Signal or noise? Uncertainty and learning about whether other traders are informed
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DOI: 10.1016/j.jfineco.2015.05.003
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More about this item
Keywords
Rational expectations; Difference of opinions; Sentiment; Volatility clustering; Leverage effect;All these keywords.
JEL classification:
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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