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~isPartOf:"Journal of financial economics"
~subject:"Speculation"
~subject:"Stochastic process"
~subject:"Volatilität"
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Noise Trading
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Aït-Sahalia, Yacine
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Bandi, Federico M.
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Christensen, Kimberly
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Goldstein, Itay
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Oomen, Roel C. A.
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Ozdenoren, Emre
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Podolskij, Mark
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Journal of financial economics
Journal of econometrics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Working paper / National Bureau of Economic Research, Inc.
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6
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance research letters
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International journal of finance & economics : IJFE
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International review of financial analysis
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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The economic journal : the journal of the Royal Economic Society
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1
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
2
Trading frenzies and their impact on real investment
Goldstein, Itay
;
Ozdenoren, Emre
;
Yuan, Kathy
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 566-582
Persistent link: https://www.econbiz.de/10009784160
Saved in:
3
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10003289304
Saved in:
4
Disentangling diffusion from jumps
Aït-Sahalia, Yacine
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 487-528
Persistent link: https://www.econbiz.de/10002439265
Saved in:
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