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Noise Trading in Small Markets
10 references·16 citing·38 second hop
Noise Trading in Small Markets (1996)Noise Trading in Small MarketsAnts, Rationality, and Recruitment (1993)Ants, Rationality, and Recrui…The Survival of Noise Traders in Financial Markets (1991)The Survival of Noise Traders…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…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Size and Incidence of the Losses from Noise Trading (1989)The Size and Incidence of the…Informed Speculation with Imperfect Competition (1989)Informed Speculation with Imp…The Survival of Noise Traders in Financial Markets (1988)The Survival of Noise Traders…Noise (1986)NoiseContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…The conditional impact of investor sentiment in global stock markets: A two-channel examination (2022)The conditional impact of inv…Overnight returns, daytime reversals, and future stock returns (2021)Overnight returns, daytime re…Retail investor attention and herding behavior (2020)Retail investor attention and…Investor sentiment and stock market liquidity: Evidence from an emerging economy (2019)Investor sentiment and stock …Does investor sentiment predict the asset volatility? Evidence from emerging stock market India (2015)Does investor sentiment predi…Does faith move stock markets? Evidence from Saudi Arabia (2014)Does faith move stock markets…Managerial Reporting, Overoptimism, and Litigation Risk (2011)Managerial Reporting, Overopt…The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns (2008)The impact of rational and ir…The impact of individual and institutional investor sentiment on the market price of risk (2008)The impact of individual and …Natural Selection in Financial Markets: Does It Work? (2008)Natural Selection in Financia…Market segmentation, liquidity spillover, and closed-end country fund discounts (2008)Market segmentation, liquidit…The Impact of U.S. Individual and Institutional Investor Sentiment on Foreign Stock Markets (2006)The Impact of U.S. Individual…Market selection when markets are incomplete (2004)Market selection when markets…Speculating against an overconfident market (2003)Speculating against an overco…Accruals and Future Stock Returns: Tests of the Naïve Investor Hypothesis (2000)Accruals and Future Stock Ret…Public information and heuristic trade (1999)Public information and heuris…Judgment under Uncertainty: Heuristics and Biases (1975)Evolution and the Theory of Games (1988)Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test? (1997)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Agent-based computational finance: Suggested readings and early research (2000)Information aggregation in a noisy rational expectations economy (1981)Tests of microstructural hypotheses in the foreign exchange market (1995)Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Information Asymmetry, Information Precision, and the Cost of Capital (2011)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)The Limits of Arbitrage (1995)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)The General Theory of Employment, Interest and Money. (1936)Volatility, Sentiment, and Noise Traders (1999)Do Markets Favor Agents able to Make Accurate Predictions? (2000)Noise Trading and Exchange Rate Regimes (2002)The spandrels of San Marco and the Panglossian paradigm: a critique of the adaptationist programme (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Heterogeneous Agent Models in Economics and Finance (2005)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Efficient Capital Markets and Martingales (1989)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

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1986Noise1,783 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1993Ants, Rationality, and Recruitment986 cited
  • 1989Informed Speculation with Imperfect Competition963 cited
  • 1991The Survival of Noise Traders in Financial Markets572 cited
  • 1988The Survival of Noise Traders in Financial Markets529 cited
  • 1989The Size and Incidence of the Losses from Noise Trading300 cited

Cited by

  • 2008Natural Selection in Financial Markets: Does It Work?203 cited
  • 2008The impact of individual and institutional investor sentiment on the market price of risk127 cited
  • 2020Retail investor attention and herding behavior120 cited
  • 2015Does investor sentiment predict the asset volatility? Evidence from emerging stock market India112 cited
  • 2000Accruals and Future Stock Returns: Tests of the Naïve Investor Hypothesis100 cited
  • 2021

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

Overnight returns, daytime reversals, and future stock returns
98 cited
  • 1999Public information and heuristic trade93 cited
  • 2011Managerial Reporting, Overoptimism, and Litigation Risk88 cited
  • 2022The conditional impact of investor sentiment in global stock markets: A two-channel examination85 cited
  • 2006The Impact of U.S. Individual and Institutional Investor Sentiment on Foreign Stock Markets82 cited
  • 2003Speculating against an overconfident market77 cited
  • 2004Market selection when markets are incomplete72 cited
  • 2008The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns68 cited
  • 2008Market segmentation, liquidity spillover, and closed-end country fund discounts63 cited
  • 2014Does faith move stock markets? Evidence from Saudi Arabia62 cited
  • 2019Investor sentiment and stock market liquidity: Evidence from an emerging economy59 cited