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  • Search: subject:"Price reversal"
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Year of publication
Subject
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Börsenkurs 2 Share price 2 Volatility 2 Volatilität 2 contrarian trading 2 market microstructure noise 2 momentum trading 2 price reversal 2 volatility estimation 2 Aktienindex 1 Bank 1 CNX Bank Index 1 Capital income 1 Expiration Day 1 Index futures 1 Index-Futures 1 India 1 Indien 1 Kapitaleinkommen 1 Market microstructure 1 Marktmikrostruktur 1 Nifty Bank Index 1 Noise Trading 1 Noise trading 1 Price Reversal 1 Securities trading 1 Stock index 1 Theorie 1 Theory 1 Wertpapierhandel 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Cebiroglu, Gökhan 2 Hautsch, Nikolaus 2 Andersen, Torben 1 Andersen, Torben G. 1 Kulapathi, Syamsundar 1 Muthangi, Ramesh 1 Puppala, Raja Babu 1 Samineni, Ravi Kumar 1
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Published in...
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CFS Working Paper Series 1 CFS working paper series 1 Journal of Asian finance, economics and business : JAFEB 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Expiration-day effects on index futures : evidence from Indian market
Samineni, Ravi Kumar; Puppala, Raja Babu; Muthangi, Ramesh - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 11, pp. 95-100
Persistent link: https://www.econbiz.de/10012671643
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Volatility, information feedback and market microstructure noise: A tale of two regimes
Andersen, Torben G.; Cebiroglu, Gökhan; Hautsch, Nikolaus - 2017
originating from prevailing mispricing. The speed of price reversal is a natural measure for informational efficiency. The … strength of the price reversal relative to the signal-to-noise ratio determines the signs of the return serial correlation and …
Persistent link: https://www.econbiz.de/10011621279
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Cover Image
Volatility, information feedback and market microstructure noise : a tale of two regimes
Andersen, Torben; Cebiroglu, Gökhan; Hautsch, Nikolaus - 2017 - This version: February 6, 2017
originating from prevailing mispricing. The speed of price reversal is a natural measure for informational efficiency. The … strength of the price reversal relative to the signal-to-noise ratio determines the signs of the return serial correlation and …
Persistent link: https://www.econbiz.de/10011613905
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