Search Results

There are 45431 results for: content related to: Noise Trading and the Management of Operational Risk; Firms, Traders and Irrationality in Financial Markets *

  1. Entry cost, the Tobin tax, and noise trading in the foreign exchange market

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 42, Issue 4, November / novembre 2009, Pages: 1501–1526, Kang Shi and Juanyi Xu

    Article first published online : 7 OCT 2009, DOI: 10.1111/j.1540-5982.2009.01555.x

  2. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  3. Hidden Liquidity: Some New Light on Dark Trading

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2227–2274, ROBERT BLOOMFIELD, MAUREEN O'HARA and GIDEON SAAR

    Article first published online : 3 SEP 2015, DOI: 10.1111/jofi.12301

  4. Contagion as a Wealth Effect

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1401–1440, Albert S. Kyle and Wei Xiong

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00373

  5. The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 399–425, Robin K. Chou, George H. K. Wang and Yun-Yi Wang

    Article first published online : 6 APR 2014, DOI: 10.1002/fut.21665

  6. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Article first published online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  7. Do Behavioral Biases Affect Prices?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 1–34, JOSHUA D. COVAL and TYLER SHUMWAY

    Article first published online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00723.x

  8. The Size and Incidence of the Losses from Noise Trading

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 681–696, J. BRADFORD DE LONG, ANDREI SHLEIFER, LAWRENCE H. SUMMERS and ROBERT J. WALDMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04385.x

  9. Trader Survival: Evidence from the Energy Futures Markets

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 809–836, Naomi E. Boyd and Alexander Kurov

    Article first published online : 5 AUG 2011, DOI: 10.1002/fut.20543

  10. The Price Impact and Survival of Irrational Traders

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 195–229, LEONID KOGAN, STEPHEN A. ROSS, JIANG WANG and MARK M. WESTERFIELD

    Article first published online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00834.x

  11. Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

    Journal of Futures Markets

    Volume 34, Issue 2, February 2014, Pages: 145–172, Junmao Chiu, Huimin Chung and George H. K. Wang

    Article first published online : 28 NOV 2012, DOI: 10.1002/fut.21586

  12. Trade Timing, Price Volatility and Serial Correlation

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 911–934, Ming-Chang Wang and Lon-Ping Zu

    Article first published online : 3 MAY 2011, DOI: 10.1111/j.1468-036X.2011.00614.x

  13. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  14. Predatory Trading

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1825–1863, MARKUS K. BRUNNERMEIER and LASSE HEJE PEDERSEN

    Article first published online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00781.x

  15. Strategic Trading in a Dynamic Noisy Market

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 131–171, Dimitri Vayanos

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00321

  16. Momentum, Reversal, and Uninformed Traders in Laboratory Markets

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2535–2558, ROBERT J. BLOOMFIELD, WILLIAM B. TAYLER and FLORA (HAILAN) ZHOU

    Article first published online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01510.x

  17. Securities Transaction Tax and Market Volatility

    The Economic Journal

    Volume 115, Issue 506, October 2005, Pages: 1103–1120, Frank M. Song and Junxi Zhang

    Article first published online : 31 OCT 2005, DOI: 10.1111/j.1468-0297.2005.01034.x

  18. The Prevalence, Sources, and Effects OF Herding

    Journal of Futures Markets

    Naomi E. Boyd, Bahattin Büyükşahin, Michael S. Haigh and Jeffrey H. Harris

    Article first published online : 25 SEP 2015, DOI: 10.1002/fut.21756

  19. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Article first published online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x

  20. THE DEALERS' PRICE/SIZE QUOTE AND MARKET LIQUIDITY

    Journal of Financial Research

    Volume 19, Issue 2, Summer 1996, Pages: 243–271, Steven V. Mann and Pradipkumar Ramanlal

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00596.x