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A Review of Literatures on Measure of Noise Trade

Release Time:2019-03-12  Hits:

Indexed by: Conference Paper

Date of Publication: 2014-01-01

Included Journals: CPCI-SSH

Page Number: 39-42

Key Words: behavioral finance; investor noise trade; institutional investors

Abstract: This paper reviews statistical measuring methods on investor noise trade, summarizes the advantages and disadvantages of every method. Combined with unique features of China's financial market, this paper points out existing limitations and future research prospect, aiming to provide certain scientific basis for regulation of investors.

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