NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Investment Noise and Trends

Robert F. Stambaugh

NBER Working Paper No. 20072
Issued in April 2014

---- Acknowledgments ----

The author is grateful to Martijn Cremers, Rick Green, Ron Kaniel, Stijn Van Nieuwerburgh, Antti Petajisto, Nick Roussanov, Luke Taylor, and Yu Yuan for helpful comments or assistance. Special thanks go to Lubos Pastor for valuable comments and discussions. This paper was presented as the author's presidential address to the American Finance Association, Philadelphia, Pennsylvania, January 2014. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.

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