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A systematic literature review and bibliometric analysis of noise trading
16 references·0 citing·49 second hop
A systematic literature review and bibliometric analysis of noise trading (2022)A systematic literature review and biblio…How to conduct a bibliometric analysis: An overview and guidelines (2021)How to conduct a bibliometric…Green supply chain management: A review and bibliometric analysis (2015)Green supply chain management…In Search of Attention (2011)In Search of AttentionComparison of PubMed, Scopus, Web of Science, and Google Scholar: strengths and weaknesses (2007)Comparison of PubMed, Scopus,…Theory and practise of the g-index (2006)Theory and practise of the g-…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Social Interaction and Stock‐Market Participation (2004)Social Interaction and Stock‐…Towards a Methodology for Developing Evidence‐Informed Management Knowledge by Means of Systematic Review (2003)Towards a Methodology for Dev…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise (1986)NoiseThe arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Utility of Wealth (1952)The Utility of WealthResearch Methods for Business Students (2003)From a literature review to a conceptual framework for sustainable supply chain management (2008)Business models and supply chains for the circular economy (2018)Review of quantitative methods for supply chain resilience analysis (2019)An index to quantify an individual's scientific research output (2005)A review of the literature on citation impact indicators (2016)Science Mapping: A Systematic Review of the Literature (2017)Software tools for conducting bibliometric analysis in science: An up-to-date review (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Financial Intermediation and Delegated Monitoring (1984)The Cross-Section of Expected Stock Returns (1992)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Primary, Secondary, and Meta-Analysis of Research (1976)The New production of knowledge: the dynamics of science and research in contemporary societies (1995)Re-Thinking Science: Knowledge and the Public in an Age of Uncertainty (2003)Bibliometric Methods in Management and Organization (2014)Literature review as a research methodology: An overview and guidelines (2019)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law and Finance (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)R2 around the world: New theory and new tests☆ (2005)Does board gender diversity improve the informativeness of stock prices? (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Software survey: VOSviewer, a computer program for bibliometric mapping (2009)bibliometrix : An R-tool for comprehensive science mapping analysis (2017)Guidelines for advancing theory and practice through bibliometric research (2022)Literature reviews as independent studies: guidelines for academic practice (2022)Bibliometric Analysis: The Main Steps (2024)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)The Role of Google Scholar in Evidence Reviews and Its Applicability to Grey Literature Searching (2015)Which academic search systems are suitable for systematic reviews or meta‐analyses? Evaluating retrieval qualities of Google Scholar, PubMed, and 26 other resources (2019)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2003Towards a Methodology for Developing Evidence‐Informed Management Knowledge by Means of Systematic Review15,354 cited
  • 2021How to conduct a bibliometric analysis: An overview and guidelines14,255 cited
  • 1976The arbitrage theory of capital asset pricing7,081 cited
  • 2007Comparison of PubMed, Scopus, Web of Science, and Google Scholar: strengths and weaknesses5,030 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2011In Search of Attention3,088 cited
  • 2006Theory and practise of the g-index2,347 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 2015Green supply chain management: A review and bibliometric analysis2,131 cited
  • 1952The Utility of Wealth1,845 cited
  • 2004Social Interaction and Stock‐Market Participation1,826 cited
  • 1986Noise1,783 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited

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  • 2003Investor sentiment and the near-term stock market1,336 cited
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