return volatility estimation. In particular, we use market microstructure theory to derive the cross-correlation function … informed conjectures as to improved volatility estimation methods. -- Realized Volatility ; Market Microstructure Theory ; High …

exchange rates dynamics in the foreign currencies exchange markets in the classic finances theory; 3) the description on the … theory; 4) the derivation of the time dependent/time independent wave equation in the quantum finances theory; 5) the …/time independent wave equation in the quantum finances theory; 6) the discussion on the developed software program with the embedded …

are consistent with theory. We illustrate how the estimates can be used to detect information events in the time series …

-prepared dividend cutters and test the implications of two alternative theories: the “signaling through market preparation” theory and … the “stock return volatility reduction” theory. We document several important differences between prepared and non …-prepared dividend cutters. Overall, our empirical results are consistent with the signaling theory …