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~language:"eng"
~subject:"Capital income"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Noise Trading"
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Capital income
Noise trading
368
Noise Trading
365
Theorie
156
Theory
156
Volatility
139
Volatilität
139
Börsenkurs
125
Share price
125
Market microstructure
107
Marktmikrostruktur
107
Estimation
72
Schätzung
72
Anlageverhalten
66
Behavioural finance
66
Kapitaleinkommen
65
Estimation theory
61
Schätztheorie
61
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49
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49
Aktienmarkt
42
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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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65
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2
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Liu, Zhi
3
Meddahi, Nour
3
Andersen, Torben
2
Bandi, Federico M.
2
Cartea, Álvaro
2
Gonçalves, Sílvia
2
Hautsch, Nikolaus
2
Hounyo, Ulrich
2
Jing, Bingyi
2
Karyampas, Dimitrios
2
Li, Yingying
2
Russell, Jeffrey R.
2
Aabo, Tom
1
Alemany, N.
1
Alemany, Nuria
1
Amiri, Mohamed Marouen
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Archakov, Ilya
1
Arnott, Robert D.
1
Aït-Sahalia, Yacine
1
Baccarin, Alessandro
1
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1
Białkowski, Je̜drzej
1
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1
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1
Chen, Richard Y.
1
Chu, Xiaojun
1
Corsi, Fulvio
1
Davidson, Sinclair
1
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Journal of econometrics
8
Journal of banking & finance
4
Econometric reviews
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Review of quantitative finance and accounting
3
Economic modelling
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Pacific-Basin finance journal
2
The journal of finance : the journal of the American Finance Association
2
Applied economics letters
1
China finance review international
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1
Economics letters
1
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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 managerial finance : IJMF
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of Asia Pacific business
1
Journal of applied economics
1
Journal of economic literature
1
Journal of emerging markets
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Journal of empirical finance
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Journal of financial economics
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Journal of financial markets
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Journal of international economic studies
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Journal of property investment & finance
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Journal of the American Statistical Association : JASA
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New Zealand economic papers
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Quantitative finance
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Review of behavioral finance : RBF
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Review of financial economics : RFE
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Studies in economics and finance
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The accounting review : a publication of the American Accounting Association
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Measuring the information content of disclosures : the role of return noise
Thomas, Jacob K.
;
Zhang, X. Frank
;
Zhu, Wei
- In:
The accounting review : a publication of the American …
97
(
2022
)
6
,
pp. 417-443
Persistent link: https://www.econbiz.de/10013499362
Saved in:
8
Impact of consumer sentiment on defensive and aggressive stock returns : Indian evidence
Yelamanchili, Rama Krishna
- In:
International journal of economics and financial issues …
9
(
2019
)
4
,
pp. 109-114
Persistent link: https://www.econbiz.de/10012150127
Saved in:
9
Do noisy stock prices impede real efficiency?
Xiao, Steven Chong
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
Saved in:
10
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
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