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Anticipating Economic Market Crises Using Measures of Collective PanicSecond-to-fourth digit ratio predicts success among high-frequency financial tradersAccurate market price formation model with both supply-demand and trend-following for global food prices providing policy recommendationsDynamic Asset Allocation and the Informational Efficiency of MarketsGiving Content to Investor Sentiment: The Role of Media in the Stock MarketDecision-making under risk of loss in children.Understanding Financial Market States Using an Artificial Double Auction Market.Endogenous time-varying risk aversion and asset returns.Market Liquidity and Funding LiquidityWHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?Coordination of Expectations in Asset Pricing ExperimentsOverconfidence, Arbitrage, and Equilibrium Asset PricingMultiattribute Decision Making in Context: A Dynamic Neural Network MethodologyProfitable candlestick trading strategies—The evidence from a new perspectiveHedge Funds and the Technology BubbleBehavioral models of managerial decision-makingDeviations from Fundamentals in US and EU Stock Markets: A Comparative AnalysisMarket vs. analysts reaction: the effect of aggregate and firm-specific newsDo high-tech stock prices revert to their ‘fundamental’ value?Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH modelsThe Impact of News Media and Affect in Financial MarketsTesting uncovered interest rate parity using LIBORThe importance of fear: investor sentiment and stock market returnsThe use of trading strategies by fund managers: some first survey evidenceMean-reversion in closed-end fund discount: evidence from half-lifeThe effects of haze pollution on stock performances: evidence from ChinaAre there bubbles in Chinese RMB–dollar exchange rate? Evidence from generalized sup ADF testsEstimating the portion of technical analysts in a marketThreshold effect in the relationship between investor sentiment and stock market returns: a PSTR specificationInvestor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock MarketThe random walk versus unbiased efficiency: can we separate the wheat from the chaff?A Network Model of Credit Risk ContagionExistence of an Equilibrium for Lower Semicontinuous Information Acquisition FunctionsDoes Online Investor Sentiment Affect the Asset Price Movement? Evidence from the Chinese Stock Market
P2860
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P2860
description
article
@en
wetenschappelijk artikel
@nl
наукова стаття, опублікована в серпні 1990
@uk
ലേഖനം
@ml
name
Noise Trader Risk in Financial Markets
@en
Noise Trader Risk in Financial Markets
@nl
type
label
Noise Trader Risk in Financial Markets
@en
Noise Trader Risk in Financial Markets
@nl
prefLabel
Noise Trader Risk in Financial Markets
@en
Noise Trader Risk in Financial Markets
@nl
P50
P356
P1476
Noise Trader Risk in Financial Markets
@en
P304
P356
10.1086/261703
P577
1990-08-01T00:00:00Z