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Noise Traders? Trigger Rates, FX Options, and Smiles
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Noise traders' trigger rates, FX options, and smiles
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Essays on machine learning and finance
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Noise in Expectations
Evidence from Analyst Forecasts -
Dispersed information and asset prices
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The rise of social sentiment and payment for order flow
new implications for non-fundamental information in financial markets -
Policy-motivated candidates, noisy platforms, and non-robustness
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Noisy decision makers
on errors, noise and inconsistencies in economic behavior -
The behaviour of noise traders
empirical evidence on purchases of business magazines -
Frictions, intermediaries, and the option market
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Policy-motivated candidates, noisy platforms, and non-robustness
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Dectecting speculative bubbles in stock prices
a new approach and some evidence for the US -
Noise trader risk and the political economy of privatization
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Informed manipulation
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Transparency, liquidity and price formation
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Noise trading and the effects of monetary policy shocks on nominal and real exchange rates
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Exchange rate expectations redux and monetary policy
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Central bank intervention and exchange rate expectations
evidence from the daily DM/US-Dollar exchange rate -
Do asset prices reflect fundamentals?
Freshly squeezed evidence from the OJ market -
Noise trading and the effects of monetary policy shocks on nominal and real exchange rates
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The real effects of investor sentiment
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Securities transaction tax and market volatility
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Dynamic hedging, positive feedback, and general equilibrium
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Noise traders and the volatility of exchange rates
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Technical trading and exchange rate regimes
some empirical evidence