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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Noise trading"
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Noise Trading
7
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4
Estimation theory
2
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2
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Barndorff-Nielsen, Ole E.
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic theory : official journal of the Society for the Advancement of Economic Theory
Journal of econometrics
29
International review of economics & finance : IREF
12
Journal of banking & finance
12
The review of financial studies
12
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Finance research letters
9
Journal of financial economics
9
Pacific-Basin finance journal
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Review of quantitative finance and accounting
7
Journal of financial markets
6
Applied economics letters
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Econometric reviews
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International journal of theoretical and applied finance
5
Quantitative finance
5
The journal of futures markets
5
The review of economic studies
5
Journal of international money and finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics
3
Economics letters
3
Finance and stochastics
3
Journal of economic dynamics & control
3
Journal of economic theory
3
Journal of empirical finance
3
The economic journal : the journal of the Royal Economic Society
3
The journal of real estate finance and economics
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China finance review international
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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1
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
3
A robust model of bubbles with multidimensional uncertainty
Doblas-Madrid, Antonio
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 1845-1893
Persistent link: https://www.econbiz.de/10009665484
Saved in:
4
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
Saved in:
5
Asymmetric information and survival in financial markets
Sciubba, Emanuela
- In:
Economic theory : official journal of the Society for …
25
(
2005
)
2
,
pp. 353-379
Persistent link: https://www.econbiz.de/10002595604
Saved in:
6
Informational efficiency: ranking markets
Palomino, Frédéric
- In:
Economic theory : official journal of the Society for …
18
(
2001
)
3
,
pp. 683-700
Persistent link: https://www.econbiz.de/10001615021
Saved in:
7
Large time and small noise asymptotic results for mean reverting diffusion processes with applications
Callen, Jeffrey L.
;
Govindaraj, Suresh
;
Xu, Lin
- In:
Economic theory : official journal of the Society for …
16
(
2000
)
2
,
pp. 401-419
Persistent link: https://www.econbiz.de/10001526085
Saved in:
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