Noise Trading, Investor Sentiment Volatility, and Stock Returns-Reference-Cited by-同舟云学术

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Noise Trading, Investor Sentiment Volatility, and Stock Returns

Published:2009-03 Issue:3 Volume:29 Page:40-47
ISSN:1874-8651
Container-title:Systems Engineering - Theory & Practice
language:en
Short-container-title:Systems Engineering - Theory & Practice

Author:

Qiang Zhang,Shu-e Yang

Publisher

Elsevier BV

Reference17 articles.

1. The behavior of stock market prices;Fama;Journal of Business,1965

2. The case for flexible exchange rates;Fredman,1953

3. Anomalies and market efficiency;Schwert,2003

4. The limits of arbitrage;Shleifer;Journal of Finance,1997

5. Noise trader risk in financial markets;Delong;Journal of Political Economy,1990

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