Noise traders incarnate : describing a realistic noise trading process
Joel Peress, Daniel Schmidt
| Year of publication: |
2021
|
|---|---|
| Authors: | Peress, Joël ; Schmidt, Daniel |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 54.2021, p. 1-26
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| Subject: | Noise trading | Noisy rational expectations model | Informational efficiency | Calibration | Individual investors | Noise Trading | Theorie | Theory | Rationale Erwartung | Rational expectations | Informationsökonomik | Economics of information | Anlageverhalten | Behavioural finance | Informationseffizienz | Effizienzmarkthypothese | Efficient market hypothesis | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100618 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013273157