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~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~subject:"Market microstructure"
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Market microstructure
Noise trading
21
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Hautsch, Nikolaus
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Finance research letters
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Can microstructure noise explain the MAX effect?
Zhang, Xindong
;
Xie, Lixu
;
Zhai, Yue
;
Wang, Dong
- In:
Finance research letters
26
(
2018
),
pp. 185-191
Persistent link: https://www.econbiz.de/10012005667
Saved in:
2
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
3
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
4
A note on price noises and their correction process : evidence from two equal-payoff government bonds
Lauterbach, Beni
;
Wohl, Avi
- In:
Journal of banking & finance
25
(
2001
)
3
,
pp. 597-612
Persistent link: https://www.econbiz.de/10001550696
Saved in:
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