Heterogeneous Beliefs and the Cross-Section of Asset Returns
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More about this item
Keywordsdisagreement; multi-asset market; expected excess returns; excess volatility; excess covariance;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-17 (All new papers)
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