Do noisy stock prices impede real efficiency?
Steven Chong Xiao
| Year of publication: |
2020
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|---|---|
| Authors: | Xiao, Steven Chong |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 12, p. 5990-6014
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| Subject: | noise trading | mutual fund flow | real efficiency | feedback effect | market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Noise Trading | Noise trading | Investmentfonds | Investment Fund | Theorie | Theory | Börsenkurs | Share price | Effizienz | Efficiency | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391494