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Citations for "Noise Trading, Delegated Portfolio Management, and Economic Welfare"

by Dow, James & Gorton, Gary

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  1. Livio Stracca, 2006. "Delegated Portfolio Management: A Survey Of The Theoretical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 20(5), pages 823-848, December.
  2. Amil Dasgupta & Andrea Prat, 2004. "Career concerns in financial markets," LSE Research Online Documents on Economics 24706, London School of Economics and Political Science, LSE Library.
  3. Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008. "No-Trade in the Laboratory," CESifo Working Paper Series 2436, CESifo Group Munich.
  4. David McMillan, 2004. "Non-linear predictability of UK stock market returns," Money Macro and Finance (MMF) Research Group Conference 2003 63, Money Macro and Finance Research Group.
  5. Dimitri Vayanos, 2004. "Flight to quality, flight to liquidity, and the pricing of risk," LSE Research Online Documents on Economics 456, London School of Economics and Political Science, LSE Library.
  6. Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
  7. Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010. "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, vol. 11, pages 418-440, November.
  8. Palomino, Frederic & Sadrieh, Abdolkarim, 2011. "Overconfidence and delegated portfolio management," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 159-177, April.
  9. Bond, Philip & Eraslan, Hülya, 2010. "Information-based trade," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1675-1703, September.
  10. Gaspar, Jose-Miguel & Massa, Massimo & Matos, Pedro, 2005. "Shareholder investment horizons and the market for corporate control," Journal of Financial Economics, Elsevier, vol. 76(1), pages 135-165, April.
  11. Glaser, Markus & Weber, Martin, 2003. "Overconfidence and Trading Volume," CEPR Discussion Papers 3941, C.E.P.R. Discussion Papers.
  12. Yolanda Portilla, 2009. "Two-sided career concern and financial equilibrium," Economics Working Papers we091207, Universidad Carlos III, Departamento de Economía.
  13. Gary Gorton & Ping He & Lixin Huang, 2010. "Security Price Informativeness with Delegated Traders," American Economic Journal: Microeconomics, American Economic Association, vol. 2(4), pages 137-70, November.
  14. Germain, Laurent, 2005. "Strategic noise in competitive markets for the sale of information," Journal of Financial Intermediation, Elsevier, vol. 14(2), pages 179-209, April.
  15. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2011. "The demographics of fund turnover," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 414-440, July.
  16. Gary Gorton & Richard Rosen, 1995. "Banks and Derivatives," Center for Financial Institutions Working Papers 95-07, Wharton School Center for Financial Institutions, University of Pennsylvania.
    • Gary Gorton & Richard Rosen, 1995. "Banks and Derivatives," NBER Chapters, in: NBER Macroeconomics Annual 1995, Volume 10, pages 299-349 National Bureau of Economic Research, Inc.
  17. Andrea Prat & Amil Dasgupta, 2005. "Reputation and Price Dynamics in Financial Markets," 2005 Meeting Papers 222, Society for Economic Dynamics.
  18. Gary Gorton & Ping He & Lixin Huang, 2006. "Asset Prices When Agents are Marked-to-Market," NBER Working Papers 12075, National Bureau of Economic Research, Inc.
  19. Edelen, Roger M. & Kadlec, Gregory B., 2012. "Delegated trading and the speed of adjustment in security prices," Journal of Financial Economics, Elsevier, vol. 103(2), pages 294-307.
  20. Chun Liu & John M Maheu, 2010. "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers tecipa-401, University of Toronto, Department of Economics.
  21. Fu, Richard & Wedge, Lei, 2011. "Managerial ownership and the disposition effect," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2407-2417, September.
  22. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December.
  23. Amil Dasgupta & Andrea Prat & Michela Verardo, 2011. "Institutional Trade Persistence and Long‐Term Equity Returns," Journal of Finance, American Finance Association, vol. 66(2), pages 635-653, 04.
  24. Barker, Richard & Hendry, John & Roberts, John & Sanderson, Paul, 2012. "Can company-fund manager meetings convey informational benefits? Exploring the rationalisation of equity investment decision making by UK fund managers," Accounting, Organizations and Society, Elsevier, vol. 37(4), pages 207-222.
  25. Alex Edmans & Mirko Heinle & Chong Huang, 2013. "The Real Costs of Disclosure," NBER Working Papers 19420, National Bureau of Economic Research, Inc.
  26. Alexander Guembel, 2001. "Emerging Markets and Entry by Actively Managed Funds," Economics Series Working Papers 2001-FE-12, University of Oxford, Department of Economics.
  27. Liu, Chun & Maheu, John M., 2012. "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 329-348.
  28. Dow, James & Gorton, Gary, 1997. " Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, vol. 52(3), pages 1087-1129, July.
  29. McMillan, David G., 2004. "Nonlinear predictability of short-run deviations in UK stock market returns," Economics Letters, Elsevier, vol. 84(2), pages 149-154, August.
  30. Andrei Shleifer ad Robert W. Vishny, 1995. "The Limits of Arbitrage," Harvard Institute of Economic Research Working Papers 1725, Harvard - Institute of Economic Research.
  31. Jiang, Wei, 2003. "A nonparametric test of market timing," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 399-425, September.
  32. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
  33. Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
  34. Scotti, Massimo, 2012. "Delegated portfolio management with career concerns," Journal of Economic Behavior & Organization, Elsevier, vol. 84(3), pages 829-839.
  35. Kourtidis, Dimitrios & Šević, Željko & Chatzoglou, Prodromos, 2011. "Investors’ trading activity: A behavioural perspective and empirical results," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 548-557.
  36. McMillan, David G., 2005. "Non-linear dynamics in international stock market returns," Review of Financial Economics, Elsevier, vol. 14(1), pages 81-91.
  37. Willman, Paul & Fenton-O'Creevy, Mark & Nicholson, Nigel & Soane, Emma, 2002. "Traders, managers and loss aversion in investment banking: a field study," Accounting, Organizations and Society, Elsevier, vol. 27(1-2), pages 85-98.
  38. Hales, Jeffrey, 2009. "Are investors really willing to agree to disagree? An experimental investigation of how disagreement and attention to disagreement affect trading behavior," Organizational Behavior and Human Decision Processes, Elsevier, vol. 108(2), pages 230-241, March.
  39. Dasgupta, Amil & Prat, Andrea, 2003. "Trading Volume with Career Concerns," CEPR Discussion Papers 4034, C.E.P.R. Discussion Papers.
  40. Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2013. "Stock Market Manipulation in the Presence of Fund Flows," Annals of Economics and Finance, Society for AEF, vol. 14(2), pages 483-491, November.
  41. Attari, Mukarram & Mello, Antonio S., 2006. "Financially constrained arbitrage in illiquid markets," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2793-2822, December.
  42. Amil Dasgupta & Andrea Prat, 2005. "Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing," Levine's Bibliography 784828000000000368, UCLA Department of Economics.
  43. Fabrice Rousseau & Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2008. "Irrational Financial Markets," Economics, Finance and Accounting Department Working Paper Series n1870108.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  44. repec:eco:journ1:2014-02-4 is not listed on IDEAS
  45. John Fernald & Hali Edison & Prakash Loungani, 1998. "Was China the first domino? assessing links between China and the rest of emerging Asia," International Finance Discussion Papers 604, Board of Governors of the Federal Reserve System (U.S.).
  46. Lütje, Torben, 2004. "Sichtweisen und Anlageverhalten des österreichischen Fondsmanagements," Hannover Economic Papers (HEP) dp-310, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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