Studing the relationship between unsystematic risk fluctuations and noise trading

Yahya Hassas Yeganeh; Hojjat Sattari

Volume 2, Issue 1 , January 2018, , Pages 121-136

http://dx.doi.org/10.22034/ijf.2018.85030

Abstract
  Classic finance believes that stock price changes are related to systematic changes in the company's intrinsic values. However, recent research shows that behavioral factors play a very important role in determining stock prices and returns of investors, one of these behavioral patterns is noise trading. ...  Read More