Noise trading in small markets

Journal of Finance

Volumn 51, Issue 4, 1996, Pages 1537-1550

  Palomino, Frédéric ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039648383     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb04079.x     Document Type: Article

References (16)

1. Billingsley, Patrick, 1986, Probability and Measure (Wiley-Interscience), New York.
2. Black, Fischer, 1986, Noise, Journal of Finance 41, 529-543.
3. De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann, 1989, The size and incidence of losses from noise trading, Journal of Finance 44, 681-696.
4. De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann, 1990, Noise trader risk in financial markets, Journal of Political Economy 98, 703-738.
5. De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann, 1991, The survival of noise traders, Journal of Business 64, 1-19.
6. Friedman, Milton, 1953, The case for flexible exchange rates, in Essays in positive economics (University of Chicago Press, Chicago).
7. Hansen, Robert G., and William F. Samuelson, 1988, Evolution in economic games, Journal of Economic Behavior and Organization 10, 315-338.
8. Kirman, Alan P., 1993, Ants, rationality and recruitment, Quarterly Journal of Economics 108, 137-156.
9. Kyle, Albert S., 1984, A theory of futures market manipulations, in R. W. Anderson, Ed.: The Industrial Organization of Futures Markets (Lexington Books, Lexington, MA) pp. 141-191.
10. Kyle, Albert S., 1985, Continuous auctions and insider trading, Econometrica 53, 1315-1335.
11. Kyle, Albert S., 1989, Informed speculation with imperfect competition, Review of Economic Studies 56, 317-356.
12. Lakonishok Joseph, Andrei Shleifer, and Robert W. Vishny, 1991, Do institutional investors destabilize stock prices? Evidence on herding and feedback trading, NBER Working paper, 3846.
13. Lee, Charles M. C., Andrei Shleifer, and Richard H. Thaler, 1991, Investors' sentiment and the closed-end fund puzzle, Journal of Finance 46, 75-109.
14. Palomino, Frederic, 1995, On the survival of strictly dominated strategies in large populations, IAE Working paper, 308.95.
15. Palomino, Frederic, and Robert J. Waldmann, 1995, Extinction of dominant strategies in an evolutionary game with limited information, Mimeo, European University Institute.
16. Schaffer, Mark E., 1989, Are profit-maximisers the best survivors?, Journal of Economic Behavior and Organization 12, 29-45.