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~subject:"Asymmetrische Information"
~subject:"Financial market"
~subject:"High-frequency data"
~subject:"Stock market"
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Asymmetrische Information
Financial market
High-frequency data
Stock market
Noise trading
211
Noise Trading
198
Börsenkurs
81
Share price
81
Theorie
80
Theory
80
Volatility
80
Volatilität
79
Market microstructure
68
Marktmikrostruktur
68
Anlageverhalten
47
Behavioural finance
47
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45
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45
Capital income
42
Kapitaleinkommen
42
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39
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39
Time series analysis
36
Zeitreihenanalyse
36
Aktienmarkt
23
Finanzmarkt
23
Microstructure noise
23
Efficient market hypothesis
22
Effizienzmarkthypothese
22
Market microstructure noise
19
Stochastic process
16
Stochastischer Prozess
16
Nichtparametrisches Verfahren
15
Noise traders
15
Nonparametric statistics
15
Asymmetric information
13
Prognoseverfahren
13
Forecasting model
12
Securities trading
12
Wertpapierhandel
12
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7
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7
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67
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Bollerslev, Tim
2
Christensen, Kim
2
Hu, Yingyi
2
Kunitomo, Naoto
2
Li, Yingying
2
Liu, Zhi
2
Moosa, Imad A.
2
Ramiah, Vikash
2
Renò, Roberto
2
Xu, Xiaoming
2
Alemany, N.
1
Alemany, Nuria
1
Andersen, Torben
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Aydogan, Berna
1
Aït-Sahalia, Yacine
1
Belmont, William
1
Belvaux, Bertrand
1
Blonski, Philip
1
Blonski, Simon Christian
1
Boco, Hervé
1
Bormetti, Giacomo
1
Brogaard, Jonathan
1
Brunetti, Celso
1
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1
Cang, Yuquan
1
Cartea, Álvaro
1
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1
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1
Chu, Xiaojun
1
Cianciaruso, Davide
1
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1
Da, Zhi
1
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1
Diebold, Francis X.
1
Dimpfl, Thomas
1
Dong, Yingjie
1
Erdemlioglu, Deniz
1
Fang, Yi
1
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Journal of econometrics
9
Economic modelling
6
Working paper / National Bureau of Economic Research, Inc.
5
Finance research letters
4
Pacific-Basin finance journal
3
Discussion paper / Centre for Economic Policy Research
2
Economics letters
2
Finance and stochastics
2
International review of financial analysis
2
Quantitative finance
2
The review of financial studies
2
Applied economics letters
1
Asia-Pacific financial markets
1
China finance review international
1
Econometric reviews
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Eurasian business review
1
European financial management : the journal of the European Financial Management Association
1
Frontiers of economics in China : selected publications from Chinese universities
1
Games and economic behavior
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of Asia Pacific business
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of financial economics
1
Journal of public economics
1
Mathematics and financial economics
1
Qualitative research in financial markets
1
Research in international business and finance
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Review of behavioral finance : RBF
1
Review of financial economics : RFE
1
Studies in economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
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The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Tug of war with noise traders? : evidence from the G7 stock markets
Hajiyev, Aghamehman
;
Keiber, Karl Ludwig
;
Luczak, Adalbert
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 234-243
Persistent link: https://www.econbiz.de/10014631507
Saved in:
2
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:
3
Emojis and stock returns
Reschke, Felix
;
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
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:
5
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:
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
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:
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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