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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Financial market"
~subject:"Noise trading"
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Financial market
Noise trading
Noise Trading
16
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10
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5
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5
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5
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Journal of banking & finance
Working papers / Rodney L. White Center for Financial Research
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
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22
NBER Working Paper
20
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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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1
Noisy active management
Stambaugh, Robert F.
-
2017
Persistent link: https://www.econbiz.de/10011847375
Saved in:
2
Investment noise and trends
Stambaugh, Robert F.
-
2014
-
Current draft: October 5, 2014
Persistent link: https://www.econbiz.de/10010484311
Saved in:
3
Idiosyncratic volatility : an indicator of noise trading?
Aabo, Tom
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Journal of banking & finance
75
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011742157
Saved in:
4
Trading frenzies and their impact on real investment
Goldstein, Itay
;
Ozdenoren, Emre
;
Yuan, Kathy
-
2011
Persistent link: https://www.econbiz.de/10009295348
Saved in:
5
Stock return predictability and investor sentiment : a high-frequency perspective
Sun, Licheng
;
Najand, Mohammad
;
Shen, Jiancheng
- In:
Journal of banking & finance
73
(
2016
),
pp. 147-164
Persistent link: https://www.econbiz.de/10011635681
Saved in:
6
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
7
Information-based trade
Bond, Philip
(
contributor
);
Eraslan, Hülya
(
contributor
)
-
2007
-
This draft: October 15, 2007
Persistent link: https://www.econbiz.de/10003727430
Saved in:
8
Information-based trade
Bond, Philip
(
contributor
);
Eraslan, Hülya
(
contributor
)
-
2006
-
This draft: May 19, 2006
Persistent link: https://www.econbiz.de/10003727009
Saved in:
9
Volatility and covariation of financial assets : a high-frequency analysis
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Journal of banking & finance
35
(
2011
)
12
,
pp. 3319-3334
Persistent link: https://www.econbiz.de/10009384246
Saved in:
10
Stock and option market divergence in the presence of noisy information
Chen, Carl R.
;
Diltz, J. David
;
Huang, Ying
;
Lung, Peter P.
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 2001-2020
Persistent link: https://www.econbiz.de/10009247354
Saved in:
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