Do Noise Traders Influence Stock Prices

Morgan Kelly

Working Papers from College Dublin, Department of Political Economy-

Abstract: This paper tests a smart money-noise trader model directly by seeing how well its predictions match the behavior of actual investors.

Keywords: FINANCIAL MARKET; INVESTMENTS (search for similar items in EconPapers)
JEL-codes: G10 G13 G15 (search for similar items in EconPapers)
Pages: 23 pages
Date: 1996
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Citations: View citations in EconPapers (1)

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Journal Article: Do Noise Traders Influence Stock Prices? (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:dublec:96/5

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