Is noise trading cancelled out by aggregation?

Management Science

Volumn 56, Issue 7, 2010, Pages 1047-1059

  Yan, Hongjun ^a  

^a YALE SCHOOL OF MANAGEMENT   (United States)

Author keywords

Aggregation; Behavioral finance; Bias; Noise trading

Indexed keywords

BEHAVIORAL FINANCE; BIAS NOISE; DEMAND FUNCTION; EQUILIBRIUM ASSET PRICE; NONLINEAR FUNCTIONS; SIGNIFICANT IMPACTS; STOCK PRICE; WEALTH DISTRIBUTIONS;

COMMERCE; COSTS; FUNCTIONS;

INVESTMENTS;

EID: 77954880111     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1100.1167     Document Type: Article

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