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1
Article 		Individual investors and volatility
Year:                     
2011
Person:  Foucault, Thierry; Sraer, David; Thesmar, David J.
Published in:  The journal of finance : the journal of the American Finance Association ; 66
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2
Article 		Stock and option market divergence in the presence of noisy information
Year:                     
2011
Affiliated person:  Chen, Carl R.; Diltz, J. David; Huang, Ying; Lung, Peter P.
Published in:  Journal of banking & finance ; 35
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3
Book / Working Paper 		The behavior of interest rates and credit flows : persistence and cycles
Year:                     
2011
Person:  Busch, Ulrike
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4
Article 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2011
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Published in:  Journal of banking & finance ; 35
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5
Book / Working Paper 		Trading frenzies and their impact on real investment
Year:                     
2011
Person:  Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy
Publisher:  Philadelphia, Pa. : Rodney L. White Center for Financial Research
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6
Article 		A model of portfolio delegation and strategic trading
Year:                     
2011
Person:  Kyle, Albert S.; Hui, Ou-yang; Wei, Bin
Published in:  The review of financial studies ; 24
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7
Book / Working Paper 		Spectral estimation of covolatility from noisy observations using local weights
Year:                     
2011
Person:  Bibinger, Markus; Reiß, Markus
Publisher:  Berlin : SFB 649, Economic Risk
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8
Book / Working Paper 		Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
Year:                     
2011
Person:  Reiß, Markus
Publisher:  Berlin : SFB 649, Economic Risk
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9
Book / Working Paper 		Noisy signaling monopoly
Year:                     
2011
Person:  Mirman, Leonard J.; Santugini, Marc
Publisher:  Montréal : HEC Montréal, Inst. d'Economie Appliquée
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10
Article 		A link between random coefficient autoregressive models and some agent based models
Year:                     
2011
Person:  Konté, Mamadou Abdoulaye
Published in:  Journal of economic interaction and coordination : JEIC ; 6
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11
Article 		A theory of debt market illiquidity and leverage cyclicality
Year:                     
2011
Person:  Hennessy, Christopher A.; Zechner, Josef
Published in:  The review of financial studies ; 24
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12
Book / Working Paper 		Insider trading with partially informed traders
Year:                     
2011
Person:  Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt
Publisher:  Bergen : Norwegian School of Economics and Business Administration, Dep. of Finance and Management Service
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13
Book / Working Paper 		Can Internet search queries help to predict stock market volatility?
Year:                     
2011
Person:  Dimpfl, Thomas; Jank, Stephan
Publisher:  Tübingen : Univ. Tübingen
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14
Book / Working Paper 		Can internet search queries help to predict stock market volatility?
Year:                     
2011
Person:  Dimpfl, Thomas; Jank, Stephan
Publisher:  Cologne : Centre for Financial Research
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15
Book / Working Paper 		Trading frenzies and their impact on real investment
Year:                     
2011
Person:  Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy
Publisher:  London : LSE Financial Markets Group
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16
Article 		Efficacité de l'intervention de la banque centrale islandaise en présence d'asymétrie d'information avec les spéculateurs
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17
Article 		Noise Trading in Stamm- und Vorzugsaktien
Year:                     
2011
Person:  Jaron, Martin
Published in:  Kredit und Kapital ; 44
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18
Book / Working Paper 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2011
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Publisher:  Cologne : Centre for Financial Research
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19
Article 		Cash trading and index futures price volatility
Year:                     
2011
Person:  Li, Jinliang
Published in:  The journal of futures markets ; 31
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20
Book / Working Paper 		Emotions and chat in a financial markets experiment
Year:                     
2011
Person:  Heap, Shaun P. Hargreaves; Zizzo, Daniel John
Publisher:  Sydney : Paul Woolley Centre for Capital Market Dysfunctionality, UTS
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21
Article 		Is Noise Trading Cancelled Out by Aggregation?
Year:                     
2010
Person:  Yan, Hongjun
Institution:  Institute for Operations Research and the Management Sciences - INFORMS
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22
Book / Working Paper 		Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Year:                     
2010
Person:  Hautsch, Nikolaus; Podolskij, Mark
Publisher:  Berlin : SFB 649, Economic Risk
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23
Book / Working Paper 		Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling
Year:                     
2010
Person:  Baranovski, Alexander L.
Publisher:  Berlin : SFB 649, Economic Risk
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24
Book / Working Paper 		Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Year:                     
2010
Person:  Hautsch, Nikolaus; Podolskij, Mark
Publisher:  Århus : School of Economics and Management
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25
Book / Working Paper 		Noise Trading und Ineffizienzen am deutschen Aktienmarkt : mit einem Geleitwort von Bernd Rudolph
Year:                     
2010
Person:  Jaron, Martin
Publisher:  Bad Soden am Taunus : Uhlenbruch
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26
Book / Working Paper 		Does stock ownership breadth measure hidden negative information or sentiment?
Year:                     
2010
Person:  Choi, James J.; Jin, Li; Yan, Hongjun
Publisher:  Cambridge, Mass.
