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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
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Search: subject_exact:"Noise Trading"
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Noise trading
40
Noise Trading
38
Market microstructure
30
Marktmikrostruktur
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Volatility
30
Volatilität
30
Estimation theory
22
Schätztheorie
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Li, Yingying
5
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3
Bollerslev, Tim
3
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Aït-Sahalia, Yacine
2
Clinet, Simon
2
Meddahi, Nour
2
Mykland, Per A.
2
Oomen, Roel
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2
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Zhang, Zhiyuan
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1
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1
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International review of financial analysis
Journal of econometrics
The economic journal : the journal of the Royal Economic Society
International review of economics & finance : IREF
12
Journal of banking & finance
12
The review of financial studies
12
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Finance research letters
9
Journal of financial economics
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Pacific-Basin finance journal
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7
Journal of financial markets
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International journal of theoretical and applied finance
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4
Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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The journal of real estate finance and economics
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China finance review international
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
40
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1
Why does price deviate from net asset value? : the case of Singaporean infrastructure REITs
Kumala, Calvin
;
Ye, Zhen
;
Zhu, Yite
;
Ke, Qiulin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543735
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
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
6
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
7
Volume and stock returns in the Chinese market
Fang, Yi
;
Zhou, Xin
;
Wen, Yi-Feng
;
Ou, Qi-Lang
- In:
International review of financial analysis
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543995
Saved in:
8
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
9
More heat than light: investor attention and bitcoin price discovery
Ibikunle, Gbenga
;
McGroarty, Frank
;
Rzayev, Khaladdin
- In:
International review of financial analysis
69
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012316347
Saved in:
10
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
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