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~subject:"Asymmetrische Information"
~subject:"Speculation"
~subject:"Stochastic process"
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Search: subject_exact:"Noise trading"
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Asymmetrische Information
Speculation
Stochastic process
Noise trading
213
Noise Trading
200
Börsenkurs
82
Share price
82
Volatility
81
Theorie
80
Theory
80
Volatilität
80
Market microstructure
69
Marktmikrostruktur
69
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47
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47
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46
Schätzung
46
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42
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42
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40
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40
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37
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37
Aktienmarkt
23
Financial market
23
Finanzmarkt
23
Microstructure noise
23
Stock market
23
Efficient market hypothesis
22
Effizienzmarkthypothese
22
Market microstructure noise
19
Stochastischer Prozess
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
High-frequency data
15
Noise traders
15
Asymmetric information
14
Prognoseverfahren
13
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12
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39
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Drugov, Mikhail
3
Ryvkin, Dmitry
3
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2
Glebkin, Sergei
2
Jondeau, Eric
2
Kuong, John Chi-Fong
2
Lahaye, Jérôme
2
Rockinger, Michael
2
Barbachan, José Santiago Fajardo
1
Bian, Siyu
1
Boco, Hervé
1
Brownlees, Christian
1
Cang, Yuquan
1
Chaker, Selma
1
Christensen, Kim
1
Christensen, Kimberly
1
Cianciaruso, Davide
1
Clinet, Simon
1
Collin-Dufresne, Pierre
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hu, Yingyi
1
Irwin, Scott H.
1
Jiang, Ying
1
Khasawneh, Ohoud Abdel Hafiez
1
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1
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1
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1
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4
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3
Applied economics letters
2
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2
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2
Research in international business and finance
2
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1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometric reviews
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Research paper series / Swiss Finance Institute
1
The Lahore journal of business
1
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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
Fundamentalists in the cryptocurrency markets
Cheng, Po-Keng
;
Lin, Chinho
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 535-544
Persistent link: https://www.econbiz.de/10014470509
Saved in:
3
A decision theoretic foundation for noise traders and correlated speculation
Schneider, Mark
;
Nunez, Manuel
- In:
Decision analysis : a journal of the Institute for …
21
(
2024
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10014531056
Saved in:
4
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
5
When large traders create noise
Glebkin, Sergei
;
Kuong, John Chi-Fong
-
2024
Persistent link: https://www.econbiz.de/10015049824
Saved in:
6
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
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
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
Information manipulation and competition
Grunewald, Andreas
;
Kräkel, Matthias
- In:
Games and economic behavior
131
(
2022
),
pp. 245-263
Persistent link: https://www.econbiz.de/10013253461
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