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The size and incidence of the losses from noise trading
DeLong, James Bradford; Shleifer, Andrei; Summers, … - 1989
Persistent link: https://www.econbiz.de/10000762684
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The Size and Incidence of the Losses from Noise Trading
DeLong, James Bradford; Shleifer, Andrei; Summers, … - 2021
Recent empirical research has identified a significant amount of volatility in stock prices that cannot be easily explained by changes in fundamentals; one interpretation is that asset prices respond not only to news but also to irrational "noise trading." We assess the welfare effects and...
Persistent link: https://www.econbiz.de/10013228726
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The Size and Incidence of the Losses from Noise Trading
De Long, J. Bradford - 1989
Recent empirical research has identified a significant amount of volatility in stock prices that cannot be easily explained by changes in fundamentals; one interpretation is that asset prices respond not only to news but also to irrational "noise trading." We assess the welfare effects and...
Persistent link: https://www.econbiz.de/10012476179
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Non-linearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi - 1993
Persistent link: https://www.econbiz.de/10013444306
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Optimal trading with differing trade signals
Donnelly, Ryan; Lorig, Matthew - In: Applied mathematical finance 27 (2020) 4, pp. 317-344
Persistent link: https://www.econbiz.de/10012425325
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Commonality and contrarian trading among algorithmic traders
Arumugam, Devika; Krishna Prasanna, P. - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012814577
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Handelsstrategien von Nichtpreisnehmern : Theorie und empirische Untersuchung
Kampovsky, Anne-Kerstin - 2000
Persistent link: https://www.econbiz.de/10001526720
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Eliciting traders' knowledge in "frictionless" asset market
Green, Edward J. - 1991
Persistent link: https://www.econbiz.de/10000821293
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Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro; Jaimungal, Sebastian - In: Applied mathematical finance 20 (2013) 5/6, pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
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Intraday disposition effect of day traders and its relationship with investment performance : evidence from the KOSPI 200 futures market
Eom, Yunsung - In: Applied economics letters 27 (2020) 14, pp. 1194-1199
Persistent link: https://www.econbiz.de/10012267083