Differences of Opinion, Endogenous Liquidity, and Asset Prices
Author:
Affiliation:
1. Tepper School of Business, Carnegie Mellon University
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/28/7/1914/24450515/hhv001.pdf
Reference40 articles.
1. Stock returns and volatility: Pricing the short-run and long-run components of market risk;Adrian;Journal of Finance,2008
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3. Systemic risk and sentiment;Barone-Adesi,2013
4. Asset pricing with heterogeneous beliefs;Basak;Journal of Banking and Finance,2005
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