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The More We Know about the Fundamental, the Less We Agree on the Price

Citations

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Cited by:

  1. Benoît, Jean-Pierre & Dubra, Juan, 2018. "When do populations polarize? An explanation," MPRA Paper 86173, University Library of Munich, Germany.
  2. Goldstein, Itay & Yang, Liyan, 2019. "Good disclosure, bad disclosure," Journal of Financial Economics, Elsevier, vol. 131(1), pages 118-138.
  3. Kurlat, Pablo & Veldkamp, Laura, 2015. "Should we regulate financial information?," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 697-720.
  4. Jan Schneemeier, 2019. "Shock Propagation Through Cross-Learning in Opaque Networks," 2019 Meeting Papers 329, Society for Economic Dynamics.
  5. Kristoffer P. Nimark, 2014. "Man-Bites-Dog Business Cycles," American Economic Review, American Economic Association, vol. 104(8), pages 2320-2367, August.
  6. Yang, Yung Chiang & Zhang, Bohui & Zhang, Chu, 2020. "Is information risk priced? Evidence from abnormal idiosyncratic volatility," Journal of Financial Economics, Elsevier, vol. 135(2), pages 528-554.
  7. Han, Bing & Tang, Ya & Yang, Liyan, 2016. "Public information and uninformed trading: Implications for market liquidity and price efficiency," Journal of Economic Theory, Elsevier, vol. 163(C), pages 604-643.
  8. Anastassia Fedyk, 2018. "Disagreement after News: Gradual Information Diffusion or Differences of Opinion?," 2018 Meeting Papers 1095, Society for Economic Dynamics.
  9. Isaac Loh & Gregory Phelan, 2019. "Dimensionality And Disagreement: Asymptotic Belief Divergence In Response To Common Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(4), pages 1861-1876, November.
  10. Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
  11. Dimitris Papadimitriou, 2023. "Trading under uncertainty about other market participants," The Financial Review, Eastern Finance Association, vol. 58(2), pages 343-367, May.
  12. Jiao, Peiran & Veiga, André & Walther, Ansgar, 2020. "Social media, news media and the stock market," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 63-90.
  13. Giovanni Cespa & Xavier Vives, 2015. "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, vol. 70(5), pages 2099-2154, October.
  14. Liang, Hanchao & Yang, Chunpeng & Cai, Chuangqun, 2017. "Beauty contest, bounded rationality, and sentiment pricing dynamics," Economic Modelling, Elsevier, vol. 60(C), pages 71-80.
  15. Hajime Tomura, 2022. "What Will Be the Impact of Fintech on the Payment System? A Perspective from Money Creation," Working Papers 2204, Waseda University, Faculty of Political Science and Economics.
  16. Henry L. Friedman & Mirko S. Heinle, 2016. "Taste, information, and asset prices: implications for the valuation of CSR," Review of Accounting Studies, Springer, vol. 21(3), pages 740-767, September.
  17. Lunawat, Radhika, 2021. "Learning from trading activity in laboratory security markets with higher-order uncertainty," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
  18. Elías Albagli, 2013. "Investment Horizons and Asset Prices under Asymmetric Information," Working Papers Central Bank of Chile 709, Central Bank of Chile.
  19. Daeyoung Jeong, 2017. "Using Cheap Talk to Polarize or Unify a Group of Decision Makers," Working Papers 2017-19, Economic Research Institute, Bank of Korea.
  20. Chen, Tao, 2020. "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, vol. 109(C), pages 174-183.
  21. Tao Chen, 2022. "Delayed informed trades and opinion divergence: Evidence from earnings releases," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4556-4574, October.
  22. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2014. "Konferencia a pénzügyi piacok likviditásáról. BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2013. október 3-4 [Fourth Annual Financial Market Liquidi," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 324-334.
  23. Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.
  24. George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
  25. Laurent Bouton & Aniol Llorente-Saguer & Antonin Macé & Adam Meirowitz & Shaoting Pi & Dimitrios Xefteris, 2022. "Public Information as a Source of Disagreement Among Shareholders," NBER Working Papers 30757, National Bureau of Economic Research, Inc.
  26. Martijn Cremers & Ankur Pareek & Zacharias Sautner, 2021. "Short‐Term Institutions, Analyst Recommendations, and Mispricing: The Role of Higher Order Beliefs," Journal of Accounting Research, Wiley Blackwell, vol. 59(3), pages 911-958, June.
  27. Liyan Yang & Itay Goldstein, 2012. "Information Diversity and Market Efficiency Spirals," 2012 Meeting Papers 349, Society for Economic Dynamics.
  28. Weber, Christoph S., 2019. "The effect of central bank transparency on exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
  29. Paul Fischer & Chongho Kim & Frank Zhou, 2022. "Disagreement about fundamentals: measurement and consequences," Review of Accounting Studies, Springer, vol. 27(4), pages 1423-1456, December.
  30. Park , Cyn-Young & Tian , Shu & Zhao , Bo, 2020. "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series 605, Asian Development Bank.
  31. Chen, Tao, 2021. "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).
  32. Xiong, Yan & Yang, Liyan, 2021. "Disclosure, competition, and learning from asset prices," Journal of Economic Theory, Elsevier, vol. 197(C).
  33. Benoît, Jean-Pierre & Dubra, Juan, 2014. "A Theory of Rational Attitude Polarization," MPRA Paper 60129, University Library of Munich, Germany.
  34. Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021. "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, vol. 140(3), pages 916-940.
  35. Jeong, Daeyoung, 2019. "Using cheap talk to polarize or unify a group of decision makers," Journal of Economic Theory, Elsevier, vol. 180(C), pages 50-80.
  36. Albagli, Elias, 2015. "Investment horizons and asset prices under asymmetric information," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 787-837.
  37. Lili Dai & Jerry T. Parwada & Donald W. Winchester & Bohui Zhang, 2022. "The more we know, the less we agree: A test of the trading horizon heterogeneity theory," The Financial Review, Eastern Finance Association, vol. 57(1), pages 45-67, February.
  38. Liyan Yang & Itay Goldstein, 2014. "Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects," 2014 Meeting Papers 154, Society for Economic Dynamics.
  39. Yang, Chunpeng & Cai, Chuangqun, 2014. "Higher order expectations in sentiment asset pricing model," Economic Modelling, Elsevier, vol. 39(C), pages 95-100.
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