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 …