Why Disagreement May Not Matter (much) for Asset Prices
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- Söderlind, Paul, 2009. "Why disagreement may not matter (much) for asset prices," Finance Research Letters, Elsevier, vol. 6(2), pages 73-82, June.
References listed on IDEAS
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Keywordsriskfree rate; implied volatility; Survey of Professional Forecasters;
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-06-13 (All new papers)
- NEP-DGE-2008-06-13 (Dynamic General Equilibrium)
- NEP-MAC-2008-06-13 (Macroeconomics)
- NEP-UPT-2008-06-13 (Utility Models & Prospect Theory)
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