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Citations for "The Survival of Noise Traders in Financial Markets"

by J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann

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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. Shwu-Jane Shieh, 2006. "Evolution of momentum and popularity," Journal of Evolutionary Economics, Springer, vol. 16(4), pages 419-433, October. [Downloadable!] (restricted)
  2. Antonio Bernardo & Ivo Welch, 1997. "On the Evolution of Overconfidence and Entrepreneurs," University of California at Los Angeles, Anderson Graduate School of Management 1123, Anderson Graduate School of Management, UCLA. [Downloadable!]
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  3. Peter Thompson & Margaret M. Byrne, 2005. "Collective Equipoise, Disappointment and the Therapeutic Misconception: On the Consequences of Selection for Clinical Research," Working Papers 0506, Florida International University, Department of Economics. [Downloadable!]
  4. David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February. [Downloadable!] (restricted)
  5. Abbigail Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis. [Downloadable!]
  6. Sanders, Dwight R. & Irwin, Scott H. & Leuthold, Raymond M., 1996. "Noise Trade Demand In Futures Markets," ACE OFOR Reports 14765, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics. [Downloadable!]
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  7. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine. [Downloadable!]
  9. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Uri M. Possen & Mikko Puhakka, 1994. "Rationality of limited rationality : some aggregate implications," Finnish Economic Papers, Finnish Economic Association, vol. 7(2), pages 83-93, Autumn. [Downloadable!]
  11. Hirshleifer, David & Luo, Guo Ying, 2000. "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper 15347, University Library of Munich, Germany. [Downloadable!]
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  12. Mikhail Anufriev & Giulio Bottazzi, 2006. "Behavioral Consistent Market Equilibria under Procedural Rationality," Computing in Economics and Finance 2006 225, Society for Computational Economics. [Downloadable!]
  13. M. Frenkel & G. Shimidt & G. Stadtmann & Nickle Christiane, 2002. "The Effects of Capital Controls on Exchange Rate Volatility and Output ," International Economic Journal, Korean International Economic Association, vol. 16(4), pages 27-51, December. [Downloadable!] (restricted)
  14. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge. [Downloadable!]
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  15. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, EconWPA. [Downloadable!]
  16. David V. Budescu & Boris Maciejovsky, . "Reasoning and Institutions: Do Markets Facilitate Logical Reasoning in the Wason Selection Task?," Papers on Strategic Interaction 2003-04, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
  17. Bronka Rzepkowski, 2001. "Heterogeneous Expectations, Currency Options and the Euro/Dollar Exchange Rate," Working Papers 2001-03, CEPII research center. [Downloadable!]
  18. Leif Brandes & Katja Rost, . "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU). [Downloadable!]
  19. Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield, 2003. "The Price Impact and Survival of Irrational Traders," NBER Working Papers 9434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  20. Kent Daniel & Sheridan Titman, 2000. "Market Efficiency in an Irrational World," NBER Working Papers 7489, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  21. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2004. "Feedback and the Success of Irrational Investors," Working Paper Series 2004-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
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  22. Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  23. Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge. [Downloadable!]
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  24. F. Chiaromonte & G. Dosi, 1998. "Modeling a Decentralized Asset Market: An Introduction the Financial "Toy Room"," Working Papers ir98115, International Institute for Applied Systems Analysis. [Downloadable!]
  25. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers 5367, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  26. J.P. Krahnen, C. Rieck, E. Theissen, 1999. "Insider trading and portfolio structure in experimental asset markets with a long-lived asset," European Journal of Finance, Taylor and Francis Journals, vol. 5(1), pages 29-50, March. [Downloadable!] (restricted)
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  27. Gloede, Oliver & Menkhoff, Lukas, 2009. "Financial professionals' overconfidence: Is it experience, job, or attitude?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-428, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
  28. Fei Jiang & Lawrence Leger, 2009. "The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares," Discussion Paper Series 2009_04, Department of Economics, Loughborough University, revised Feb 2009. [Downloadable!]
  29. Nevzat Eren & Han N. Ozsoylev, 2008. "Hype and Dump Manipulation," OFRC Working Papers Series 2008fe08, Oxford Financial Research Centre. [Downloadable!]
  30. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers 2006/23, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
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  31. Cesarini, David & Sandewall, Örjan & Johannesson, Magnus, 2003. "Confidence Interval Estimation Tasks and the Economics of Overconfidence," Working Paper Series in Economics and Finance 535, Stockholm School of Economics. [Downloadable!]
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  32. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Quantitative Finance Papers 0908.4580, arXiv.org. [Downloadable!]
  33. Anufriev, M., 2005. "Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents," CeNDEF Working Papers 05-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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  34. Francesca Chiaromonte & Giovanni Dosi, 1999. "Modeling a Decentralized Asset Market: An Introduction to the Financial "Toy-Room"," LEM Papers Series 1999/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  35. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Discussion Papers 05-09, University of Copenhagen. Department of Economics. [Downloadable!]
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  36. 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!]
  37. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers 6455, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  38. Matthew Rabin & Richard H. Thaler, 2001. "Anomalies: Risk Aversion," Journal of Economic Perspectives, American Economic Association, vol. 15(1), pages 219-232, Winter. [Downloadable!] (restricted)
  39. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Springer, vol. 22(2), pages 255-272, October. [Downloadable!] (restricted)
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  40. 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!]
  41. Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2004. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economics Working Papers 786, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  42. Miller, Edward M., 1999. "Equilibrium with divergence of opinion," Working Papers 1999-17, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  43. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
  44. J.-H. Steffi Yang & Satchell, S.E., 2002. "The Impact of Technical Analysis on Asset Price Dynamics," Cambridge Working Papers in Economics 0219, Faculty of Economics, University of Cambridge. [Downloadable!]
  45. David Gruen & Marianne Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia. [Downloadable!]
  46. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
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  47. Park, Cheol-Ho & Irwin, Scott H., 2005. "A Reality Check on Technical Trading Rule Profits in US Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19039, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  48. Guerdjikova, Ani, 2004. "Evolution of Wealth and Asset Prices in Markets with Case-Based Investors," Sonderforschungsbereich 504 Publications 04-49, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  49. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December. [Downloadable!] (restricted)
  50. Felipe Zurita, 2001. "Speculation in Financial Markets: A Survey," Documentos de Trabajo 197, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
  51. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  52. Marion Eberlein & Judith Przemeck, 2008. "Whom will you choose? - Collaborator Selection and Selector’s Self-Prediction," Bonn Econ Discussion Papers bgse12_2008, University of Bonn, Germany. [Downloadable!]
  53. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, EconWPA. [Downloadable!]
  54. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  55. Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  56. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]
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This page was last updated on 2009-12-18.

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