Glued to the TV: Distracted Noise Traders and Stock Market Liquidity J Peress, D Schmidt Journal of Finance 75, 1083-1133, 2020 | 207 | 2020 |
Distracted institutional investors D Schmidt Journal of Financial and Quantitative Analysis 54, 2453-2491, 2019 | 89 | 2019 |
Stock market rumors and credibility D Schmidt Review of Financial Studies 33, 3804-3853, 2020 | 67 | 2020 |
Investors’ attention and stock covariation: Evidence from google sport searches D Schmidt Working paper, 2012 | 46 | 2012 |
Noise traders incarnate: Describing a realistic noise trading process J Peress, D Schmidt Journal of Financial Markets 54, 100618, 2021 | 42 | 2021 |
Fundamental Arbitrage under the Microscope: Evidence from detailed Hedge Fund Transaction Data B von Beschwitz, S Lunghi, D Schmidt Review of Asset Pricing Studies 12, 199-242, 2022 | 26* | 2022 |
Learning from noise? Price and liquidity spillovers around mutual fund fire sales P Honkanen, D Schmidt Review of Asset Pricing Studies 12 (2), 593-637, 2022 | 14 | 2022 |
Uncertainty about What's in the Price J Peress, D Schmidt Working paper, 2019 | 6* | 2019 |
Passive Ownership and the Securities Lending Market B von Beschwitz, P Honkanen, D Schmidt Working paper, 2020 | | 2020 |