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Search: subject_exact:"Noise Trading"
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CAPM
Noise trading
406
Noise Trading
395
Theorie
171
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171
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147
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146
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128
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128
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Microstructure noise
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Nichtparametrisches Verfahren
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Amiri, Mohamed Marouen
1
Arnott, Robert D.
1
Bandi, Federico M.
1
Ben Sassi, Mounir
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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Quantitative finance
2
Review of quantitative finance and accounting
2
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Frontiers of economics in China : selected publications from Chinese universities
1
International journal of financial engineering
1
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ECONIS (ZBW)
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1
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:
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
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
4
Pricing implications of noise
Goulding, Christian L.
;
Santosh, Shrihari
;
Zhang, Xingtan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2468-2508
Persistent link: https://www.econbiz.de/10014320677
Saved in:
5
Investor sentiment and the risk-return tradeoff
Amiri, Mohamed Marouen
;
Naoui, Kamel
;
Derbali, Abdelkader
; …
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012603757
Saved in:
6
Analysis of high frequency data in finance: a survey
Jiang, George J.
;
Pan, Guanzhong
- In:
Frontiers of economics in China : selected publications …
15
(
2020
)
2
,
pp. 141-166
Persistent link: https://www.econbiz.de/10012670616
Saved in:
7
Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Review of quantitative finance and accounting
53
(
2019
)
2
,
pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
Saved in:
8
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:
9
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
Saved in:
10
Can noise create the size and value effects?
Arnott, Robert D.
;
Hsu, Jason C.
;
Liu, Jun
;
Markowitz, Harry
- In:
Management science : journal of the Institute for …
61
(
2015
)
11
,
pp. 2569-2579
Persistent link: https://www.econbiz.de/10011409071
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