Smart Money, Noise Trading and Stock Price Behaviour
- 1 January 1993
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 60 (1) , 1-34
- https://doi.org/10.2307/2297810
Abstract
This paper estimates an equilibrium model of stock price behaviour in which changes in exponentially de-trended dividends and prices are normally disKeywords
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