45
Schätzung
45
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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8
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8
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8
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8
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78
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Li, Yingying
3
Liu, Zhi
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Christensen, Kim
2
Hounyo, Ulrich
2
Hu, Yingyi
2
Kunitomo, Naoto
2
Meddahi, Nour
2
Moosa, Imad A.
2
Ramiah, Vikash
2
Renò, Roberto
2
Xu, Xiaoming
2
Aabo, Tom
1
Alemany, N.
1
Alemany, Nuria
1
Amiri, Mohamed Marouen
1
Angeletos, Marios
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Archakov, Ilya
1
Baccarin, Alessandro
1
Belvaux, Bertrand
1
Ben Sassi, Mounir
1
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1
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1
Boco, Hervé
1
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1
Brogaard, Jonathan
1
Brownlees, Christian
1
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1
Buccheri, Giuseppe
1
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1
Cartea, Álvaro
1
Casavecchia, Lorenzo
1
Cebiroglu, Gökhan
1
Chen, Richard Y.
1
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1
Chu, Xiaojun
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Journal of econometrics
15
Economic modelling
7
Working paper / National Bureau of Economic Research, Inc.
6
Pacific-Basin finance journal
4
Finance research letters
3
International review of financial analysis
3
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Economics letters
2
Finance and stochastics
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
The accounting review : a publication of the American Accounting Association
2
The review of financial studies
2
Asia-Pacific financial markets
1
Econometric theory
1
Financial markets and portfolio management
1
Frontiers of economics in China : selected publications from Chinese universities
1
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1
International journal of financial engineering
1
International journal of managerial finance : IJMF
1
Journal of Asia Pacific business
1
Journal of economic behavior & organization : JEBO
1
Journal of financial economics
1
Journal of property investment & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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Qualitative research in financial markets
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Review of behavioral finance : RBF
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
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:
3
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:
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
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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
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9
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
10
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
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