Disagreement beta

George P. Gao; Xiaomeng Lu; Zhaogang Song; Hongjun Yan

doi:10.1016/j.jmoneco.2018.10.003

Disagreement beta

George P. Gao, Xiaomeng Lu, Zhaogang Song, Hongjun Yan

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	96-113
Number of pages	18
Journal	Journal of Monetary Economics
Volume	107
DOIs	https://doi.org/10.1016/j.jmoneco.2018.10.003
State	Published - Nov 2019
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Asset pricing
Disagreement
Heterogeneous beliefs
Speculation

Access to Document

10.1016/j.jmoneco.2018.10.003

Cite this

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title = "Disagreement beta",

keywords = "Asset pricing, Disagreement, Heterogeneous beliefs, Speculation",

author = "Gao, {George P.} and Xiaomeng Lu and Zhaogang Song and Hongjun Yan",

note = "Publisher Copyright: {\textcopyright} 2018 Elsevier B.V.",

year = "2019",

month = nov,

doi = "10.1016/j.jmoneco.2018.10.003",

language = "English",

volume = "107",

pages = "96--113",

journal = "Journal of Monetary Economics",

issn = "0304-3932",

}

TY - JOUR

T1 - Disagreement beta

AU - Gao, George P.

AU - Lu, Xiaomeng

AU - Song, Zhaogang

AU - Yan, Hongjun

PY - 2019/11

Y1 - 2019/11

KW - Asset pricing

KW - Disagreement

KW - Heterogeneous beliefs

KW - Speculation

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U2 - 10.1016/j.jmoneco.2018.10.003

DO - 10.1016/j.jmoneco.2018.10.003

M3 - Article

AN - SCOPUS:85056309391

SN - 0304-3932

VL - 107

SP - 96

EP - 113

JO - Journal of Monetary Economics

JF - Journal of Monetary Economics

ER -

Disagreement beta

ASJC Scopus Subject Areas

Keywords

Access to Document

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