Noise
Author:
Publisher
John Wiley & Sons, Inc.
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/9781119203070.ch14/fullpdf
Reference58 articles.
1. A noisy rational expectations equilibrium for multi-asset securities markets;Admati;Econometrica,1985
2. Aizenman , Joshua 1984 Testing deviations from purchasing power parity (PPP)
3. Amihud , Yakov 1985 Biases in computed return variance: an application to volatility increases subsequent to stock splits
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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