6De LONG J B, SHLEIFER A, SUMMERS L, et al. Noise trader risk in financial markets[ J]. Journal of Political Economy, 1990,98:703 - 738.
7De LONG J B, SHLEIFER A, SUMMERS L, et al. The survival of noise traders in financial market [ J ]. Journal of Business, 1991, 64( 1 ) : 1 - 19.
8KOGAN L, ROSS S A, WANG J, et al. The price impact and survival of irrational traders [ Z ]. MIT Sloan School of Management, Working Paper 4293 -03, www. ssrn. com, 2003.
9BHUSHAN, BROWN, MELLO. Do noise traders ‘create their own space' ? [J]. Journal of Financial and Quantitative Analysis,1997,52(1 ) :25 - 45.
10CAMPBELL J Y, KYLE A S. Smart money, noise trading, and stock price behavior[J]. Review of Economic Studies, 1993,60 : 1 - 34.
