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WHO ARE THE NOISE TRADERS?
15 references·0 citing·46 second hop
WHO ARE THE NOISE TRADERS? (2005)WHO ARE THE NOISE TRADERS?Closed-End Fund Discounts with Informed Ownership Differential (2001)Closed-End Fund Discounts wit…On the occurrence and consequences of inaccurate trade classification (2000)On the occurrence and consequ…Inferring investor behavior: Evidence from TORQ data (2000)Inferring investor behavior: …Volatility, Sentiment, and Noise Traders (1999)Volatility, Sentiment, and No…Do Measures of Investor Sentiment Predict Returns? (1998)Do Measures of Investor Senti…Do Investors Care about Sentiment? (1998)Do Investors Care about Senti…Quotes, Order Flow, and Price Discovery (1997)Quotes, Order Flow, and Price…PRICE PRESSURE AND THE ROLE OF INSTITUTIONAL INVESTORS IN CLOSED‐END FUNDS (1997)PRICE PRESSURE AND THE ROLE O…Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…Closed-end fund premia and returns implications for financial market equilibrium (1995)Closed-end fund premia and re…Private benefits from block ownership and discounts on closed-end funds (1993)Private benefits from block o…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…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The relationships between sentiment, returns and volatility (2005)Corporate Social Responsibility, Noise, and Stock Market Volatility (2013)Investor sentiment and the price of oil (2017)Estimating the components of the bid/ask spread (1988)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Credit Ratings and Stock Liquidity (2005)Disclosure Policy and Market Liquidity: Impact of Depth Quotes and Order Sizes* (2005)The Earnings Announcement Premium and Trading Volume (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Business conditions and expected returns on stocks and bonds (1989)Efficient Capital Markets: II (1991)Investor Sentiment and Pre‐IPO Markets (2006)Investor Sentiment in the Stock Market (2007)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1997)The Accuracy of Trade Classification Rules: Evidence from Nasdaq (2000)Evidence on the speed of convergence to market efficiency (2005)Stock price reaction to public and private information (2006)Specification Tests in Econometrics (1978)Management ownership and market valuation (1988)Liquidity, investment ability, and mutual fund structure (2000)Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds (2002)Analysis of Panel Data (2003)A Liquidity-Based Theory of Closed-End Funds (2008)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)Investor psychology in capital markets: evidence and policy implications (2002)Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition (2008)Religious beliefs, gambling attitudes, and financial market outcomes (2011)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)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
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 1998Do Measures of Investor Sentiment Predict Returns?516 cited
  • 2000Inferring investor behavior: Evidence from TORQ data491 cited
  • 1999Volatility, Sentiment, and Noise Traders276 cited
  • 1993Private benefits from block ownership and discounts on closed-end funds259 cited
  • 2000On the occurrence and consequences of inaccurate trade classification257 cited
  • 1997Quotes, Order Flow, and Price Discovery201 cited
  • 1995Closed-end fund premia and returns implications for financial market equilibrium192 cited
  • 1998Do Investors Care about Sentiment?177 cited
  • 1997PRICE PRESSURE AND THE ROLE OF INSTITUTIONAL INVESTORS IN CLOSED‐END FUNDS47 cited
  • 2001Closed-End Fund Discounts with Informed Ownership Differential41 cited

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