Home/Academic Papers/Stuff I Revisit/Noise Trader Risk in Financial Markets (De Long et al., 1990)1 / 1ItemNoise Trader Risk in Financial Markets (De Long et al., 1990)in Stuff I Revisit by Marco Aldeanueva0likesLike this itemFollow Marco AldeanuevaOpen in appNoise Trader Risk in Financial Markets (De Long et al., 1990) on “Stuff I Revisit”, a list by Marco Aldeanueva on TheLysts.DetailsPhoto—Name—TopicNoise traders can move prices and scare off rational arbitrageurs.My takeExplains how vibes can move markets longer than my risk budget can stay solvent. Verdict: buy for humility.PreviousDoes the Stock Market Overreact? (De Bondt & Thaler, 1985)NextCorporate Governance and Equity Prices (Gompers, Ishii & Metrick, 2003)Related itemsThe International Study of Infarct Survival (ISIS-2) Collaborative Group. Randomized trial of intravenous streptokinase, oral aspirin, both, or neither among 17 187 cases of suspected acute myocardial infarctionDiretriz da AHA sobre Ressuscitação Cardiopulmonar (RCP)Rastreamento que vale a penaDiretriz da Sociedade Brasileira de DiabetesReport