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~accessRights:"restricted"
~subject:"Asymmetrische Information"
~subject:"Time series analysis"
~type:"article"
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Search: subject_exact:"Noise trading"
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Asymmetrische Information
Time series analysis
Noise trading
171
Noise Trading
158
Börsenkurs
74
Share price
74
Volatility
74
Volatilität
73
Market microstructure
66
Marktmikrostruktur
66
Theorie
57
Theory
57
Anlageverhalten
45
Behavioural finance
45
Estimation
40
Schätzung
40
Estimation theory
39
Schätztheorie
39
Capital income
38
Kapitaleinkommen
38
Zeitreihenanalyse
35
Microstructure noise
23
Aktienmarkt
21
Stock market
21
Market microstructure noise
19
Efficient market hypothesis
18
Effizienzmarkthypothese
18
Financial market
18
Finanzmarkt
18
High-frequency data
15
Nichtparametrisches Verfahren
15
Noise traders
15
Nonparametric statistics
15
Asymmetric information
13
Stochastic process
12
Stochastischer Prozess
12
China
11
Forecasting model
11
Prognoseverfahren
11
Realized volatility
10
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Book / Working Paper
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48
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48
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English
48
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Li, Yingying
6
Liu, Zhi
3
Zheng, Xinghua
3
Bollerslev, Tim
2
Clinet, Simon
2
Jacod, Jean
2
Li, Z. Merrick
2
Liu, Guangying
2
Potiron, Yoann
2
Zhang, Zhiyuan
2
Alemany, N.
1
Alemany, Nuria
1
Andersen, Torben
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Boco, Hervé
1
Cang, Yuquan
1
Chaker, Selma
1
Chen, Richard Y.
1
Christensen, Kim
1
Christensen, Kimberly
1
Cianciaruso, Davide
1
Dong, Yingjie
1
El Ouadghiri, Imane
1
Erdemlioglu, Deniz
1
Garleanu, Nicolae
1
Gençay, Ramazan
1
Germain, Laurent
1
Glebkin, Sergei
1
Gradojevic, Nikola
1
Grunewald, Andreas
1
Hao, Hongxia
1
Hong, Seok Young
1
Hounyo, Ulrich
1
Hsu, Chih-Hsiang
1
Hu, Yingyi
1
Hwang, Eunju
1
Jacob, Jean
1
Jiang, Ying
1
Jing, Bingyi
1
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Journal of econometrics
16
Economic modelling
6
Economics letters
2
Finance and stochastics
2
Quantitative finance
2
Asia-Pacific financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
Games and economic behavior
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial economics
1
Mathematics and financial economics
1
Pacific-Basin finance journal
1
Research in international business and finance
1
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
1
The Singapore economic review
1
The accounting review : a publication of the American Accounting Association
1
The review of financial studies
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ECONIS (ZBW)
48
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
8
Noisy high frequency data-based estimation of volatility function with applications
Lin, Jinguan
;
Ye, Xuguo
;
Zhao, Yanyong
;
Hao, Hongxia
- In:
The Singapore economic review
68
(
2023
)
6
,
pp. 2127-2150
Persistent link: https://www.econbiz.de/10014500398
Saved in:
9
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
10
Multidimensional noise and non-fundamental information diversity
Russ, David
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013413525
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