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Signal or noise? Uncertainty and learning about whether other traders are informed
16 references·16 citing·24 second hopsampled
Signal or noise? Uncertainty and learning about whether other traders are informed (2015)Signal or noise? Uncertainty and learning…The market pricing of accruals quality (2005)The market pricing of accrual…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…The variation of certain speculative prices (1997)The variation of certain spec…Why Firms Voluntarily Disclose Bad News (1994)Why Firms Voluntarily Disclos…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…ARCH modeling in finance (1992)ARCH modeling in financeNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The value of information in China’s connected market (2024)The value of information in C…Whose sentiment explains implied volatility change and smile? (2023)Whose sentiment explains impl…Opening price manipulation and its value influences (2022)Opening price manipulation an…Overnight returns, daytime reversals, and future stock returns (2021)Overnight returns, daytime re…Information Acquisition and the Pre-Announcement Drift (2021)Information Acquisition and t…Strategic trading and unobservable information acquisition (2020)Strategic trading and unobser…Disclosing to Informed Traders (2020)Disclosing to Informed TradersInvestor Sentiment, Market Competition, and Financial Crisis: Evidence from the Korean Stock Market (2019)Investor Sentiment, Market Co…Invest or regret? An empirical investigation into funding dynamics during the final days of equity crowdfunding campaigns (2019)Invest or regret? An empirica…Determinants of leadership in online social trading: A signaling theory perspective (2019)Determinants of leadership in…Information acquisition, price informativeness, and welfare (2018)Information acquisition, pric…Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market (2017)Investor sentiment, asset ret…Identifying Information Asymmetry in Securities Markets (2017)Identifying Information Asymm…Identifying Information Asymmetry in Securities Markets (2017)Identifying Information Asymm…Institutionalization, Delegation, and Asset Prices (2016)Institutionalization, Delegat…On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1 (2015)On Existence and Uniqueness o…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)The Behavior of Stock-Market Prices (1965)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)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)The Cross‐Section of Volatility and Expected Returns (2006)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Efficient Capital Markets: II (1991)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1992ARCH modeling in finance4,288 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 2005The market pricing of accruals quality3,101 cited

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

  • 1994Why Firms Voluntarily Disclose Bad News2,435 cited
  • Cited by

    • 2021Overnight returns, daytime reversals, and future stock returns98 cited
    • 2015On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 197 cited
    • 2017Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market80 cited
    • 2017Identifying Information Asymmetry in Securities Markets67 cited
    • 2019Determinants of leadership in online social trading: A signaling theory perspective57 cited
    • 2019Investor Sentiment, Market Competition, and Financial Crisis: Evidence from the Korean Stock Market45 cited
    • 2020Strategic trading and unobservable information acquisition42 cited
    • 2021Information Acquisition and the Pre-Announcement Drift38 cited
    • 2018Information acquisition, price informativeness, and welfare35 cited
    • 2019Invest or regret? An empirical investigation into funding dynamics during the final days of equity crowdfunding campaigns34 cited
    • 2016Institutionalization, Delegation, and Asset Prices33 cited
    • 2020Disclosing to Informed Traders28 cited
    • 2017Identifying Information Asymmetry in Securities Markets28 cited
    • 2023Whose sentiment explains implied volatility change and smile?26 cited
    • 2022Opening price manipulation and its value influences25 cited
    • 2024The value of information in China’s connected market25 cited