NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Chasing Noise

Brock Mendel, Andrei Shleifer

NBER Working Paper No. 16042
Issued in May 2010

---- Acknowledgements -----

We would like to acknowledge helpful comments from Malcolm Baker, Pedro Bordalo, John Campbell, Adam Clark-Joseph, Robin Greenwood, Sam Hanson, Joshua Schwartzstein, Jeremy Stein, and participants of the Harvard Finance Lunch. Mendel would like to thank the National Science Foundation for financial support. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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