//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
~language:"eng"
~subject:"Capital income"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Noise Trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Noise trading
366
Noise Trading
364
Theorie
155
Theory
155
Volatility
139
Volatilität
139
Börsenkurs
124
Share price
124
Market microstructure
108
Marktmikrostruktur
108
Estimation
72
Schätzung
72
Anlageverhalten
65
Behavioural finance
65
Kapitaleinkommen
65
Estimation theory
62
Schätztheorie
62
Time series analysis
50
Zeitreihenanalyse
50
Aktienmarkt
41
Stock market
41
Asymmetric information
37
Asymmetrische Information
37
USA
36
United States
36
Efficient market hypothesis
33
Effizienzmarkthypothese
33
Financial market
32
Finanzmarkt
32
Securities trading
29
Wertpapierhandel
29
Microstructure noise
27
Market microstructure noise
22
Analysis of variance
19
CAPM
19
Nichtparametrisches Verfahren
19
Noise traders
19
Nonparametric statistics
19
Varianzanalyse
19
more ...
less ...
Online availability
All
Undetermined
35
Free
2
Type of publication
All
Article
65
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
65
Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
36
Working Paper
36
Hochschulschrift
5
Thesis
3
Aufsatz im Buch
2
Aufsatzsammlung
2
Book section
2
Collection of articles written by one author
2
Sammlung
2
more ...
less ...
Language
All
English
Author
All
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
Ben Sassi, Mounir
1
Białkowski, Je̜drzej
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boudoukh, Jacob
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Caporale, Guglielmo Maria
1
Casavecchia, Lorenzo
1
Cebiroglu, Gökhan
1
Chang, Tung-Lung Steven
1
Chen, Anlin
1
Chen, Chun-nan
1
Chen, Richard Y.
1
Chu, Xiaojun
1
Corsi, Fulvio
1
Davidson, Sinclair
1
Derbali, Abdelkader
1
more ...
less ...
Published in...
All
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
1
Econometric theory
1
Economics letters
1
Finance research letters
1
Financial markets and portfolio management
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
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international economic studies
1
Journal of property investment & finance
1
Journal of the American Statistical Association : JASA
1
New Zealand economic papers
1
Quantitative finance
1
Review of behavioral finance : RBF
1
Review of financial economics : RFE
1
Studies in economics and finance
1
The accounting review : a publication of the American Accounting Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
50
of
65
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
11
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
12
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
13
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
14
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:
15
Noise trading, institutional trading, and opinion divergence : evidence on intraday data in the Chinese stock market
Hu, Yingyi
;
Zhao, Tiao
;
Zhang, Lin
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 74-89
Persistent link: https://www.econbiz.de/10012486298
Saved in:
16
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
Saved in:
17
Individual investor flows and cross-section of stock returns : evidence from Japan
Takahashi, Hidetomo
- In:
Journal of international economic studies
33
(
2019
),
pp. 3-15
Persistent link: https://www.econbiz.de/10012003130
Saved in:
18
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:
19
Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun
;
Gu, Zherong
;
Zhou, Haigang
- In:
Finance research letters
30
(
2019
),
pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
Saved in:
20
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
21
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
22
Are mutual fund investors paying for noise?
Casavecchia, Lorenzo
;
Hulley, Hardy
- In:
International review of financial analysis
58
(
2018
),
pp. 8-23
Persistent link: https://www.econbiz.de/10012006381
Saved in:
23
Changes in sentiment on REIT industry excess returns and volatility
Huerta-Sanchez, Daniel
;
Escobari, Diego
- In:
Financial markets and portfolio management
32
(
2018
)
3
,
pp. 239-274
Persistent link: https://www.econbiz.de/10011951954
Saved in:
24
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
25
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
26
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
27
Idiosyncratic volatility : an indicator of noise trading?
Aabo, Tom
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Journal of banking & finance
75
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011742157
Saved in:
28
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
29
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
30
An application of the information-adjusted noise model to the Shenzhen stock market
Xu, Xiaoming
;
Ramiah, Vikash
;
Moosa, Imad A.
;
Davidson, …
- In:
International journal of managerial finance : IJMF
12
(
2016
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10011543108
Saved in:
31
Investor sentiment and stock market volatility : evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Journal of Asia Pacific business
17
(
2016
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10011499055
Saved in:
32
Stock return predictability and investor sentiment : a high-frequency perspective
Sun, Licheng
;
Najand, Mohammad
;
Shen, Jiancheng
- In:
Journal of banking & finance
73
(
2016
),
pp. 147-164
Persistent link: https://www.econbiz.de/10011635681
Saved in:
33
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
34
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
35
Noisy information and stock market returns
Li, George
- In:
Studies in economics and finance
33
(
2016
)
3
,
pp. 338-358
Persistent link: https://www.econbiz.de/10011722528
Saved in:
36
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Saved in:
37
European REITsNAV discount : do investors believe in property appraisal?
Morri, Giacomo
;
Baccarin, Alessandro
- In:
Journal of property investment & finance
34
(
2016
)
4
,
pp. 347-374
Persistent link: https://www.econbiz.de/10011595035
Saved in:
38
The role of institutional investors and individual investors in financial markets : evidence from closed-end funds
Huang, Emily J.
- In:
Review of financial economics : RFE
26
(
2015
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011411934
Saved in:
39
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
Saved in:
40
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
41
Small investor sentiment, differences of opinion and stock overvaluation
Qian, Xiaolin
- In:
Journal of financial markets
19
(
2014
),
pp. 219-246
Persistent link: https://www.econbiz.de/10010442401
Saved in:
42
Trade size and the cross section of stock returns : informed versus noise traders in the Chinese growth enterprise market
Zhaohui Zhang
;
Chang, Tung-Lung Steven
- In:
International journal of business
19
(
2014
)
4
,
pp. 322-335
Persistent link: https://www.econbiz.de/10010481884
Saved in:
43
Noise trading and stock returns : evidence from China
Hu, Changsheng
;
Wang, Yongfeng
- In:
China finance review international
3
(
2013
)
3
,
pp. 301-315
Persistent link: https://www.econbiz.de/10009777641
Saved in:
44
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
45
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
46
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
47
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
48
Analyzing the spectrum of asset returns: jump and volatility components in high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Journal of economic literature
50
(
2012
)
4
,
pp. 1007-1050
Persistent link: https://www.econbiz.de/10009696498
Saved in:
49
Volatility and covariation of financial assets : a high-frequency analysis
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Journal of banking & finance
35
(
2011
)
12
,
pp. 3319-3334
Persistent link: https://www.econbiz.de/10009384246
Saved in:
50
Individual investors and volatility
Foucault, Thierry
;
Sraer, David
;
Thesmar, David J.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1369-1406
Persistent link: https://www.econbiz.de/10009267667
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->