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Search: subject_exact:"Noise trading"
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8
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8
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ECONIS (ZBW)
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EconStor
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91
Noise trading and single stock futures : modifying Sentana & Wadhwani's model
Malik, Imran Riaz
;
Shah, Attaullah
- In:
The Lahore journal of business
9
(
2020
)
1
,
pp. 59-85
Persistent link: https://www.econbiz.de/10012428128
Saved in:
92
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
93
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:
94
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
95
Investor sentiment and the risk-return tradeoff
Amiri, Mohamed Marouen
;
Naoui, Kamel
;
Derbali, Abdelkader
; …
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012603757
Saved in:
96
How noise affects effort in tournaments
Drugov, Mikhail
;
Ryvkin, Dmitry
- In:
Journal of economic theory
188
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012424334
Saved in:
97
Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Applied economics
52
(
2020
)
49
,
pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
Saved in:
98
Impediments to financial trade : theory and applications
Garleanu, Nicolae
;
Panageas, Stauros
;
Yu, Jianfeng
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2697-2727
Persistent link: https://www.econbiz.de/10012244785
Saved in:
99
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
100
Activism, strategic trading, and liquidity
Back, Kerry E.
;
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
; …
-
2016
Persistent link: https://www.econbiz.de/10011581417
Saved in:
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