Learning from prices and the dispersion in beliefs
Year of publication: |
2011
|
---|---|
Authors: | Banerjee, Snehal |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 24.2011, 9, p. 3025-3068
|
Subject: | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Rationale Erwartung | Rational expectations | Kapitaleinkommen | Capital income | Volatilität | Volatility | Betafaktor | Beta risk | Autokorrelation | Autocorrelation | Theorie | Theory | USA | United States |
-
Information and opinions in financial markets
Banerjee, Snehal, (2007)
-
Essays on empirical asset pricing and investor behavior
Westheide, Christian, (2011)
-
Do realized betas exhibit up/down market tendencies?
Woodward, G. Thomas, (2009)
- More ...
-
Price drift as an outcome of differences in higher-order beliefs
Banerjee, Snehal, (2009)
-
Disagreement and learning : dynamic patterns of trade
Banerjee, Snehal, (2010)
-
The cost of short-selling liquid securities
Banerjee, Snehal, (2013)
- More ...