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Signal or noise? Uncertainty and learning about whether other traders are informed

Citations

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Cited by:

  1. Liu, Jie & Wu, Chonglin & Yuan, Lin & Liu, Jia, 2022. "Opening price manipulation and its value influences," International Review of Financial Analysis, Elsevier, vol. 83(C).
  2. Chung-Han Hsieh & Rong Gan, 2025. "Is Noisy Data a Blessing in Disguise? A Distributionally Robust Optimization Perspective," Papers 2509.01076, arXiv.org.
  3. Maryam Farboodi & Laura Veldkamp, 2017. "Long Run Growth of Financial Technology," NBER Working Papers 23457, National Bureau of Economic Research, Inc.
  4. Nguyen, Thang & Cox, Joe & Rich, Judy, 2019. "Invest or regret? An empirical investigation into funding dynamics during the final days of equity crowdfunding campaigns," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 784-803.
  5. Jan Schneemeier, 2019. "Shock Propagation Through Cross-Learning in Opaque Networks," 2019 Meeting Papers 329, Society for Economic Dynamics.
  6. Douglas de Medeiros Franco, 2022. "Expectations, Economic Uncertainty, and Sentiment," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 26(5), pages 210029-2100.
  7. Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023. "Whose sentiment explains implied volatility change and smile?," Finance Research Letters, Elsevier, vol. 55(PA).
  8. Yan Han & Xue-Feng Shao & Xin Cui & Xiao-Guang Yue & Kelvin Joseph Bwalya & Otilia Manta, 2019. "Assessing Investor Belief: An Analysis of Trading for Sustainable Growth of Stock Markets," Sustainability, MDPI, vol. 11(20), pages 1-18, October.
  9. Jonathan Libgober & Beatrice Michaeli & Elyashiv Wiedman, 2023. "With a Grain of Salt: Uncertain Veracity of External News and Firm Disclosures," Papers 2304.09262, arXiv.org, revised Aug 2023.
  10. Tamara Teplova & Mariya Gubareva & Nikolai Kudriavtsev, 2023. "Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 753-802, December.
  11. Ping-Chen Tsai & Chi-Ming Tsai, 2021. "Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 443-470, July.
  12. Nihad Aliyev, 2019. "Financial Markets with Multidimensional Uncertainty," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2019, January-A.
  13. Veldkamp, Laura & Farboodi, Maryam, 2018. "Long Run Growth of Financial Data Technology," CEPR Discussion Papers 13278, C.E.P.R. Discussion Papers.
  14. Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris, 2022. "Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM," International Review of Financial Analysis, Elsevier, vol. 82(C).
  15. Shiyang Huang & Bart Zhou Yueshen, 2021. "Speed Acquisition," Management Science, INFORMS, vol. 67(6), pages 3492-3518, June.
  16. Fardeau, Vincent, 2024. "Arbitrage with financial constraints and market power," Journal of Economic Theory, Elsevier, vol. 217(C).
  17. Hu, Zhijun & Sun, Ping-Wen, 2024. "Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
  18. Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness, and welfare," Journal of Economic Theory, Elsevier, vol. 177(C), pages 558-593.
  19. Kromidha, Endrit & Li, Matthew C., 2019. "Determinants of leadership in online social trading: A signaling theory perspective," Journal of Business Research, Elsevier, vol. 97(C), pages 184-197.
  20. Maryam Farboodi & Laura Veldkamp, 2018. "Long Run Growth of Financial Data Technology," Working Papers 18-09, New York University, Leonard N. Stern School of Business, Department of Economics.
  21. Peress, Joël & Schmidt, Daniel, 2024. "Uncertainty about what is in the price," Journal of Financial Economics, Elsevier, vol. 161(C).
  22. Snehal Banerjee & Iván Marinovic & Kevin Smith, 2024. "Disclosing to Informed Traders," Journal of Finance, American Finance Association, vol. 79(2), pages 1513-1578, April.
  23. Dimitris Papadimitriou, 2023. "Trading under uncertainty about other market participants," The Financial Review, Eastern Finance Association, vol. 58(2), pages 343-367, May.
  24. Akbas, Ferhat & Boehmer, Ekkehart & Jiang, Chao & Koch, Paul D., 2022. "Overnight returns, daytime reversals, and future stock returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 850-875.
  25. Han, Leyla Jianyu, 2025. "Announcements, expectations, and stock returns with asymmetric information," Journal of Monetary Economics, Elsevier, vol. 151(C).
  26. Buss, Adrian & Breugem, Matthijs & Peress, Joël, 2021. "What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets," CEPR Discussion Papers 15766, C.E.P.R. Discussion Papers.
  27. Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021. "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, vol. 140(3), pages 916-940.
  28. Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan, 2024. "The value of information in China’s connected market," Journal of Empirical Finance, Elsevier, vol. 78(C).
  29. Chuang, Wen-I & Lee, Yun-Huan & Lee, Hsiu-Chuan & Susmel, Rauli, 2025. "Why do investors trade more following high returns?," International Review of Economics & Finance, Elsevier, vol. 103(C).
  30. Junyong He & Helen Hui Huang & Shunming Zhang, 2020. "Ambiguity Aversion, Information Acquisition, and Market Opacity," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 263-329, November.
  31. Mudalige, Priyantha & Kalev, Petko S., 2024. "Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure," Global Finance Journal, Elsevier, vol. 63(C).
  32. Marmora, Paul & Rytchkov, Oleg, 2018. "Learning about noise," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 209-224.
  33. Rossi, Stefano & Tinn, Katrin, 2021. "Rational quantitative trading in efficient markets," Journal of Economic Theory, Elsevier, vol. 191(C).
  34. Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020. "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, vol. 186(C).
  35. Nobuyuki Hanaki & Giulia Iori & Pietro Vassallo, 2025. "Learning and information diffusion in OTC markets: experiments and a computational model," Working Papers 2025: 12, Department of Economics, University of Venice "Ca' Foscari".
  36. Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
  37. Emiliano Pagnotta, 2016. "Chasing Private Information," 2016 Meeting Papers 1673, Society for Economic Dynamics.
  38. Doojin Ryu & Doowon Ryu & Heejin Yang, 2025. "Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(8), pages 879-895, August.
  39. Banerjee, Snehal & Breon-Drish, Bradyn, 2020. "Strategic trading and unobservable information acquisition," Journal of Financial Economics, Elsevier, vol. 138(2), pages 458-482.
  40. Sadzik, Tomasz & Woolnough, Chris, 2021. "Snowballing private information," Journal of Economic Theory, Elsevier, vol. 198(C).
  41. Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness and welfare," LSE Research Online Documents on Economics 118935, London School of Economics and Political Science, LSE Library.
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