SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Is Speculation Destabilizing? · Study

PreprintShelves

PreprintIs Speculation Destabilizing?

Celso Brunetti2009

OA

Preprintgreen2009

Is Speculation Destabilizing?

Celso Brunetti · Bahattin Büyükşahin

75 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 75 citations exist upstream.

References

1990Noise Trader Risk in Financial Markets 1998Generalized impulse response analysis in linear multivariate models 2003Modeling and Forecasting Realized Volatility 2001The distribution of realized stock return volatility 2003From Efficient Markets Theory to Behavioral Finance 1990The Noise Trader Approach to Finance 2003A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

Cited by

2016Disentangling the determinants of real oil prices

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Speculators, Prices, and Market Volatilityarticle · 16 shared references 2011Speculators, Prices and Market Volatilitypreprint · 15 shared references 2015The Prevalence, Sources, and Effects of Herdingarticle · 7 shared references 2008Microstructure Noise, Realized Variance, and Optimal Samplingarticle · 6 shared references 2010Parametric and Nonparametric Volatility Measurementchapter · 6 shared references 2010Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) modelsarticle · 6 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations75

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.2139/ssrn.1393524

openalex_workW2115977992

Links

Imported from OpenAlex (CC0) — nothing here is generated.