Home > Topics > Behavioural Finance > Noise Trading & Market Inefficiency

Noise Trading & Market Inefficiency

What is Noise Trading?

Noise Traders: Investors trading on "noise" (rumors, emotions, tips) rather than fundamental information.

Contrast:

  • Information traders: Trade on fundamental analysis
  • Noise traders: Trade on irrelevant factors

Sources of Noise

Rumors: "I heard this stock will be acquired"

Tips: Friend/broker recommendations without analysis

Technical Patterns: Chart shapes predicting future (no fundamental basis)

Emotions: Fear, greed, FOMO driving trades

Social Media: Reddit, Twitter hype

Why Noise Trading Matters

Creates Volatility: Noise trades push prices away from fundamental value

Generates Volume: Most daily trading is noise, not information

Limits Arbitrage: Noise trader risk—can push prices further wrong before correction

Profit Opportunity: Patient value investors profit when noise creates mispricings

Noise Trader Risk

Definition: Risk that noise traders push prices further from fundamentals, forcing rational arbitrageurs out before correction.

Example: During 1990s dotcom bubble, rational investors shorting overvalued tech stocks lost money for years as noise traders pushed prices higher. Many were forced to cover shorts before eventual crash.

Implication: "Markets can stay irrational longer than you can stay solvent" (Keynes)

Market Impact

Short-term: Noise dominates—high volatility, random price movements

Long-term: Fundamentals dominate—prices converge to intrinsic value

Trading Strategy: Value investors exploit noise by being patient (3-5 year horizons)


Loading quiz…