Do Heterogeneous Beliefs Matter for Asset Pricing?
We study how heterogeneous beliefs affect returns and examine whether they are a priced factor in traditional asset pricing models. To accomplish this task, we suggest new empir...
We study how heterogeneous beliefs affect returns and examine whether they are a priced factor in traditional asset pricing models. To accomplish this task, we suggest new empir...
h-index: Number of publications with at least h citations each.