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Do Noise Traders "Create Their Own Space?"
15 references·3 citing·47 second hop
Do Noise Traders "Create Their Own Space?" (1997)Do Noise Traders "Create Their Own Space?"The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…Rational Capital Budgeting In An Irrational World (1996)Rational Capital Budgeting In…Transaction taxes and the behavior of the Swedish stock market (1993)Transaction taxes and the beh…Smart Money, Noise Trading and Stock Price Behaviour (1993)Smart Money, Noise Trading an…A Model of Intertemporal Asset Prices Under Asymmetric Information (1993)A Model of Intertemporal Asse…Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd on the Street: Informati…Speculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …Equilibrium Short Horizons of Investors and Firms (1990)Equilibrium Short Horizons of…When financial markets work too well: A cautious case for a securities transactions tax (1989)When financial markets work t…Liquidity and Market Structure (1988)Liquidity and Market StructureExpected stock returns and volatility (1987)Expected stock returns and vo…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Dynamic Information Disclosure (2013)Dynamic Information DisclosureFinancial intermediation in the securities markets law and economics of conduct of business regulation (2000)Financial intermediation in t…Closed-End Fund Discounts in a Rational Agent Economy (1998)Closed-End Fund Discounts in …Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The General Theory of Employment, Interest and Money. (1936)Noise Trader Risk in Financial Markets (1990)Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)The portfolio flows of international investors (2001)Institutional Herding (2003)Optimum consumption and portfolio rules in a continuous-time model (1971)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Security Analysis and Trading Patterns When Some Investors Receive Information Before Others (1994)What is the Intrinsic Value of the Dow? (1999)Dynamic Volume-Return Relation of Individual Stocks (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Attracting Investor Attention through Advertising (2014)Behavioral Finance (2015)Short and Long Horizon Behavioral Factors (2017)The Cost of Transacting (1968)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Liquidity and stock returns: An alternative test (1998)A New Estimate of Transaction Costs (1999)Commonality in liquidity (2000)Investor Psychology and Security Market Under‐ and Overreactions (1998)The market for borrowing stock (2002)Hedge Funds and the Technology Bubble (2004)The Market for News (2005)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1988Liquidity and Market Structure1,532 cited
  • 1992Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation1,088 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 1993A Model of Intertemporal Asset Prices Under Asymmetric Information714 cited
  • 1996Rational Capital Budgeting In An Irrational World602 cited
  • 1993Smart Money, Noise Trading and Stock Price Behaviour589 cited
  • 1990Equilibrium Short Horizons of Investors and Firms541 cited
  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited
  • 1989When financial markets work too well: A cautious case for a securities transactions tax419 cited
  • 1993Transaction taxes and the behavior of the Swedish stock market308 cited

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Cited by

  • 2000Financial intermediation in the securities markets law and economics of conduct of business regulation25 cited
  • 1998Closed-End Fund Discounts in a Rational Agent Economy22 cited
  • 2013Dynamic Information Disclosure19 cited