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Shah, Sudhir A. - In: Journal of mathematical economics 72 (2017), pp. 70-81

Persistent link: https://www.econbiz.de/10011833214

Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps

Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - 2013

We estimate a general microstructure model of the transitory and permanent impact of order flow on stock prices. Jumps are detected in both the transaction price (observation equation) and fundamental value (state equation). The model's parameters and variances are updated in real time. Prices...

Persistent link: https://www.econbiz.de/10010256970

How noise affects effort in tournaments

Drugov, Mikhail; Ryvkin, Dmitry - 2020

Persistent link: https://www.econbiz.de/10012494018

Separating predicted randomness from noise

Apesteguia, José; Ballester, Miguel Ángel - 2018

Persistent link: https://www.econbiz.de/10011792930

How noise affects effort in tournaments

Drugov, Mikhail; Ryvkin, Dmitry - In: Journal of economic theory 188 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012424334

How noise affects effort in tournaments

Drugov, Mikhail; Ryvkin, Dmitry - 2020

Persistent link: https://www.econbiz.de/10012213218

The Effect of Noise in a Performance Measure on Work Motivation

Sloof, Randolph; van Praag, C. Mirjam - 2008

performance. Measured performance equals actual performance plus noise. We compare a stable environment where the noise is small … with a volatile environment where the noise is large. Subjects exert significantly more effort in the volatile environment …

Persistent link: https://www.econbiz.de/10010325762