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~isPartOf:"MPRA Paper"
~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Noise trading"
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Noise Trading
11
Noise trading
10
Market microstructure
8
Marktmikrostruktur
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Volatility
6
Volatilität
6
Börsenkurs
5
Share price
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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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Stratanovich – Kalman – Bucy filter
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absorption of information
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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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diffusion of information
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econometrics
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econophysics
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financial liquidity
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foreign currencies exchange market micro structure
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foreign currencies exchange rate dynamics
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global capital market
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global foreign exchange market
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information theory
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Ledenyov, Dimitri O.
2
Ledenyov, Viktor O.
2
Alemany, N.
1
Anselmo, Peter
1
Aragó Manzana, Vicent
1
Bannouh, Karim
1
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1
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1
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1
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Doran, James
1
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Hovsepian, Karen
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1
Kunitomo, Naoto
1
Liu, Guangying
1
Martens, Martin
1
Nolte, Ingmar
1
Pappas, Vasileios
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Peterson, David
1
Platania, Federico
1
Pratt, William R.
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Russ, David
1
Salvador, E.
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Sato, Seisho
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1
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Taguedong, Sylvain Chamberlain
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1
Tolk, Jacob
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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CEPR Discussion Papers
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ECONIS (ZBW)
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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
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:
3
Multidimensional noise and non-fundamental information diversity
Russ, David
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013413525
Saved in:
4
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:
5
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:
6
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:
7
Fake news
Brigida, Matt
;
Pratt, William R.
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 564-573
Persistent link: https://www.econbiz.de/10011938199
Saved in:
8
On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.
;
Ledenyov, Viktor O.
-
Volkswirtschaftliche Fakultät, …
-
2014
In the Schumpeterian creative disruption age, the authors firmly believe that an increasing application of electronic technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency electronic trading in the foreign currencies exchange...
Persistent link: https://www.econbiz.de/10011156962
Saved in:
9
On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.
;
Ledenyov, Viktor O.
-
Volkswirtschaftliche Fakultät, …
-
2014
In the Schumpeterian creative disruption age, the authors firmly believe that an increasing application of electronic technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency electronic trading in the foreign currencies exchange...
Persistent link: https://www.econbiz.de/10011110289
Saved in:
10
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto
;
Sato, Seisho
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
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