Is Noise Trading Cancelled Out by Aggregation?
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DOI: 10.1287/mnsc.1100.1167
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- Hongjun Yan, 2008. "Is Noise Trading Cancelled Out by Aggregation?," Yale School of Management Working Papers amz2604, Yale School of Management, revised 01 Jan 2009.
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Keywords
aggregation; bias; noise trading; behavioral finance;All these keywords.
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