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Citations for "The Noise Trader Approach to Finance"

by Shleifer, Andrei & Summers, Lawrence H

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Richard Zeckhauser & Jayendu Patel & Darryll Hendricks, 1991. "Nonrational Actors and Financial Market Behavior," NBER Working Papers 3731, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Spencer Thompson & Nathan Lead, 1999. "Modelling Share Price Behaviour Across Time," School of Economics and Finance Discussion Papers and Working Papers Series 071, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  3. Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
  4. Korkut Erturk, 2003. "Asset Price Bubbles, Liquidity Preference and the Business Cycle," Working Paper Series, Department of Economics, University of Utah 2003_09, University of Utah, Department of Economics. [Downloadable!]
  5. Ajit Singh, 1996. "Pension Reform, The Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank's Proposals," SCEPA Working Papers 1996-03, Schwartz Center for Economic Policy Analysis (SCEPA), New School University. [Downloadable!]
  6. Alexei Deviatov & Igor Dodonov, 2006. "Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation," Working Papers w0079, Center for Economic and Financial Research (CEFIR). [Downloadable!]
  7. Patric Hendershott & Robert J. Hendershott & Bryan D. MacGregor, 2005. "Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique," NBER Working Papers 11329, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38. [Downloadable!]
  9. W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996. "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers 96-12-093, Santa Fe Institute.
  10. Wayne E. Ferson & Campbell R. Harvey, 1993. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers 4595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Robert Weiner, 2006. "Do Birds of a Feather Flock Together? Speculator Herding in the World Oil Market," Discussion Papers dp-06-31, Resources For the Future. [Downloadable!]
  12. Miller, Edward M., 1999. "Equilibrium with divergence of opinion," Working Papers 1999-17, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  13. Salomonsson, Marcus, 2006. "Endogenous Noise Traders," Working Paper Series in Economics and Finance 644, Stockholm School of Economics. [Downloadable!]
  14. Huberman, Gur, 2007. "Is the Price of Money Managers Too Low?," CEPR Discussion Papers 6531, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  15. Korkut Erturk, 2003. "A Note on the Tobin Tax," Working Paper Series, Department of Economics, University of Utah 2003_05, University of Utah, Department of Economics. [Downloadable!]
  16. Korkut Erturk, 2005. "Macroeconomics of Speculation," Working Paper Series, Department of Economics, University of Utah 2005_02, University of Utah, Department of Economics. [Downloadable!]
  17. Sushil Bikhchandani & Sunil Sharma, 2001. "Herd Behavior in Financial Markets," IMF Staff Papers, Palgrave Macmillan Journals, vol. 47(3), pages 1. [Downloadable!] (restricted)
  18. Jonathan E. Alevy & Michael S. Haigh & John List, 2006. "Information Cascades: Evidence from An Experiment with Financial Market Professionals," NBER Working Papers 12767, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  19. Lütje, Torben & Menkhoff, Lukas, 2004. "What Drives Home Bias? Evidence from Fund Managers Views," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-296, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    Other versions:
  20. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, EconWPA. [Downloadable!]
  21. Tiffany Hutcheson, 2000. "Trading in the Australian Foreign Exchange Market," Working Paper Series 107, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  22. Patric H. Hendershott, 1994. "Rental Adjustment & Valuation of Real Estate in Overbuilt Markets: Fundamental vs. Reported Office Market Values in Sydney Australia," NBER Working Papers 4775, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  23. Richard J. Barkham & Charles W. R. Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 291-312. [Downloadable!]
  24. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
  25. Raphael Bergoeing & Felipe Morandé & Raimundo Soto., . "Asset prices in Chile: facts and fads," ILADES-Georgetown University Working Papers inv115, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
  26. Robert Andrew & John Broadbent, 1994. "Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability," RBA Research Discussion Papers rdp9406, Reserve Bank of Australia. [Downloadable!]
  27. David McMillan & Angela Black, 2001. "Nonlinear error correction in spot and forward exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(4), pages 737-750, December. [Downloadable!] (restricted)
    Other versions:
  28. Gehrig, Thomas & Menkhoff, Lukas, 2003. "The use of flow analysis in foreign exchange: exploratory evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-276, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    Other versions:
  29. Korkut A. Erturk, 2006. "Speculation, Liquidity Preference, and Monetary Circulation," Economics Working Paper Archive wp_435, Levy Economics Institute, The. [Downloadable!]
