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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"SFB 649 Discussion Paper"
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Search: subject:"Noise trading"
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Noise Trading
23
Noise trading
18
Börsenkurs
14
Volatilität
13
Market microstructure
12
Marktmikrostruktur
12
Share price
12
Volatility
10
Schätztheorie
8
Theorie
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7
Zeitreihenanalyse
7
Estimation theory
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Aktienmarkt
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Capital income
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Kapitaleinkommen
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Market microstructure noise
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Stock market
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Nichtparametrisches Verfahren
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Time series analysis
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Behavioural finance
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Informationseffizienz
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Korrelation
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Nonparametric statistics
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China
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Efficient market hypothesis
2
Effizienzmarkthypothese
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Handelsvolumen der Börse
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2
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English
24
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Hautsch, Nikolaus
3
Buccheri, Giuseppe
2
Corsi, Fulvio
2
Podolskij, Mark
2
Potiron, Yoann
2
Reiß, Markus
2
Ahn, Hee-joon
1
Awartani, Basel
1
Bandi, Federico M.
1
Baranovski, Alexander L.
1
Bibinger, Markus
1
Bormetti, Giacomo
1
Cai, Jun
1
Chan, Yue-cheong
1
Clinet, Simon
1
Comerton-Forde, Carole
1
Corradi, Valentina
1
Distaso, Walter
1
Feng, Hongrui
1
Hamao, Yasushi
1
Hansen, Peter Reinhard
1
Henker, Thomas
1
Hess, Dieter E.
1
Husodo, Zaäfri A.
1
Jegadeesh, Narasimhan
1
Kalev, Petko S.
1
Kalnina, Ilze
1
Lau, Sie-ting
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Lillo, Fabrizio
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Liu, Qiang
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Liu, Zhi
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Melvin, Michael
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1
Omar, Arti
1
Peluso, Stefano
1
Prasanna, P. Krishna
1
Russell, Jeffrey R.
1
Titman, Sheridan
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Pacific-Basin finance journal
SFB 649 Discussion Paper
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
22
NBER Working Paper
20
Discussion paper / Centre for Economic Policy Research
17
International review of economics & finance : IREF
12
Journal of banking & finance
12
The review of financial studies
12
Economic modelling
11
Finance research letters
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Review of quantitative finance and accounting
7
International review of financial analysis
6
Journal of financial markets
6
Research paper series / Swiss Finance Institute
6
SFB 649 discussion paper
6
Applied economics letters
5
Econometric reviews
5
International journal of theoretical and applied finance
5
MPRA Paper
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Quantitative finance
5
The journal of futures markets
5
The review of economic studies
5
Working papers / Rodney L. White Center for Financial Research
5
CESifo working papers
4
CFS working paper series
4
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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
CEPR Discussion Papers
3
Cambridge working papers in economics
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Cambridge-INET working papers
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ECONIS (ZBW)
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EconStor
5
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1
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:
2
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:
3
CEO political connection and stock sentiment beta : evidence from China
Yi, Shangkun
;
Wang, Jian
;
Xiaoting Wang
;
Feng, Hongrui
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013389459
Saved in:
4
Disentangling sources of high frequency market microstructure noise
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 18-39
Persistent link: https://www.econbiz.de/10012424496
Saved in:
5
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:
6
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Peluso, Stefano
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 605-621
Persistent link: https://www.econbiz.de/10012588002
Saved in:
7
How
noise
trading
affects informational efficiency : evidence from an order-driven market
Zhang, Chris H.
;
Kalev, Petko S.
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013332503
Saved in:
8
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:
9
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
10
Flat-top realized Kernel estimation of quadratic covariation with nonsynchronous and noisy asset prices
Varneskov, Rasmus Tangsgaard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011691138
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