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27
Book / Working Paper 		Dynamic incentive contracts under parameter uncertainty
Year:                     
2010
Person:  Jovanovic, Boyan; Prat, Julien
Publisher:  London : Centre for Economic Policy Research
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28
Book / Working Paper 		Dynamic incentive contracts under parameter uncertainty
Year:                     
2010
Person:  Prat, Julien; Jovanovic, Boyan
Publisher:  Cambridge, Mass.
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29
Book / Working Paper 		Estimating persistence in the volatility of asset returns with signal plus noise models
Year:                     
2010
Person:  Caporale, Guglielmo Maria; Gil-Alaña, Luis A.
Publisher:  Uxbridge : Brunel Univ. West London, Brunel Business School
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30
Book / Working Paper 		Estimating persistence in the volatility of asset returns with signal plus noise models
Year:                     
2010
Person:  Caporale, Guglielmo Maria; Gil-Alaña, Luis A.
Publisher:  Berlin : DIW
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31
Article 		Event study with imperfect competition and private information : earnings announcements revisited
Year:                     
2010
Person:  Cong, Yu; Hoitash, Rani; Krishnan, Murugappa
Published in:  Review of quantitative finance and accounting ; 34
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32
Book / Working Paper 		Chasing noise
Year:                     
2010
Person:  Mendel, Brock; Shleifer, Andrei
Publisher:  Cambridge, Mass.
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33
Book / Working Paper 		Beauty contests and irrational exuberance : a neoclassical approach
Year:                     
2010
Person:  Angeletos, Marios; Lorenzoni, Guido; Pavan, Alessandro
Publisher:  Cambridge, Mass.
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34
Book / Working Paper 		Beauty contests and irrational exuberance : a neoclassical approach
Year:                     
2010
Person:  Angeletos, Marios; Lorenzoni, Guido; Pavan, Alessandro
Publisher:  Cambridge, Mass. : Massachusetts Inst. for Techn., Dep. of Economics
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35
Article 		Noise traders, exchange rate disconnect puzzle, and the Tobin tax
Year:                     
2010
Person:  Xu, Juanyi
Published in:  Journal of international money and finance ; 29
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36
Book / Working Paper 		Trading frenzies and their impact on real investment
Year:                     
2010
Person:  Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy
Publisher:  London : Centre for Economic Policy Research
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37
Book / Working Paper 		Integration and information : markets and hierarchies revisited
Year:                     
2010
Person:  Gibbons, Robert S.; Holden, Richard T.; Powell, Michael L.
Publisher:  Cambridge, Mass.
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38
Book / Working Paper 		Rational-expectations equilibrium in intermediate good markets
Year:                     
2010
Person:  Gibbons, Robert S.; Holden, Richard T.; Powell, Michael L.
Publisher:  Cambridge, Mass.
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39
Book / Working Paper 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2010
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Publisher:  Frankfurt, Main : Center for Financial Studies
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40
Book / Working Paper 		Integration and information : markets and hierarchies revisited
Year:                     
2010
Person:  Gibbons, Robert; Holden, Richard; Powell, Michael
Publisher:  Cambridge, Mass. : MIT Sloan School of Management
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41
Book / Working Paper 		Rational-expectations equilibrium in intermediate good markets/ Robert Gibbons, Richard Holden and Michael Powell
Year:                     
2010
Person:  Gibbons, Robert; Holden, Richard; Powell, Michael
Publisher:  Cambridge, Mass. : MIT Sloan School of Management
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42
Book / Working Paper 		Analyzing the spectrum of asset returns : jump and volatility components in high frequency data
Year:                     
2010
Person:  Ai͏̈t-Sahalia, Yacine; Jacod, Jean
Publisher:  Cambridge, Mass.
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43
Book / Working Paper 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2010
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Publisher:  Berlin : SFB 649, Economic Risk
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44
Book / Working Paper 		On the correlation structure of microstructure noise : a financial economic approach
Year:                     
2010
Person:  Diebold, Francis X.; Strasser, Georg
Publisher:  Cambridge, Mass.
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45
Book / Working Paper 		Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: theory, implementation, and empirical evidence
Year:                     
2010
Person:  Hautsch, Nikolaus; Podolskij, Mark
Publisher:  Frankfurt, Main : Center for Financial Studies
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46
Book / Working Paper 		Noise as information for illiquidity
Year:                     
2010
Person:  Hu, Xing; Pan, Jun; Wang, Jiang
Publisher:  Cambridge, Mass.
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47
Article 		Information-based trade
Year:                     
2010
Person:  Bond, Philip; Eraslan, Hülya
Published in:  Journal of economic theory ; 145
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48
Book / Working Paper 		Noise Trading und Ineffizienzen am deutschen Aktienmarkt
Year:                     
2010
Person:  Jaron, Martin
Publisher:  Bad Soden/Ts. : Uhlenbruch
Availability:  Table of Contents Description 

 
 
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49
Article 		Is noise trading cancelled out by aggregation?
Year:                     
2010
Person:  Yan, Hongjun
Published in:  Management science : journal of the Institute for Operations Research and the Management Sciences ; 56
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50
Article 		The dynamic process of price discovery in an equity market
Year:                     
2010
Person:  Schwartz, Robert; Wolf, Avner; Paroush, Jacob
Published in:  Managerial finance ; 36
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