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Applied Economics Letters Volume 26, 2019 - Issue 18
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Articles

Stock price impact of diversity in investor beliefs

Murugappa (Murgie) KrishnanRadford University, Radford, USACorrespondence[email protected]
Pages 1533-1536 | Published online: 04 Mar 2019

References

  • Caballe, J., and M. Krishnan. 1994. “Imperfect Competition in a Multi-Security Market with Risk Neutrality.” Econometrica: Journal of the Econometric Society 62: 695–704. doi:10.2307/2951665.
  • Diether, K. B., C. J. Malloy, and A. Scherbina. 2002. “Differences of Opinion and the Cross Section of Stock Returns.” The Journal of Finance 57 (5): 2113–2141. doi:10.1111/0022-1082.00490.
  • Epstein, L. G., and M. Schneider. 2008. “Ambiguity, Information Quality, and Asset Pricing.” The Journal of Finance 63 (1): 197–228. doi:10.1111/j.1540-6261.2008.01314.x.
  • Han, J., Z. Pan, and G. Zhang. 2017. “Divergence of Opinion and Long-Run Performance of Private Placements: Evidence from the Auction Market.” Working paper. Macquarie University.
  • Kyle, A. S. 1985. “Continuous Auctions and Insider Trading.” Econometrica: Journal of the Econometric Society 53: 1315–1335. doi:10.2307/1913210.
  • Miller, E. M. 1977. “Risk, uncertainty, and divergence of opinion”. The Journal of finance 32 (4) : 1151-1168.
  • Sadka, R., and A. Scherbina. 2007. “Analyst Disagreement, Mispricing, and Liquidity.” The Journal of Finance 62 (5): 2367–2403. doi:10.1111/j.1540-6261.2007.01278.x.
  • Williams, J. T. 1977. “Capital Asset Prices with Heterogeneous Beliefs.” Journal of Financial Economics 5 (2): 219–239. doi:10.1016/0304-405X(77)90019-8.

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