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Noise

Published:1986-07 Issue:3 Volume:41 Page:528-543
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

BLACK FISCHER

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1986.tb04513.x/fullpdf

Reference65 articles.

1. A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets;Admati;Econometrica,1985

2. Aizenman , Joshua Testing Deviations from Purchasing Power Parity (PPP) 1984

3. Amihud , Yakov Biases in Computed Return Variance: An Application to Volatility Increases Subsequent to Stock Splits 1985

4. Risk Perception in Psychology and Economics;Arrow;Economic Inquiry,1982

5. The Relationship between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence;Basu;Journal of Financial Economics,1983

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