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On the effects of restricting short-term investment
Crouzet, Nicolas; Dew-Becker, Ian; Nathanson, Charles G. - In: The review of financial studies 33 (2020) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10012135542
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Erwartungsbildung auf Finanzmärkten
Michler, Albrecht F. - In: Finanzmärkte : Funktionsweise, Integrationseffekte und …, (pp. 107 - 155). 1999
Persistent link: https://www.econbiz.de/10014550018
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Accounting for Noise in the Microfoundations of Information Aggregation
Linardi, Sera - 2016
This paper shows that the basic unit of information aggregation described by the Geanakoplos and Polemarchakis (1982) posterior revision process does not always produce public statistics that are closer to the full information posterior than the common prior. I study this process of back and...
Persistent link: https://www.econbiz.de/10012995437
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Inventories as an asset : the volatility of copper prices
Bresnahan, Timothy F.; Suslow, Valerie Y. - In: International economic review 26 (1985) 2, pp. 409-424
Persistent link: https://www.econbiz.de/10001943873
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Formation of expectations and learning in the market
Kuchiki, Akifumi - In: The developing economies 28 (1990) 1, pp. 42-66
Persistent link: https://www.econbiz.de/10001087391
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Empirical price modeling for sponsored search
Ganchev, Kuzman; Kulesza, Alex; Tan, Jinsong; Gabbard, Ryan - In: Internet and network economics : third international …, (pp. 541-548). 2007
Persistent link: https://www.econbiz.de/10003651052
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Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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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
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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