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Purpose This comprehensive study aims to take a punctilious approach intended to present qualitative and quantitative knowledge on the emerging concept of noise trading and identify the emerging themes associated with noise trading. Design/methodology/approach This study combines bibliometric and content analysis to review 350 publications from top-ranked journals published from 1986 to 2020. Findings The bibliometric and content analysis identified three major themes: the impact of noise traders on the functioning of the stock market, traits of noise traders and different proxies used to measure the impact of noise trading. Research limitations/implications This study undertakes research papers related to the field of finance, published in peer-reviewed journals and that too in the English language. Practical implications This study shall accommodate rational traders, portfolio consultants and other investors to gain deeper insights into the functioning of noise traders. This will further help them to formulate their trading/investment strategies accordingly. Originality/value The successful combination of the bibliometric and content analysis revealed major gaps in the literature and provided future research directions.
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Stored only when both papers are in the corpus — 23 citations exist upstream.
Papers that cite the same references — the relational fallback while embeddings are still backfilling.
Imported from OpenAlex (CC0) — nothing here is generated.