𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Noise Trader Risk in Financial Markets

✍ Scribed by J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers and Robert J. Waldmann


Book ID
125539300
Publisher
University of Chicago Press
Year
1990
Tongue
English
Weight
555 KB
Volume
98
Category
Article
ISSN
0022-3808

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πŸ“œ SIMILAR VOLUMES


The Survival of Noise Traders in Financi
✍ J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers and Robert J. Waldmann πŸ“‚ Article πŸ“… 1991 πŸ› University of Chicago Press 🌐 English βš– 444 KB
β€˜Noise-trader risk’ and Bayesian market
✍ Carlos A. Ulibarri; Peter C. Anselmo; Karen Hovespian; Jacob Tolk; Ionut Floresc πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 160 KB

## Abstract This paper develops and simulates a model of a Bayesian market maker who transacts with noise and position traders in derivative markets. The impact of noise trading is examined relative to price determination in FX futures, noise transmission from futures to options, and risk‐managemen

β€˜Noise-trader risk’ and Bayesian market
✍ Carlos A. Ulibarri; Peter C. Anselmo; Karen Hovsepian; Jacob Tolk; Ionut Floresc πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 37 KB

## Abstract The above article (DOI: 10.1002/ijfe.373) was published online in Early View on 25 July 2008. On page 1 of the initial online publication of this article, the third author's surname was incorrectly spelled. The correct spelling should be: KAREN HOVSEPIAN.