  30. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis. [Downloadable!]
  31. Giacomo Morri & Pat McAllister & Charles Ward, 2005. "Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality," Real Estate & Planning Working Papers rep-wp2005-20, School of Business, Reading University. [Downloadable!]
  32. Korkut A. ErtŸrk, 2005. "Macroeconomics of Speculation," Economics Working Paper Archive wp_424, Levy Economics Institute, The. [Downloadable!]
  33. Chien-Liang Chiu & Yen-Hsien Lee, 2007. "The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan," Economics Bulletin, Economics Bulletin, vol. 3(22), pages 1-10. [Downloadable!]
  34. Bayangos, V.B., 2006. "Exchange rate uncertainty and monetary transmission in the Philippines," Working Papers - General Series 434, Institute of Social Studies. [Downloadable!]
  35. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter. [Downloadable!] (restricted)
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  36. Joachim Zietz & Ghassem Homaifar, 1994. "Exchange rate uncertainty and the efficiency of the forward market for foreign exchange," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(3), pages 461-475, September. [Downloadable!] (restricted)
  37. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  38. Korkut Erturk, 2005. "Economic Volatility and Capital Account Liberalization in Emerging Countries," International Review of Applied Economics, Taylor and Francis Journals, vol. 19(4), pages 399-417, October. [Downloadable!] (restricted)
  39. Korkut Erturk, 2005. "Speculation, Liquidity Preference and Monetary Circulation," Working Paper Series, Department of Economics, University of Utah 2005_12, University of Utah, Department of Economics.
  40. Nishimura, Kiyohiko G., 1997. "Expectation Heterogeneity and Price sensitivity," CIRJE F-Series 97-F-30, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  41. Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the random walk forecast of exchange rates," Working Paper Series 088, European Central Bank. [Downloadable!]
    Other versions:
  42. Korkut Erturk, 2002. "Why the Tobin Tax Can Be Stabilizing," Economics Working Paper Archive 366, Levy Economics Institute, The. [Downloadable!]
  43. Antonio José Alves Júnior & Fernando Ferrari Filho & Luiz Fernando R. de Paula, 1999. "Currency crises conventional models, speculative attack and the reform of the International Monetary System: a Post Keynesian approach," Anais do III Congresso Brasileiro de História Econômica e 4ª Conferência Internacional de História de Empresas [Proceedings of the 3rd Brazilian Congress of Economic History and the 4th Internati 019, ABPHE - Associação Brasileira de Pesquisadores em História Econômica (Brazilian Economic History Society). [Downloadable!]
  44. Juann H. Hung, 1995. "Intervention strategies and exchange rate volatility: a noise trading perspective," Research Paper 9515, Federal Reserve Bank of New York. [Downloadable!]
  45. Ping Chen, 1996. "A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 1(2), pages 87-103. [Downloadable!] (restricted)
  46. Dwight R. SANDERS & Scott H. IRWIN & Raymond M. LEUTHOLD, 1996. "Noise Trade Demand In Futures Markets," ACE OFOR 9602, University of Illinois at Urbana-Champaign. [Downloadable!]
  47. Korkut A. Erturk, 2006. "On the Minskyan Business Cycle," Economics Working Paper Archive wp_474, Levy Economics Institute, The. [Downloadable!]
  48. Vidhan K. Goyal & Takeshi Yamada, 2001. "Asset Price Shocks, Financial Constraint, and Investment: Evidence from Japan," CEI Working Paper Series 2002-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
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  49. John E. Floyd, 1995. "Uncovered Interest Parity: A Further Reconsideration," Working Papers floyd-95-01, University of Toronto, Department of Economics. [Downloadable!]
  50. Maria Stückler, 2002. "Handel auf Terminkontraktmärkten," Department of Economics Working Papers wuwp080, Vienna University of Economics and B.A., Department of Economics. [Downloadable!]
  51. Korkut Erturk, 2005. "Macroeconomics of Speculation," Macroeconomics 0506010, EconWPA. [Downloadable!]
  52. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia. [Downloadable!]
  53. Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark, 2003. "The Price Impact and Survival of Irrational Traders," Working papers 4293-03, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  54. Leonardo Hernández & Klaus Schmidt-Hebbel, 2001. "Banking, financial integration, and international crises : an overview," Working Papers Central Bank of Chile 100, Central Bank of Chile. [Downloadable!]
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This page was last updated on 2008-7-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.