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Local mispricing and microstructural noise: a parametric perspective - MaRDI portal

Local mispricing and microstructural noise: a parametric perspective (Q2172020)

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Local mispricing and microstructural noise: a parametric perspective
scientific article

    Statements

    title
    Local mispricing and microstructural noise: a parametric perspective (English)
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    author
    Torben G. Andersen
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    Ilya Archakov
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    Nikolaus Hautsch
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    Gökhan Cebiroğlu
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    publication date
    14 September 2022
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    zbMATH Keywords
    volatility estimation
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    market microstructure noise
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    price reversal
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    momentum
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    Contrarian trading
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    Identifiers

    zbMATH DE Number
    7585126
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    OpenAlex ID
    W3186503830
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