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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric theory"
~isPartOf:"SFB 649 Discussion Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Noise trading"
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Noise Trading
28
Noise trading
23
Theorie
21
Theory
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9
Market microstructure
6
Marktmikrostruktur
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6
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Collin-Dufresne, Pierre
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Discussion paper / Centre for Economic Policy Research
Econometric theory
SFB 649 Discussion Paper
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
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Management science : journal of the Institute for Operations Research and the Management Sciences
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CEPR Discussion Papers
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ECONIS (ZBW)
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EconStor
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1
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
Saved in:
2
Activism, strategic trading, and liquidity
Back, Kerry E.
;
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
; …
-
2017
Persistent link: https://www.econbiz.de/10011637319
Saved in:
3
Strategic sample selection
Di Tillio, Alfredo
;
Ottaviani, Marco
;
Sørensen, Peter …
-
2017
Persistent link: https://www.econbiz.de/10011730951
Saved in:
4
Winner-take-all tournaments
Drugov, Mikhail
;
Ryvkin, Dmitry
-
2017
Persistent link: https://www.econbiz.de/10011684933
Saved in:
5
Costly interpretation of asset prices
Vives, Xavier
;
Yang, Liyan
-
2017
Persistent link: https://www.econbiz.de/10011752149
Saved in:
6
Optimal tournaments
Drugov, Mikhail
;
Ryvkin, Dmitry
-
2017
Persistent link: https://www.econbiz.de/10011752211
Saved in:
7
Activism, strategic trading, and liquidity
Back, Kerry E.
;
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
; …
-
2017
Persistent link: https://www.econbiz.de/10011752233
Saved in:
8
Noise traders incarnate : describing a realistic noise trading process
Peress, Joël
;
Schmidt, Daniel
-
2017
Persistent link: https://www.econbiz.de/10011817832
Saved in:
9
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
10
Fake news
Brigida, Matt
;
Pratt, William R.
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 564-573
Persistent link: https://www.econbiz.de/10011938199
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