Systematic noise

Author:

Barber Brad M.,Odean Terrance,Zhu Ning

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference47 articles.

1. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981

2. Just how much do investors lose from trade?;Barber;Review of Financial Studies,2009

3. Trading is hazardous to your wealth: the common stock investment performance of individual investors;Barber;Journal of Finance,2000

4. All that glitters: the effect of attention on the buying behavior of individual and institutional investors;Barber;Review of Financial Studies,2008

5. Barber, B., Odean, T., Strahilewitz, M., 2004. Once burned, twice shy: how naïve learning and counterfactuals affect the repurchase of stocks previously sold, Working Paper, 〈http://ssrn.com/abstract=611267〉.

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