The Size and Incidence of Losses from Noise Trading
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|Date of creation:|
|Publication status:||published in Journal of Finance 44: 3 (July 1989), pp. 681-696. (NBER reprint no. 1330, December 1989; earlier version issued as NBER working paper no. 2875, March 1989.)|
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- Glosten, Lawrence R. & Milgrom, Paul R., 1985.
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- John Y. Campbell & Albert S. Kyle, 1988. "Smart Money, Noise Trading and Stock Price Behavior," NBER Technical Working Papers 0071, National Bureau of Economic Research, Inc.
- Campbell, J.Y. & Kyle, A.S., 1988. "Smart Money, Noise Trading And Stock Price Behavior," Papers 95, Princeton, Department of Economics - Financial Research Center.
- N. Gregory Mankiw & Jeffrey A. Miron & David N. Weil, 1987.
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- Mankiw, N Gregory & Miron, Jeffrey A & Weil, David N, 1987. "The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve," American Economic Review, American Economic Association, vol. 77(3), pages 358-374, June.
- Grossman, S.J. & Miller, M.H., 1988.
"Liquidity And Market Structure,"
88, Princeton, Department of Economics - Financial Research Center.
- De Long, J. Bradford & Shleifer, Andrei & Summers, Lawrence H. & Waldmann, Robert J., 1990.
"Noise Trader Risk in Financial Markets,"
3725552, Harvard University Department of Economics.
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