Narrow search
Showing 1 - 10 of 30,829
Cover Image
Noise-Trader auf Devisenmärkten : viel Lärm um nichts?
Stadtmann, Georg - 2002
Persistent link: https://www.econbiz.de/10001645211
Cover Image
The carry trade and fundamentals : nothing to fear but FEER itself
Jordà, Òscar; Taylor, Alan M. - In: Journal of international economics 88 (2012) 1, pp. 74-90
Persistent link: https://www.econbiz.de/10010220075
Cover Image
Most speculative attacks do not succeed : currency crises and currency crashes
Almahmood, Hassan; Al Munyif, Munif; Willett, Thomas D. - In: Journal of international commerce, economics and policy 9 (2018) 1/2, pp. 1-9
Persistent link: https://www.econbiz.de/10012016649
Cover Image
Do noisy stock prices impede real efficiency?
Xiao, Steven Chong - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
Cover Image
Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
Cover Image
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
Cover Image
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - 2010
This paper provides theory as well as empirical results for pre-averaging estimators of the daily quadratic variation …
Persistent link: https://www.econbiz.de/10008663394
Cover Image
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - 2010
This paper provides theory as well as empirical results for pre-averaging estimators of the daily quadratic variation …
Persistent link: https://www.econbiz.de/10008697981
Cover Image
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - 2010
We study the impact of the arrival of macroeconomic news on the informational and noise-driven components in high-frequency quote processes and their conditional variances. Bid and ask returns are decomposed into a common ("efficient return") factor and two market-side-specific components...
Persistent link: https://www.econbiz.de/10003952800
Cover Image
Integrated covariance estimation using high-frequency data in the presence of noise
Voev, Valeri; Lunde, Asger - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 68-104
Persistent link: https://www.econbiz.de/10003518286