Local mispricing and microstructural noise: a parametric perspective (Q2172020)
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scientific article; zbMATH DE number 7585126
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| English | Local mispricing and microstructural noise: a parametric perspective |
scientific article; zbMATH DE number 7585126 |
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Local mispricing and microstructural noise: a parametric perspective (English)
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14 September 2022
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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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