SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
IS NOISE TRADER RISK PRICED?
11 references·11 citing·48 second hop
IS NOISE TRADER RISK PRICED? (2001)IS NOISE TRADER RISK PRICED?Rational Asset Price Movements Without News (1992)Rational Asset Price Movement…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Returns on Initial Public Offerings of Closed-End Funds (1990)Returns on Initial Public Off…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Trade and the Revelation of Information through Prices and Direct Disclosure (1989)Trade and the Revelation of I…The Post-Offering Price Performance of Closed-End Funds (1989)The Post-Offering Price Perfo…Optimal Investment with Stock Repurchase and Financing as Signals (1989)Optimal Investment with Stock…What Moves Stock Prices? (1988)What Moves Stock Prices?AN INVESTOR EXPECTATIONS STOCK PRICE PREDICTIVE MODEL USING CLOSED‐END FUND PREMIUMS (1973)AN INVESTOR EXPECTATIONS STOC…A systematic literature review and bibliometric analysis of noise trading (2022)A systematic literature revie…Behavior of fund managers in Malaysian investment management industry (2017)Behavior of fund managers in …Investor Sentiment and Stock Market Volatility: Evidence from India (2016)Investor Sentiment and Stock …The relationship between individual investor sentiment, stock return and volatility (2015)The relationship between indi…An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market (2015)An examination of U.S. instit…An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market (2014)An Investigation into Sentime…The effect of US individual investor sentiment on industry‐specific stock returns and volatility (2013)The effect of US individual i…Sentiment Beta (2005)Sentiment BetaA Rational Model of the Closed-End Fund Discount (2004)A Rational Model of the Close…Chapter 17 Microstructure and asset pricing (2003)Chapter 17 Microstructure and…The Closed-End Fund Discount (2002)The Closed-End Fund DiscountJob Market Signaling (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)Debt Versus Equity under Asymmetric Information (1988)Share Repurchase and Takeover Deterrence (1991)Information production, dilution costs, and optimal security design (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)A Theory of Intraday Patterns: Volume and Price Variability (1988)An ordered probit analysis of transaction stock prices (1990)Trade size, order imbalance, and the volatility–volume relation (2000)Can ChatGPT forecast stock price movements? Return predictability and large language models (2026)Extraordinary popular delusions and the madness of crowds. (1932)Random Walks in Stock Market Prices (1965)Anomalies: Closed-End Mutual Funds (1990)Random Walks in Stock Market Prices (1995)A Liquidity-Based Theory of Closed-End Funds (2008)Measuring Investor Sentiment (2018)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)INITIAL PUBLIC OFFERINGS (1988)Event Studies in Economics and Finance (1997)THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES (1977)The costs of going public (1987)The Opening Price Performance of Initial Public Offerings of Common Stock (1993)Closed-end fund premia and returns implications for financial market equilibrium (1995)A simultaneous trade model of the foreign exchange hot potato (1997)Interactions-Based Models (2001)Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion (2005)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)
this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1989Trade and the Revelation of Information through Prices and Direct Disclosure422 cited
  • 1989Optimal Investment with Stock Repurchase and Financing as Signals292 cited
  • 1992Rational Asset Price Movements Without News282 cited
  • 1973AN INVESTOR EXPECTATIONS STOCK PRICE PREDICTIVE MODEL USING CLOSED‐END FUND PREMIUMS262 cited
  • 1989The Post-Offering Price Performance of Closed-End Funds193 cited
  • 1990Returns on Initial Public Offerings of Closed-End Funds143 cited

Cited by

  • 2014An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market66 cited
  • 2015The relationship between individual investor sentiment, stock return and volatility58 cited
  • 2016Investor Sentiment and Stock Market Volatility: Evidence from India49 cited
  • 2013The effect of US individual investor sentiment on industry‐specific stock returns and volatility

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

44 cited
  • 2005Sentiment Beta44 cited
  • 2002The Closed-End Fund Discount36 cited
  • 2003Chapter 17 Microstructure and asset pricing32 cited
  • 2015An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market27 cited
  • 2022A systematic literature review and bibliometric analysis of noise trading23 cited
  • 2017Behavior of fund managers in Malaysian investment management industry23 cited
  • 2004A Rational Model of the Closed-End Fund Discount23 cited