{"title":"噪声交易的系统文献综述和文献计量分析","authors":"Sanjay Gupta, Nidhi Walia, Simarjeet Singh, Swati Gupta","doi":"10.1108/qrfm-09-2021-0154","DOIUrl":null,"url":null,"abstract":"\nPurpose\nThis comprehensive study aims to take a punctilious approach intended to present qualitative and quantitative knowledge on the emerging concept of noise trading and identify the emerging themes associated with noise trading.\n\n\nDesign/methodology/approach\nThis study combines bibliometric and content analysis to review 350 publications from top-ranked journals published from 1986 to 2020.\n\n\nFindings\nThe bibliometric and content analysis identified three major themes: the impact of noise traders on the functioning of the stock market, traits of noise traders and different proxies used to measure the impact of noise trading.\n\n\nResearch limitations/implications\nThis study undertakes research papers related to the field of finance, published in peer-reviewed journals and that too in the English language.\n\n\nPractical implications\nThis study shall accommodate rational traders, portfolio consultants and other investors to gain deeper insights into the functioning of noise traders. This will further help them to formulate their trading/investment strategies accordingly.\n\n\nOriginality/value\nThe successful combination of the bibliometric and content analysis revealed major gaps in the literature and provided future research directions.\n","PeriodicalId":45060,"journal":{"name":"Qualitative Research in financial Markets","volume":" ","pages":""},"PeriodicalIF":1.9000,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"A systematic literature review and bibliometric analysis of noise trading\",\"authors\":\"Sanjay Gupta, Nidhi Walia, Simarjeet Singh, Swati Gupta\",\"doi\":\"10.1108/qrfm-09-2021-0154\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\nPurpose\\nThis comprehensive study aims to take a punctilious approach intended to present qualitative and quantitative knowledge on the emerging concept of noise trading and identify the emerging themes associated with noise trading.\\n\\n\\nDesign/methodology/approach\\nThis study combines bibliometric and content analysis to review 350 publications from top-ranked journals published from 1986 to 2020.\\n\\n\\nFindings\\nThe bibliometric and content analysis identified three major themes: the impact of noise traders on the functioning of the stock market, traits of noise traders and different proxies used to measure the impact of noise trading.\\n\\n\\nResearch limitations/implications\\nThis study undertakes research papers related to the field of finance, published in peer-reviewed journals and that too in the English language.\\n\\n\\nPractical implications\\nThis study shall accommodate rational traders, portfolio consultants and other investors to gain deeper insights into the functioning of noise traders. This will further help them to formulate their trading/investment strategies accordingly.\\n\\n\\nOriginality/value\\nThe successful combination of the bibliometric and content analysis revealed major gaps in the literature and provided future research directions.\\n\",\"PeriodicalId\":45060,\"journal\":{\"name\":\"Qualitative Research in financial Markets\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":1.9000,\"publicationDate\":\"2022-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Qualitative Research in financial Markets\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1108/qrfm-09-2021-0154\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Qualitative Research in financial Markets","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1108/qrfm-09-2021-0154","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
A systematic literature review and bibliometric analysis of noise trading
Purpose
This comprehensive study aims to take a punctilious approach intended to present qualitative and quantitative knowledge on the emerging concept of noise trading and identify the emerging themes associated with noise trading.
Design/methodology/approach
This study combines bibliometric and content analysis to review 350 publications from top-ranked journals published from 1986 to 2020.
Findings
The bibliometric and content analysis identified three major themes: the impact of noise traders on the functioning of the stock market, traits of noise traders and different proxies used to measure the impact of noise trading.
Research limitations/implications
This study undertakes research papers related to the field of finance, published in peer-reviewed journals and that too in the English language.
Practical implications
This study shall accommodate rational traders, portfolio consultants and other investors to gain deeper insights into the functioning of noise traders. This will further help them to formulate their trading/investment strategies accordingly.
Originality/value
The successful combination of the bibliometric and content analysis revealed major gaps in the literature and provided future research directions.
期刊介绍:
Qualitative Research in Financial Markets is the only peer-reviewed journal dedicated to exploring the rapidly-growing area of research activity in finance that uses qualitative methods. Building on a long pedigree of finance research, the journal publishes international and innovative analyses and novel insights into financial markets worldwide