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ArticleNoise trading and stock market volatility

Rahul Kumar Verma2006

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Noise trading and stock market volatility

Rahul Kumar Verma · Priti Verma

150 citations·0/0 files stored·Journal of Multinational Financial Management

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

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References

1980Macroeconomics and Reality 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1990Noise Trader Risk in Financial Markets 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies 2001Investor Psychology and Asset Pricing 2001Learning to Be Overconfident

Cited by

2020An empirical examination of investor sentiment and stock market volatility: evidence from India 2015Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature 2015Does investor sentiment predict the asset volatility? Evidence from emerging stock market India 2010Sentiment dynamics and stock returns: the case of the German stock market 2015Investor Sentiment and Financial Market Volatility

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Year2006

Typearticle

Published2006-12-15

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations150

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.mulfin.2006.10.003

openalex_workW2032193602

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2011

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