Price reaction to information with heterogeneous beliefs and wealth effects : underreaction, momentum, and reversal
Year of publication: |
2015
|
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Authors: | Ottaviani, Marco ; Sørensen, Peter Norman |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 105.2015, 1, p. 1-34
|
Subject: | Anlageverhalten | Behavioural finance | Informationswert | Information value | CAPM | Risikopräferenz | Risk attitude | Theorie | Theory |
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