相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Entropy Variations of Multi-Scale Returns of Optimal and Noise Traders Engaged in Bucket Shop Trading
Alejandro Raul Hernandez-Montoya et al.
MATHEMATICS (2022)
Multidimensional noise and non-fundamental information diversity
David Russ
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2022)
Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
T. Ma et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2022)
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Marco Cipriani et al.
JOURNAL OF FINANCIAL ECONOMICS (2022)
Financial bubbles as a recursive process lead by short-term strategies
Gianluca Cerruti et al.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2022)
An automatic clustering for interval data using the genetic algorithm
Tai Vovan et al.
ANNALS OF OPERATIONS RESEARCH (2021)
How noise trading affects informational efficiency: Evidence from an order-driven marketk
Chris H. Zhang et al.
PACIFIC-BASIN FINANCE JOURNAL (2021)
Noise traders incarnate: Describing a realistic noise trading process
Joel Peress et al.
JOURNAL OF FINANCIAL MARKETS (2021)
Volatility spillover around price limits in an emerging market
Osman Ulas Aktas et al.
FINANCE RESEARCH LETTERS (2021)
Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange
Donald Lien et al.
REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING (2020)
Institutional trading, investor sentiment, and lottery-like stock preferences
Dallin M. Alldredge
FINANCIAL REVIEW (2020)
Glued to the TV Distracted Noise Traders and Stock Market Liquidity
Joel Peress et al.
JOURNAL OF FINANCE (2020)
High frequency trading strategies, market fragility and price spikes: an agent based model perspective
Frank McGroarty et al.
ANNALS OF OPERATIONS RESEARCH (2019)
Daily price limits and destructive market behavior
Ting Chen et al.
JOURNAL OF ECONOMETRICS (2019)
Investor sentiment and the cross-section of stock returns: new theory and evidence
Wenjie Ding et al.
REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING (2019)
Noise traders and smart money: Evidence from online searches
Fabrice Herve et al.
ECONOMIC MODELLING (2019)
Is individual trading priced in the preferred stock discount?
Cheol Park et al.
EMERGING MARKETS REVIEW (2019)
Is individual trading priced in stocks?
Paul Moon Sub Choi et al.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2018)
Securities Transaction Taxes and Market Quality
Anna Pomeranets et al.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2018)
On the survival of earnings fixated traders in an informational environment
Guo Ying Luo
CHINA FINANCE REVIEW INTERNATIONAL (2018)
Financial Transaction Taxes, Market Composition, and Liquidity
Jean-Edouard Colliard et al.
JOURNAL OF FINANCE (2017)
The impact of the French financial transaction tax on HET activities and market quality
Iryna Veryzhenko et al.
ECONOMIC MODELLING (2017)
The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy
Giuseppe Cappelletti et al.
JOURNAL OF FINANCIAL STABILITY (2017)
Securities Transaction Tax and Market Quality - the Case of France
Peter Gomber et al.
EUROPEAN FINANCIAL MANAGEMENT (2016)
Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature
Vikash Ramiah et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2015)
Signal or noise? Uncertainty and learning about whether other traders are informed
Snehal Banerjee et al.
JOURNAL OF FINANCIAL ECONOMICS (2015)
Costs and benefits of financial regulation: Short-selling bans and transaction taxes
Terje Lensberg et al.
JOURNAL OF BANKING & FINANCE (2015)
Are price limits really bad for equity markets?
Saikat Sovan Deb et al.
JOURNAL OF BANKING & FINANCE (2010)
Examining the effectiveness of price limits in an artificial stock market
Chia-Hsuan Yeh et al.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2010)
How Noise Trading Affects Markets: An Experimental Analysis
Robert Bloomfield et al.
REVIEW OF FINANCIAL STUDIES (2009)
Noise trader risk: Evidence from the Siamese twins
John T. Scruggs
JOURNAL OF FINANCIAL MARKETS (2007)
Noise trading and the management of operational risk; firms, traders and irrationality in financial markets
Paul Willman et al.
JOURNAL OF MANAGEMENT STUDIES (2006)
If you're so smart, why aren't you rich? -: Belief selection in complete and incomplete markets
Lawrence Blume et al.
ECONOMETRICA (2006)
The price impact and survival of irrational traders
L Kogan et al.
JOURNAL OF FINANCE (2006)
Information in securities markets: Kyle meets Glosten and Milgrom
K Back et al.
ECONOMETRICA (2004)
Speculative markets and the effectiveness of price limits
F Westerhoff
JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2003)
Momentum, business cycle, and time-varying expected returns
T Chordia et al.
JOURNAL OF FINANCE (2002)
Do markets favor agents able to make accurate predictions?
A Sandroni
ECONOMETRICA (2000)
Bad news travels slowly: Size, analyst coverage, and the profitability of momentum strategies
H Hong et al.
JOURNAL OF FINANCE (2000)