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Search: subject:"Noise Trading"
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Subject
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Noise Trading
867
Noise trading
855
Theorie
435
Theory
415
Volatilität
265
Börsenkurs
258
Volatility
256
Share price
246
Market microstructure
201
Marktmikrostruktur
199
Schätzung
149
Estimation
141
Anlageverhalten
134
Capital income
134
Kapitaleinkommen
134
Behavioural finance
132
Schätztheorie
96
Zeitreihenanalyse
96
Estimation theory
93
Finanzmarkt
93
Financial market
89
Time series analysis
89
Aktienmarkt
75
USA
75
Efficient market hypothesis
73
Effizienzmarkthypothese
73
United States
69
Stock market
68
Asymmetrische Information
65
Asymmetric information
64
Wertpapierhandel
64
Securities trading
62
Speculation
45
Spekulation
44
Stochastischer Prozess
44
Wechselkurs
43
Stochastic process
42
CAPM
40
Exchange rate
39
Rational expectations
39
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Free
370
Undetermined
221
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Book / Working Paper
480
Article
428
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All
Article in journal
387
Aufsatz in Zeitschrift
387
Working Paper
222
Graue Literatur
203
Non-commercial literature
203
Arbeitspapier
195
Hochschulschrift
27
Aufsatz im Buch
22
Book section
22
Thesis
22
Collection of articles written by one author
10
Sammlung
10
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4
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4
Dissertation u.a. Prüfungsschriften
3
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2
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2
research-article
2
Übersichtsarbeit
2
Article
1
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1
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1
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1
Handbook
1
Handbuch
1
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1
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English
853
Undetermined
34
German
19
French
1
Dutch
1
Spanish
1
Author
All
Pierdzioch, Christian
16
Hautsch, Nikolaus
15
Podolskij, Mark
12
Collin-Dufresne, Pierre
11
Fos, Vyacheslav
11
Lux, Thomas
10
Li, Yingying
9
Stadtmann, Georg
9
Alfarano, Simone
8
De Grauwe, Paul
8
Dow, James
8
Foucault, Thierry
8
Grimaldi, Marianna
8
Jeanne, Olivier
8
Li, Z. Merrick
8
Meddahi, Nour
8
Russ, David
8
Stambaugh, Robert F.
8
Aït-Sahalia, Yacine
7
Hounyo, Ulrich
7
Veredas, David
7
Vives, Xavier
7
Gonçalves, Sílvia
6
Gorton, Gary
6
Gradojevic, Nikola
6
Hassan, Tarek A.
6
Holden, Richard T.
6
Jacod, Jean
6
Jovanovic, Boyan
6
Li, Tao
6
Ljungqvist, Alexander
6
Lorenzoni, Guido
6
Mertens, Thomas M.
6
Mykland, Per A.
6
Pavan, Alessandro
6
Powell, Michael L.
6
Prat, Julien
6
Russell, Jeffrey R.
6
Aase, Knut K.
5
Angeletos, George-Marios
5
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Institution
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National Bureau of Economic Research
23
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
C.E.P.R. Discussion Papers
3
Institut für Weltwirtschaft (IfW)
3
Australian National University
2
Centre for Economic Policy Research
2
Rimini Centre for Economic Analysis (RCEA)
2
School of Management, Yale University
2
Center for Economic Research <Tilburg>
1
Center for International Development, Kennedy School of Government
1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
1
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
1
Faculty of Economics, University of Cambridge
1
Federal Reserve System / Division of Research and Statistics
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Grossbritannien / Ministry of Public Buildings and Works / Building Research Station
1
HEC Paris (École des Hautes Études Commerciales)
1
Institut für Betriebswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Institut für Weltwirtschaft
1
Institute for Research in the Behavioral, Economic, and Management Sciences
1
Karlsruher Institut für Technologie
1
Krannert Graduate School of Management
1
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
1
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Published in...
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Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
22
NBER Working Paper
20
Discussion paper / Centre for Economic Policy Research
17
The review of financial studies
13
International review of economics & finance : IREF
12
Journal of banking & finance
12
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Pacific-Basin finance journal
10
Finance research letters
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
International review of financial analysis
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Review of quantitative finance and accounting
7
Journal of financial markets
6
Research paper series / Swiss Finance Institute
6
SFB 649 discussion paper
6
Applied economics letters
5
Econometric reviews
5
International journal of theoretical and applied finance
5
MPRA Paper
5
Quantitative finance
5
SFB 649 Discussion Paper
5
The journal of futures markets
5
The review of economic studies
5
Working papers / Rodney L. White Center for Financial Research
5
CESifo working papers
4
CFS working paper series
4
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
IMF working papers
4
Journal of international money and finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics
3
CEPR Discussion Papers
3
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Source
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ECONIS (ZBW)
834
RePEc
40
EconStor
28
USB Cologne (EcoSocSci)
4
Other ZBW resources
2
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91
Information manipulation and competition
Grunewald, Andreas
;
Kräkel, Matthias
- In:
Games and economic behavior
131
(
2022
),
pp. 245-263
Persistent link: https://www.econbiz.de/10013253461
Saved in:
92
Do senators and house members beat the stock market? : evidence from the STOCK Act
Belmont, William
;
Sacerdote, Bruce
;
Sehgal, Ranjan
;
Van …
- In:
Journal of public economics
207
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013204852
Saved in:
93
New evidence on market response to public announcements in the presence of microstructure noise
Bian, Siyu
;
Serra, Teresa
;
García, Philip
;
Irwin, Scott H.
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10013206899
Saved in:
94
Transitions among states behind interactive agent model
Cheng, Po-Keng
- In:
Computational & mathematical organization theory
28
(
2022
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10013260230
Saved in:
95
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:
96
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:
97
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:
98
What moves stock prices? : the roles of news, noise, and information
Brogaard, Jonathan
;
Thanh Huong Nguyen
;
Putnins, Talis J.
; …
- In:
The review of financial studies
35
(
2022
)
9
,
pp. 4341-4386
Persistent link: https://www.econbiz.de/10013350149
Saved in:
99
CEO political connection and stock sentiment beta : evidence from China
Yi, Shangkun
;
Wang, Jian
;
Xiaoting Wang
;
Feng, Hongrui
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013389459
Saved in:
100
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:
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