Belief dispersion in the stock market

Journal

Journal of Finance

Subject

Finance

Publishing details

Journal of Finance 2018 Vol 73:3 p 1225-1279

Authors / Editors

Atmaz A; Basak S

Biographies

Basak S

Publication Year

2018

Keywords

Asset pricing; Belief dispersion; Heterogeneous beliefs; Stock price; Mean return; Volatility; Trading volume, Bayesian learning.