Noise trading and stock market volatility

By Rahul Verma, P. Verma. 2007

152 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bdfe446db7fd505aa33346a540741d25fe3875e8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. A. Rishad
2. Pilar Corredor
3. Haritha P H
4. Sandra Ferreruela
5. Natividad Blasco

In Finance

1. A. Rishad
2. Pilar Corredor
3. Haritha P H
4. Sandra Ferreruela
5. Natividad Blasco

Citations in the corpus

• An empirical examination of investor sentiment and stock market volatility: evidence from India (2020, background): “Verma and Verma (2007) studied the role of retail and noise traders in price volatility to yield similar results.”
• Does herding affect volatility? Implications for the Spanish stock market (2012, background): “Verma and Verma (2007), in turn, suggest that individual investor sentiment reacts to institutional investor sentiment and that a significant negative relation exists between irrational sentiment and volatility.”