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Offsetting disagreement and security prices

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Offsetting disagreement and security prices

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Offsetting Disagreement and Security Prices

Huang, Shiyang - 2020

We propose that investor beliefs frequently “cross” in the sense that an investor may like company A, but dislike company B, while another investor may like company B, but dislike company A. Belief-crossing makes it almost impossible to construct a portfolio that is comprised solely of every...

Persistent link: https://www.econbiz.de/10012856790