NOISE TRADER RISK IN FINANCIAL-MARKETS

[1] Alpert M., 1982, PROGR REPORT TRAININ

[2] NOISE [J]. JOURNAL OF FINANCE, 1986, 41 (03) : 529 - 543

[3] OPEN-ENDING CLOSED-END FUNDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 491 - 507

[4] LEARNING, ESTIMATION, AND THE STABILITY OF RATIONAL-EXPECTATIONS [J]. JOURNAL OF ECONOMIC THEORY, 1982, 26 (02) : 318 - 339

[5] LIFTING THE LID ON CLOSED-END INVESTMENT COMPANIES - A CASE OF ABNORMAL RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (01) : 107 - 117

[6] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[7] CAMPBELL JY, 1987, UNPUB SMART MONEY NO

[8] Delong J.B., 1990, J FINANCE, V45

[9] THE SIZE AND INCIDENCE OF THE LOSSES FROM NOISE TRADING [J]. JOURNAL OF FINANCE, 1989, 44 (03) : 681 - 696

[10] DELONG JB, 1988, NBER2715 WORK PAP

[1] Alpert M., 1982, PROGR REPORT TRAININ

[2] NOISE [J]. JOURNAL OF FINANCE, 1986, 41 (03) : 529 - 543

[3] OPEN-ENDING CLOSED-END FUNDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 491 - 507

[4] LEARNING, ESTIMATION, AND THE STABILITY OF RATIONAL-EXPECTATIONS [J]. JOURNAL OF ECONOMIC THEORY, 1982, 26 (02) : 318 - 339

[5] LIFTING THE LID ON CLOSED-END INVESTMENT COMPANIES - A CASE OF ABNORMAL RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (01) : 107 - 117

[6] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[7] CAMPBELL JY, 1987, UNPUB SMART MONEY NO

[8] Delong J.B., 1990, J FINANCE, V45

[9] THE SIZE AND INCIDENCE OF THE LOSSES FROM NOISE TRADING [J]. JOURNAL OF FINANCE, 1989, 44 (03) : 681 - 696

[10] DELONG JB, 1988, NBER2715 WORK PAP