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~isPartOf:"International review of financial analysis"
~isPartOf:"MPRA Paper"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Noise trading"
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Noise trading
14
Noise Trading
13
Börsenkurs
7
Share price
7
Market microstructure
5
Marktmikrostruktur
5
Volatility
5
Volatilität
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Time series analysis
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Ledenyov law on limiting frequency for ultra high frequency electronic trading in foreign currencies exchange markets
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Noise traders
2
Realized volatility
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absorption of information
2
algorithmic trading
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bid - ask spreads
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capital inflow
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capital outflow
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carry trade strategy
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currencies exchange rate
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Ledenyov, Dimitri O.
2
Ledenyov, Viktor O.
2
Alemany, N.
1
Anselmo, Peter
1
Aragó Manzana, Vicent
1
Bertus, Mark
1
Cang, Yuquan
1
Casavecchia, Lorenzo
1
Cheng, Enoch
1
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Fang, Yi
1
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1
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1
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1
Hu, Shing-yang
1
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1
Ibikunle, Gbenga
1
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1
Jacoby, Gady
1
Jiang, Danling
1
Ke, Qiulin
1
Kumala, Calvin
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Liao, Rose C.
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1
Mahar, James W.
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McGroarty, Frank
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Nolte, Ingmar
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Ou, Qi-Lang
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Pappas, Vasileios
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Ramiah, Vikash
1
Rzayev, Khaladdin
1
Salvador, E.
1
Serrano, Pedro
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Struck, Clemens C.
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International review of financial analysis
MPRA Paper
Quantitative finance
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
22
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20
Discussion paper / Centre for Economic Policy Research
17
International review of economics & finance : IREF
12
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12
The review of financial studies
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Finance research letters
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Review of quantitative finance and accounting
7
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6
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6
SFB 649 discussion paper
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Applied economics letters
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Econometric reviews
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International journal of theoretical and applied finance
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The journal of futures markets
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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
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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
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Applied financial economics
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CEPR Discussion Papers
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Cambridge working papers in economics
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ECONIS (ZBW)
13
RePEc
5
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Why does price deviate from net asset value? : the case of Singaporean infrastructure REITs
Kumala, Calvin
;
Ye, Zhen
;
Zhu, Yite
;
Ke, Qiulin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543735
Saved in:
3
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
4
Volume and stock returns in the Chinese market
Fang, Yi
;
Zhou, Xin
;
Wen, Yi-Feng
;
Ou, Qi-Lang
- In:
International review of financial analysis
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543995
Saved in:
5
More heat than light: investor attention and bitcoin price discovery
Ibikunle, Gbenga
;
McGroarty, Frank
;
Rzayev, Khaladdin
- In:
International review of financial analysis
69
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012316347
Saved in:
6
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
7
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
8
Are mutual fund investors paying for noise?
Casavecchia, Lorenzo
;
Hulley, Hardy
- In:
International review of financial analysis
58
(
2018
),
pp. 8-23
Persistent link: https://www.econbiz.de/10012006381
Saved in:
9
Modelling the shape of the limit order book
Platania, Federico
;
Serrano, Pedro
;
Tapia, Mikel
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1575-1597
Persistent link: https://www.econbiz.de/10011913208
Saved in:
10
Neoclassical finance, behavioral finance and noise traders : a review and assessment of the literature
Ramiah, Vikash
;
Xu, Xiaoming
;
Moosa, Imad A.
- In:
International review of financial analysis
41
(
2015
),
pp. 89-100
Persistent link: https://www.econbiz.de/10011508605
Saved in:
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