Antinoise in U.S. equity markets
Year of publication: |
2021
|
---|---|
Authors: | Cheng, Enoch ; Struck, Clemens C. |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 12, p. 2069-2087
|
Subject: | Asset pricing | Behavioral economics | Machine learning | Noise traders | USA | United States | Börsenkurs | Share price | Aktienmarkt | Stock market | Verhaltensökonomik | Noise Trading | Noise trading | CAPM |
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