Title:

Do Noise Traders "Create Their Own Space?"

Authors:

Ravi Bhushan (Southern Methodist U)
David Brown (IN U)
António Mello (U WI)

Journal:

Journal Of Financial And Quantitative Analysis

Year:

1997

Volume:

32

Pages:

25-45

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates