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~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Search: subject_exact:"Noise trading"
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Noise Trading
28
Noise trading
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Theorie
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Theory
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Börsenkurs
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Volatility
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Volatilität
7
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Back, Kerry E.
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Collin-Dufresne, Pierre
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Cambridge-INET working papers
Discussion paper / Centre for Economic Policy Research
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of econometrics
29
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ECONIS (ZBW)
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
2
A remedi for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012692260
Saved in:
3
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
4
Do noisy stock prices impede real efficiency?
Xiao, Steven Chong
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
Saved in:
5
Activism, strategic trading, and liquidity
Back, Kerry E.
;
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
; …
-
2017
Persistent link: https://www.econbiz.de/10011637319
Saved in:
6
Strategic sample selection
Di Tillio, Alfredo
;
Ottaviani, Marco
;
Sørensen, Peter …
-
2017
Persistent link: https://www.econbiz.de/10011730951
Saved in:
7
Winner-take-all tournaments
Drugov, Mikhail
;
Ryvkin, Dmitry
-
2017
Persistent link: https://www.econbiz.de/10011684933
Saved in:
8
Costly interpretation of asset prices
Vives, Xavier
;
Yang, Liyan
-
2017
Persistent link: https://www.econbiz.de/10011752149
Saved in:
9
Optimal tournaments
Drugov, Mikhail
;
Ryvkin, Dmitry
-
2017
Persistent link: https://www.econbiz.de/10011752211
Saved in:
10
Activism, strategic trading, and liquidity
Back, Kerry E.
;
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
; …
-
2017
Persistent link: https://www.econbiz.de/10011752233
Saved in:
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