We explore in this paper how trading noise, when considered as a market friction, reacts to trading activity … noise across investors and time of day makes it a specific, rather than general, transactions cost, as opposed to Stoll … more noise or friction in the market. Width and depth contribute to trading noise in a polarized way, so that individual …

Für eine Gruppe von DAX-Unternehmen wird die Bedeutung von Noise Trading für das Pricing von Stamm- und Vorzugsaktien … sich das Noise-Trader-Risiko in einem modellfreien Ansatz abschätzen. Rund 80% der Variation in Wochenrenditen kann … Noise-Trader-Risiko ist im Zeitverlauf starken Schwankungen ausgesetzt. Werte für die bedingte Volatilität der Long …

We attempt to identify in this paper the role of trading noise as a transactions cost to market participant in the … Yeo (2008), we analyze the noise proportion in intraday stock returns and its interaction with investor herding and search … cost. Although this noise is high on individual orders and low on institutional orders, its behavior at market open is …

point of view of the selection of the variables, first we will consider noise -joint to air pollution- as a relevant …

This paper attempts to measure, in a cost–benefit analysis, a stricter noise abatement programme for noise originating … noise reduction was found. In order to perform a social cost–benefit analysis, a measure of benefit has been derived for 1 … km of road and has been compared with the cost of noise reduction under different types of road structure. The results …

for reducing the air and noise pollution. The estimates are based on data from the annual Income and Living Conditions … Survey (ILCS) in Turkey which took place in period 2006-2012. The effects of air and noise pollution on individuals’ health … the first study which examines the effects of noise and air pollution in Turkey using a great variety of econometric …

This paper provides a method of estimation of physical and monetary accounts of air pollution from the road transport …

Europe, post-2007. The very survival of Sweden’s famed welfare state was fiercely debated during the 1992–93 crisis, just as …. Ultimately, Sweden’s welfare state survived, but was fundamentally reformed nearly twenty years ago. As a result, the Swedish …