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Speculative Cotton Pricing in the 1920s : A Nonlinear Tale of Noise Traders and Fundamentalists

Cifarelli, Giulio - 2013

The paper investigates the role of speculation in the Liverpool cotton futures market between 1921 and 1929. The … analysis is based on historical descriptions of the working of speculation in commodity markets and is related to the tenets of …

Persistent link: https://www.econbiz.de/10013085214

When noise trading fades, volatility rises

Li, Jinliang - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 475-512

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Language sentiment in fundamental and noise trading : evidence from crude oil

Alfano, Simon; Feuerriegel, Stefan; Neumann, Dirk - In: Applied economics 52 (2020) 49, pp. 5343-5363

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Speculative investors and transactions tax : evidence from the housing market

Fu, Yuming; Qian, Wenlan; Yeung, Bernard - In: Management science : journal of the Institute for … 62 (2016) 11, pp. 3254-3270

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Volatility, information, and noise trading

Danthine, Jean-Pierre; Moresi, Serge - 1990

Persistent link: https://www.econbiz.de/10000803271

'Noise-trader risk' and Bayesian market making in FX derivates : rolling loaded dice?

Ulibarrí, Carlos A.; Anselmo, Peter C.; Hovsepian, Karen; … - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 268-279

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Volatility, information and noise trading

Danthine, Jean-Pierre - 1990

Persistent link: https://www.econbiz.de/10013444272

Asset markets and endogeneous liquidity

Redding, Lee Scott; Faruqee, Hamid - 2000

Persistent link: https://www.econbiz.de/10001611732

Asset markets and endogenous liquidity

Redding, Lee Scott; Faruqee, Hamid - In: Scottish journal of political economy : the journal of … 48 (2001) 2, pp. 196-209

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Revisiting noise : Fischer Black's noise at the time of high-frequency trading

Virgilio, Gianluca P. M.; Paz López, Manuel Ernesto - In: Risk management : an international journal 26 (2024) 4, pp. 1-22

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