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Multidimensional noise and non-fundamental information diversity

Russ, David - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-28

Persistent link: https://www.econbiz.de/10013413525

Asymmetric information correlation in financial markets

Jiang, Ying; Liu, Hong; Yang, Qingshan - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014492103

From gambling to gaming : the crowding out effect

Kou, Shubo; Ma, Xiyuan - In: Finance research letters 59 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014445268

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

When large traders create noise

Glebkin, Sergei; Kuong, John Chi-Fong - In: Journal of financial economics 150 (2023) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10014462587

Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning

Riso, Luigi; Vacca, Gianmarco - In: Finance research letters 62 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014531171

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

Tug of war with noise traders? : evidence from the G7 stock markets

Hajiyev, Aghamehman; Keiber, Karl Ludwig; Luczak, Adalbert - In: The quarterly review of economics and finance 95 (2024), pp. 234-243

Persistent link: https://www.econbiz.de/10014631507

New evidence on market response to public announcements in the presence of microstructure noise

Bian, Siyu; Serra, Teresa; García, Philip; Irwin, Scott H. - In: European journal of operational research : EJOR 298 (2022) 2, pp. 785-800

Persistent link: https://www.econbiz.de/10013206899

Noise Bubbles

Forni, Mario - 2014

We introduce imperfect information in stock prices determination. Agents receive a noisy signal about the structural shock driving future dividend variations. Equilibrium stock prices include a transitory "noise bubble" which can be responsible for boom and bust episodes unrelated to economic...

Persistent link: https://www.econbiz.de/10013043876

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