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Search: subject:"Noise Trading"
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Subject
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Noise Trading
1,048
Noise trading
1,034
Theorie
542
Theory
522
Volatilität
338
Volatility
329
Börsenkurs
319
Share price
307
Market microstructure
216
Marktmikrostruktur
214
Anlageverhalten
172
Behavioural finance
170
Capital income
165
Kapitaleinkommen
165
Schätzung
165
Estimation
157
Zeitreihenanalyse
128
Finanzmarkt
123
Time series analysis
121
Financial market
119
Schätztheorie
113
Estimation theory
110
Wertpapierhandel
92
Securities trading
90
Efficient market hypothesis
84
Effizienzmarkthypothese
84
USA
79
Aktienmarkt
76
Portfolio selection
75
Portfolio-Management
75
United States
73
Asymmetrische Information
72
Asymmetric information
71
Economics of information
71
Informationsökonomik
71
Speculation
70
Stock market
70
Spekulation
69
Stochastischer Prozess
68
Stochastic process
66
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Free
456
Undetermined
264
CC license
8
Type of publication
All
Book / Working Paper
575
Article
509
Type of publication (narrower categories)
All
Article in journal
467
Aufsatz in Zeitschrift
467
Working Paper
238
Graue Literatur
216
Non-commercial literature
216
Arbeitspapier
211
Hochschulschrift
28
Thesis
22
Aufsatz im Buch
21
Book section
21
Collection of articles written by one author
10
Sammlung
10
Collection of articles of several authors
5
Sammelwerk
5
Dissertation u.a. Prüfungsschriften
3
Aufsatzsammlung
2
Systematic review
2
research-article
2
Übersichtsarbeit
2
Article
1
Bibliografie enthalten
1
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1
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1
Handbuch
1
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Language
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English
1,029
Undetermined
34
German
19
French
1
Dutch
1
Spanish
1
Author
All
Pierdzioch, Christian
16
Hautsch, Nikolaus
15
Aït-Sahalia, Yacine
13
Podolskij, Mark
13
Collin-Dufresne, Pierre
12
Fos, Vyacheslav
12
Li, Z. Merrick
12
Lux, Thomas
10
Shleifer, Andrei
10
Alfarano, Simone
9
Jacod, Jean
9
Li, Yingying
9
Russ, David
9
Stadtmann, Georg
9
De Grauwe, Paul
8
Dow, James
8
Foucault, Thierry
8
Gorton, Gary
8
Grimaldi, Marianna
8
Hounyo, Ulrich
8
Jeanne, Olivier
8
Linton, Oliver
8
Lunde, Asger
8
Meddahi, Nour
8
Stambaugh, Robert F.
8
Vives, Xavier
8
Hansen, Peter Reinhard
7
Liu, Zhi
7
Mykland, Per A.
7
Osler, Carol
7
Rose, Andrew
7
Veredas, David
7
Back, Kerry E.
6
Barndorff-Nielsen, Ole E.
6
Beine, Michel
6
Christensen, Kim
6
Dimpfl, Thomas
6
Gambetti, Luca
6
Gonçalves, Sílvia
6
Gradojevic, Nikola
6
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Institution
All
National Bureau of Economic Research
31
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
C.E.P.R. Discussion Papers
3
Centre for Economic Policy Research
3
Institut für Weltwirtschaft (IfW)
3
Australian National University
2
Rimini Centre for Economic Analysis (RCEA)
2
School of Management, Yale University
2
Center for Economic Research <Tilburg>
1
Center for International Development, Kennedy School of Government
1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
1
European Agency for Safety and Health at Work
1
European Environment Agency
1
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
1
European University Institute / Department of Economics
1
Faculty of Economics, University of Cambridge
1
Federal Reserve System / Division of Research and Statistics
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Grossbritannien / Ministry of Public Buildings and Works / Building Research Station
1
HEC Paris (École des Hautes Études Commerciales)
1
Institut für Betriebswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Institute for Research in the Behavioral, Economic, and Management Sciences
1
Karlsruher Institut für Technologie
1
Krannert Graduate School of Management
1
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
1
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Published in...
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Journal of econometrics
36
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
29
NBER Working Paper
26
Discussion paper / Centre for Economic Policy Research
17
Journal of banking & finance
15
International review of economics & finance : IREF
13
The review of financial studies
13
Economic modelling
12
Finance research letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
International review of financial analysis
10
Pacific-Basin finance journal
10
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
Research paper series / Swiss Finance Institute
7
Review of quantitative finance and accounting
7
SFB 649 discussion paper
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of financial markets
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of futures markets
6
Applied economics letters
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
MPRA Paper
5
Quantitative finance
5
SFB 649 Discussion Paper
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
Econometric reviews
4
IMF working papers
4
International journal of theoretical and applied finance
4
Research in international business and finance
4
Applied economics
3
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Source
All
ECONIS (ZBW)
1,010
RePEc
40
EconStor
28
USB Cologne (EcoSocSci)
4
Other ZBW resources
2
Showing
1
-
10
of
1,084
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Identifying the underlying components of high-frequency data : pure vs jump diffusion processes
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Urga, Giovanni
-
2025
Persistent link: https://www.econbiz.de/10015191535
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
Listening to the noise : on price efficiency with dynamic trading
Arnold, Lutz
;
Russ, David
-
2024
future
noise
trading
is potentially detrimental to contemporaneous price efficiency. Our result supports concerns that social … than ameliorates, the negative impact of
noise
trading
on price efficiency. …
Persistent link: https://www.econbiz.de/10014559283
Saved in:
4
Understanding temporal dynamics of jumps in cryptocurrency markets : evidence from tick-by-tick data
Saef, Danial
;
Nagy, Odett
;
Sizov, Sergej
;
Härdle, Wolfgang
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
4
,
pp. 605-638
Persistent link: https://www.econbiz.de/10015177138
Saved in:
5
How market intervention can prevent bubbles and crashes : an agent based modelling approach
Westphal, Rebecca
;
Sornette, Didier
- In:
Computational economics
64
(
2024
)
3
,
pp. 1315-1356
Persistent link: https://www.econbiz.de/10015143925
Saved in:
6
Why does price deviate from net asset value? : the case of Singaporean infrastructure REITs
Kumala, Calvin
;
Ye, Zhen
;
Zhu, Yite
;
Ke, Qiulin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543735
Saved in:
7
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:
8
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
9
Listening to the noise : on price efficiency with dynamic trading
Arnold, Lutz
;
Russ, David
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 103-120
Persistent link: https://www.econbiz.de/10014535526
Saved in:
10
ESG rating disagreement and idiosyncratic return volatility : evidence from China
Liu, Xiangqiang
;
Yang, Qingqing
;
Wei, Kai
;
Dai, Peng-Fei
- In:
Research in international business and finance
70
(
2024
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10015055854
Saved in:
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