Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal

Author: Ottaviani Marco   Ottaviani Marco  

Publisher: American Economic Association

ISSN: 0002-8282

Source: The American Economic Review, Vol.105, Iss.1, 2014-01, pp. : 1-34

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract