haku: @all futures / yhteensä: 104
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| Tekijä: | Coval, J.D. Shumway, T. |
| Otsikko: | Is sound just noise? |
| Lehti: | Journal of Finance
2001 : OCT, VOL. 56:5, p. 1887-1910 |
| Asiasana: | INFORMATION TRADING |
| Vapaa asiasana: | SOUND LEVEL |
| Kieli: | eng |
| Tiivistelmä: | The authors analyze the information content of the ambient noise level in the Chicago Board of Trade's 30-year Treasury Bond futures trading pit. Controlling a variety of other variables, including lagged price changes, trading volumes, and news announcements, the authors find that the sound level conveys information which is highly economically and statistically significant. |
SCIMA