Price Reaction to Information with Heterogeneous Beliefs...

Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal †

Ottaviani, Marco, Sørensen, Peter Norman
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Volume:
105
Language:
english
Journal:
American Economic Review
DOI:
10.1257/aer.20120881
Date:
January, 2015
File:
PDF, 1.07 MB
english, 2015
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