Is noise trading cancelled out by aggregation?

Hongjun Yan

doi:10.1287/mnsc.1100.1167

Is noise trading cancelled out by aggregation?

Hongjun Yan

Driehaus College of Business and Kellstadt Graduate School of Business

Yale University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1047-1059
Number of pages	13
Journal	Management Science
Volume	56
Issue number	7
DOIs	https://doi.org/10.1287/mnsc.1100.1167
State	Published - Jul 2010

ASJC Scopus Subject Areas

Strategy and Management
Management Science and Operations Research

Keywords

Aggregation
Behavioral finance
Bias
Noise trading

Access to Document

10.1287/mnsc.1100.1167

Cite this

@article{c59fa86005df4baea7edc09b9cc3b5d9,

title = "Is noise trading cancelled out by aggregation?",

keywords = "Aggregation, Behavioral finance, Bias, Noise trading",

author = "Hongjun Yan",

year = "2010",

month = jul,

doi = "10.1287/mnsc.1100.1167",

language = "English",

volume = "56",

pages = "1047--1059",

journal = "Management Science",