Smart Money, Noise Trading and Stock Price Behaviour

DOI10.2307/2297810zbMath0825.90229OpenAlexW2037595890MaRDI QIDQ4033898

Albert S. Kyle, John Y. Campbell

Publication date: 16 May 1993

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:3208217

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

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