//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~language:"eng"
~subject:"Capital income"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Noise Trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Noise trading
154
Noise Trading
152
Volatility
73
Volatilität
73
Börsenkurs
71
Share price
71
Market microstructure
66
Marktmikrostruktur
66
Theorie
54
Theory
54
Anlageverhalten
43
Behavioural finance
43
Estimation
40
Schätzung
40
Estimation theory
39
Schätztheorie
39
Kapitaleinkommen
35
Time series analysis
35
Zeitreihenanalyse
35
Microstructure noise
23
Aktienmarkt
19
Market microstructure noise
19
Stock market
19
Financial market
18
Finanzmarkt
18
Efficient market hypothesis
17
Effizienzmarkthypothese
17
High-frequency data
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Noise traders
14
Asymmetric information
13
Asymmetrische Information
13
Stochastic process
12
Stochastischer Prozess
12
Forecasting model
11
Prognoseverfahren
11
Realized volatility
10
Securities trading
10
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
35
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Author
All
Andersen, Torben
2
Li, Yingying
2
Liu, Zhi
2
Meddahi, Nour
2
Aabo, Tom
1
Alemany, N.
1
Alemany, Nuria
1
Amiri, Mohamed Marouen
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Archakov, Ilya
1
Baccarin, Alessandro
1
Ben Sassi, Mounir
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Cartea, Álvaro
1
Casavecchia, Lorenzo
1
Cebiroglu, Gökhan
1
Chen, Richard Y.
1
Chu, Xiaojun
1
Corsi, Fulvio
1
Davidson, Sinclair
1
Derbali, Abdelkader
1
Ding, Wenjie
1
Dong, Yingjie
1
El Ouadghiri, Imane
1
Escobari, Diego
1
Gonçalves, Sílvia
1
Gu, Zherong
1
Hautsch, Nikolaus
1
Hounyo, Ulrich
1
Hu, Yingyi
1
Huang, Emily J.
1
Huerta-Sanchez, Daniel
1
Hulley, Hardy
1
Hwang, Eunju
1
Jegadeesh, Narasimhan
1
Jing, Bingyi
1
more ...
less ...
Published in...
All
Journal of econometrics
8
Econometric reviews
2
Economic modelling
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Pacific-Basin finance journal
2
Econometric theory
1
Economics letters
1
Finance research letters
1
Financial markets and portfolio management
1
International journal of financial engineering
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Asia Pacific business
1
Journal of property investment & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Review of behavioral finance : RBF
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
Studies in economics and finance
1
The accounting review : a publication of the American Accounting Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Emojis and stock returns
Reschke, Felix
;
Strych, Jan-Oliver
- In:
Review of behavioral finance : RBF
16
(
2024
)
2
,
pp. 223-233
Persistent link: https://www.econbiz.de/10014515780
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Momentum : evidence and insights 30 years later
Jegadeesh, Narasimhan
;
Titman, Sheridan
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463350
Saved in:
4
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
5
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
6
Measuring the information content of disclosures : the role of return noise
Thomas, Jacob K.
;
Zhang, X. Frank
;
Zhu, Wei
- In:
The accounting review : a publication of the American …
97
(
2022
)
6
,
pp. 417-443
Persistent link: https://www.econbiz.de/10013499362
Saved in:
7
Do noisy stock prices impede real efficiency?
Xiao, Steven Chong
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
Saved in:
8
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:
9
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:
10
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->