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Investor sentiment and feedbac...
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Theory
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Caporale, Guglielmo Maria
93
Gil-Alaña, Luis A.
81
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71
Härdle, Wolfgang
59
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53
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49
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49
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44
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41
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40
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39
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39
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36
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36
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36
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35
Herwartz, Helmut
35
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34
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34
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33
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33
He, Xue-zhong
33
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33
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32
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32
Lux, Thomas
32
Maurer, Raimond
32
Serletis, Apostolos
32
Taylor, Mark P.
31
Bollerslev, Tim
30
Kilian, Lutz
30
Egger, Peter
29
Engel, Charles
29
Kumbhakar, Subal
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Lo, Andrew W.
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Basu, Susanto
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Feenstra, Robert C.
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Kaiser, Ulrich
28
MacDonald, Ronald
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National Bureau of Economic Research
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Eric Cuvillier <Firma>
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International Monetary Fund
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Edward Elgar Publishing
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338
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295
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IZA Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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SpringerLink / Bücher
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117
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109
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109
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107
Applied financial economics
103
Gabler Edition Wissenschaft
101
IMF working papers
101
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97
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ECONIS (ZBW)
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1
Offsetting disagreement and security prices
Huang, Shiyang
;
Hwang, Byoung-Hyoun
;
Lou, Dong
;
Yin, Chengxi
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149
Saved in:
2
Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation
Yagi, Isao
;
Guan, Xin
;
Mizuta, Takanobu
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062573
Saved in:
3
Inattentive price discovery in ETFs
Kosar, Mariia
;
Mikhalishchev, Sergei
-
2022
Persistent link: https://www.econbiz.de/10013414361
Saved in:
4
Static indexing beats tactical asset allocation
McCarthy, Joseph E.
;
Tower, Edward
- In:
The journal of index investing : ETFs, ETPs, & indexing
11/12
(
2021
)
4/1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10012613698
Saved in:
5
Three essays in financial economics
Jurkatis, Simon Willi
-
2018
Persistent link: https://www.econbiz.de/10012169133
Saved in:
6
Option implied investor sentiment
Held, Matthias
- In:
Essays in finance
,
(pp. 1-24)
.
2015
Persistent link: https://www.econbiz.de/10011750062
Saved in:
7
Behavioral models of the foreign exchange market : is there any empirical content?
Barroso, João Barata Ribeiro Blanco
-
2014
Persistent link: https://www.econbiz.de/10010471996
Saved in:
8
Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon
;
Cai, Jun
;
Chung, Jay M.
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
4
,
pp. 495-523
Persistent link: https://www.econbiz.de/10009231516
Saved in:
9
Marktmikrostruktur
und die aktienspezifische Aufmerksamkeit der Marktteilnehmer aus theoretischer und empirischer Sicht
Mehlhorn, Marc
-
2018
Persistent link: https://www.econbiz.de/10011743615
Saved in:
10
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
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