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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 …
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the external effect. Our second objective is to assess, with this method, to what extent noise nuisance effects around … scheme depends on, among other things, the objective noise level,income and the presence of noise insulation. The results are …
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We assess the monetary value of the noise damage, caused by aircraft noise nuisance around Amsterdam Airport, as the … depends on, among other things, the objective noise level, income, the degree to which prices account for noise differences …, and the presence of noise insulation. …
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subjected in varying intensity to the external effect. Oursecond objective is to assess, with this method, to what extent noise …. Such a compensation scheme depends on, among other things, the objective noiselevel, income and the presence of noise …
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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...
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