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~language:"eng"
~subject:"Anlageverhalten"
~subject:"Capital income"
~type_genre:"Article in journal"
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Anlageverhalten
Capital income
Noise trading
371
Noise Trading
366
Theorie
156
Theory
156
Volatility
140
Volatilität
140
Börsenkurs
125
Share price
125
Market microstructure
108
Marktmikrostruktur
108
Estimation
72
Schätzung
72
Behavioural finance
66
Kapitaleinkommen
65
Estimation theory
62
Schätztheorie
62
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50
Zeitreihenanalyse
50
Aktienmarkt
42
Stock market
42
Asymmetric information
37
Asymmetrische Information
37
USA
36
United States
36
Efficient market hypothesis
34
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34
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32
Finanzmarkt
32
Securities trading
29
Wertpapierhandel
29
Microstructure noise
27
Market microstructure noise
22
Analysis of variance
19
CAPM
19
Forecasting model
19
Nichtparametrisches Verfahren
19
Noise traders
19
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Choi, Joung Hwa
3
Choi, Paul Moon Sub
3
Liu, Zhi
3
Meddahi, Nour
3
Andersen, Torben
2
Bandi, Federico M.
2
Cartea, Álvaro
2
Cheng, Po-Keng
2
Gonçalves, Sílvia
2
Hautsch, Nikolaus
2
Hounyo, Ulrich
2
Jing, Bingyi
2
Karyampas, Dimitrios
2
Li, Yingying
2
Moosa, Imad A.
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Ben-David, Itzhak
1
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1
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1
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1
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Journal of econometrics
8
Finance research letters
6
Journal of banking & finance
5
Economic modelling
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
3
Applied economics letters
2
Financial markets and portfolio management
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Journal of international money and finance
2
The journal of finance : the journal of the American Finance Association
2
Abacus : a journal of accounting, finance and business studies
1
Annual review of financial economics
1
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1
China finance review international
1
Cogent economics & finance
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Economics letters
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Emerging markets review
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Eurasian business review
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European financial management : the journal of the European Financial Management Association
1
International journal of business
1
International journal of economics and financial issues : IJEFI
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
International journal of forecasting
1
International journal of managerial finance : IJMF
1
Investment management and financial innovations
1
Journal of Asia Pacific business
1
Journal of accounting and public policy
1
Journal of applied economics
1
Journal of behavioral and experimental economics
1
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
111
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1
Differences between NZ and U.S. individual investor sentiment : more noise or more information?
Białkowski, Je̜drzej
;
Wagner, Moritz
;
Wei, Xiaopeng
- In:
New Zealand economic papers
58
(
2024
)
1
,
pp. 74-86
Persistent link: https://www.econbiz.de/10014511890
Saved in:
2
Chasing noise in the stock market : an inquiry into the dynamics of investor sentiment and asset pricing
Sakariyahu, Rilwan
;
Paterson, Audrey
;
Chatzivgeri, Eleni
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014502966
Saved in:
3
Emojis and stock returns
Reschke, Felix
;
Strych, Jan-Oliver
- In:
Review of behavioral finance : RBF
16
(
2024
)
2
,
pp. 223-233
Persistent link: https://www.econbiz.de/10014515780
Saved in:
4
Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Riso, Luigi
;
Vacca, Gianmarco
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014531171
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
When large traders create noise
Glebkin, Sergei
;
Kuong, John Chi-Fong
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014462587
Saved in:
7
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:
8
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:
9
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
10
Do senators and house members beat the stock market? : evidence from the STOCK Act
Belmont, William
;
Sacerdote, Bruce
;
Sehgal, Ranjan
;
Van …
- In:
Journal of public economics
207
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013204852
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