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Informed arbitrage with speculative noise trading
Wang, F. Albert - In: Journal of banking & finance 34 (2010) 2, pp. 304-313
Persistent link: https://www.econbiz.de/10003935597
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
Ioffe, Ioulia D. - In: Journal of banking & finance 26 (2002) 6, pp. 1199-1228
Persistent link: https://www.econbiz.de/10001670772
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Idiosyncratic volatility : an indicator of noise trading?
Aabo, Tom; Pantzalis, Christos; Park, Jung Chul - In: Journal of banking & finance 75 (2017), pp. 136-151
Persistent link: https://www.econbiz.de/10011742157
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Stock and option market divergence in the presence of noisy information
Chen, Carl R.; Diltz, J. David; Huang, Ying; Lung, Peter P. - In: Journal of banking & finance 35 (2011) 8, pp. 2001-2020
Persistent link: https://www.econbiz.de/10009247354
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Volatility and covariation of financial assets : a high-frequency analysis
Cartea, Álvaro; Karyampas, Dimitrios - In: Journal of banking & finance 35 (2011) 12, pp. 3319-3334
Persistent link: https://www.econbiz.de/10009384246
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A note on price noises and their correction process : evidence from two equal-payoff government bonds
Lauterbach, Beni; Wohl, Avi - In: Journal of banking & finance 25 (2001) 3, pp. 597-612
Persistent link: https://www.econbiz.de/10001550696
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Trading patterns of big versus small players in an emerging market : an empirical analysis
Lee, Yi-Tsung; Lin, Ji-Chai; Liu, Yu-Jane - In: Journal of banking & finance 23 (1999) 5, pp. 701-725
Persistent link: https://www.econbiz.de/10001379041
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - In: Journal of banking & finance 61 (2015) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10011585573