Noise Trading

Noise Trading is a type of financial market trading behavior in which agents buy or sell assets on the basis of non-fundamental, misinterpreted, or irrelevant signals (“noise”) rather than on rational information about underlying values, thereby potentially inducing mispricing and excess volatility.

272

Publications

41.3K

Citations

457

Authors

344

Institutions

Publications per year

2017–2026

46

Authors

457

  1. AS
    Andrei Shleifer

    Harvard University, United States

    9 publications · 12K citations

    9

    h-index

  2. AS
    Albert S. Kyle

    University of Maryland, College Park, United States

    8 publications · 3K citations

    8

    h-index

  3. LH
    Lawrence H. Summers

    Harvard University, United States

    8 publications · 11.9K citations

    8

    h-index

  4. JB
    J. Bradford De Long

    National Bureau of Economic Research, United States

    7 publications · 10.3K citations

    7

    h-index

  5. RW
    Robert Waldmann

    University of Rome Tor Vergata, Italy

    7 publications · 10.3K citations

    7

    h-index

1–5 of 457

Venues

  1. SSRN Electronic Journal

    Repository · 58 publications · 4.2K citations

    25

    h-index

  2. The Journal of Finance

    24 publications · 12.1K citations

    23

    h-index

  3. Journal of Financial Markets

    8 publications · 659 citations

    8

    h-index

  4. The Journal of Financial Research

    7 publications · 278 citations

    7

    h-index

  5. European Journal of Finance

    6 publications · 165 citations

    6

    h-index

1–5