THE SIZE AND INCIDENCE OF THE LOSSES FROM NOISE TRADING

被引：141

作者：

DELONG, JB ^{[1
]}

SHLEIFER, A ^{[1
]}

SUMMERS, LH ^{[1
]}

WALDMANN, RJ ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

关键词：

D O I：

10.1111/j.1540-6261.1989.tb04385.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：681 / 696

页数：16

共 28 条

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[2] BAGEHOT W, 1978, LOMBARD STREET EC
[3] BAGEHOT W, 1873, LOMBARD STREET EC
[4] NOISE
BLACK, F
[J]. JOURNAL OF FINANCE, 1986, 41 (03) : 529 - 543
[5] BUFFETT W, 1985, BARRONS, V25, P40
[6] CAMPBELL JY, 1988, SMART MONEY NOISE TR
[7] Cutler DM, 1988, 2538 NAT BUR EC RES
[8] DELONG J, 1987, NOISE TRADER RISK FI
[9] FRANKEL J, 1988, AGR MACROECONOMICS E
[10] STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS
FRENCH, KR
ROLL, R
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 5 - 26