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date (oldest first)
1
Individual investors and
volatility
Foucault, Thierry
;
Sraer, David
;
Thesmar, David J.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1369-1406
Persistent link: https://www.econbiz.de/10009267667
Saved in:
2
Individual investors and
volatility
Foucault, Thierry
;
Sraer, David
;
Thesmar, David
-
2008
Persistent link: https://www.econbiz.de/10003757985
Saved in:
3
Investor sentiment and stock market
volatility
: evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Journal of Asia Pacific business
17
(
2016
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10011499055
Saved in:
4
Noisy information and stock market returns
Li, George
- In:
Studies in economics and finance
33
(
2016
)
3
,
pp. 338-358
Persistent link: https://www.econbiz.de/10011722528
Saved in:
5
Noise vs. news in equity returns
Chirinko, Robert S.
;
Foad, Hisham
-
2006
fundamentals and hence the pervasive joint hypothesis quagmire. We avoid this dilemma by measuring noise
volatility
directly by …
Persistent link: https://www.econbiz.de/10003381609
Saved in:
6
Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun
;
Gu, Zherong
;
Zhou, Haigang
- In:
Finance research letters
30
(
2019
),
pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
Saved in:
7
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
8
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
9
State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of applied economics
17
(
2014
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
Saved in:
10
Measuring China's stock market sentiment
Li, Jia
;
Chen, Yun
;
Shen, Yan
;
Wang, Jingyi
;
Huang, Zhuo
-
2019
volatility
. Finally, we show that trading volume will be higher when textual sentiment is unusually high or low and when there …
Persistent link: https://www.econbiz.de/10012125620
Saved in:
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