Noise Trader

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Author(s): Po-Keng Cheng (State University of New York, Stony Brook University, USA)
Copyright: 2019
Pages: 7
Source title: Advanced Methodologies and Technologies in Business Operations and Management
Source Author(s)/Editor(s): Mehdi Khosrow-Pour, D.B.A. (Information Resources Management Association, USA)
DOI: 10.4018/978-1-5225-7362-3.ch006

Keywords: Business & Management / Business & Organizational Research / Business Science Reference / Operations and Service Management

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Abstract

This chapter briefly reviews the literature on the topics of noise traders in the financial market. The authors cover the no‐trade theorem under complete and competitive markets in the 1980s, the noise trader approach to finance in the 1990s, and recent studies from several approaches related to noise traders, such as heterogeneous agent models, investor sentiment, retail investors, experimental analysis, and extrapolation. Understanding and tackling the issues resulted from noise traders would be essential for us to realize how financial and economic markets work.

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