Disagreement, correlation and asset prices

DOI10.1016/J.ECONLET.2012.04.064zbMath1253.91076OpenAlexW1964401001MaRDI QIDQ694948

Lei Shi, Xue-Zhong He

Publication date: 19 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/18801

zbMATH Keywords

spillover effectmispricingdisagreementconsensus beliefequilibrium asset prices

Mathematics Subject Classification ID

Cites Work

• Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt
• Are more risk averse agents more optimistic? Insights from a rational expectations model
• Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off*
• Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs

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