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Do Heterogeneous Beliefs Matter for Asset Pricing?
16 references·16 citing·29 second hopsampled
Do Heterogeneous Beliefs Matter for Asset Pricing? (2005)Do Heterogeneous Beliefs Matter for Asset…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Industry costs of equity (1997)Industry costs of equityReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…The equity premium: A puzzle (1985)The equity premium: A puzzleDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)A BEHAVIORAL MODEL OF RATIONA…A model of investor sentiment /A model of investor sentiment…ESG Rating Disagreement and Stock Returns (2019)ESG Rating Disagreement and S…Belief Dispersion in the Stock Market (2018)Belief Dispersion in the Stoc…Why Does Return Predictability Concentrate in Bad Times? (2017)Why Does Return Predictabilit…Does oil and gold price uncertainty matter for the stock market? (2017)Does oil and gold price uncer…Are Disagreements Agreeable? Evidence from Information Aggregation (2017)Are Disagreements Agreeable? …A Comparison of New Factor Models (2014)A Comparison of New Factor Mo…. . . and the Cross-Section of Expected Returns (2014). . . and the Cross-Section o…Economic Uncertainty, Disagreement, and Credit Markets (2013)Economic Uncertainty, Disagre…Bubbles, Crises, and Heterogeneous Beliefs (2013)Bubbles, Crises, and Heteroge…Limited arbitrage between equity and credit markets (2012)Limited arbitrage between equ…Differences in beliefs and currency risk premiums☆ (2010)Differences in beliefs and cu…Understanding the Penalties Associated with Corporate Misconduct: An Empirical Examination of Earnings and Risk (2009)Understanding the Penalties A…Overvaluation and earnings management (2009)Overvaluation and earnings ma…Differences of Opinion of Public Information and Speculative Trading in Stocks and Options (2008)Differences of Opinion of Pub…Why Does Implied Risk Aversion Smile? (2006)Why Does Implied Risk Aversio…Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market (2006)Order book characteristics an…Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Exploration and Exploitation in Organizational Learning (1991)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE15,851 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1997Industry costs of equity5,793 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION

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3,714 cited

Cited by

  • 2009Understanding the Penalties Associated with Corporate Misconduct: An Empirical Examination of Earnings and Risk275 cited
  • 2018Belief Dispersion in the Stock Market247 cited
  • 2014A Comparison of New Factor Models168 cited
  • 2017Why Does Return Predictability Concentrate in Bad Times?160 cited
  • 2008Differences of Opinion of Public Information and Speculative Trading in Stocks and Options160 cited
  • 2009Overvaluation and earnings management153 cited
  • 2014. . . and the Cross-Section of Expected Returns140 cited
  • 2012Limited arbitrage between equity and credit markets139 cited
  • 2006Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market139 cited
  • 2019ESG Rating Disagreement and Stock Returns120 cited
  • 2017Are Disagreements Agreeable? Evidence from Information Aggregation115 cited
  • 2006Why Does Implied Risk Aversion Smile?110 cited
  • 2017Does oil and gold price uncertainty matter for the stock market?109 cited
  • 2013Economic Uncertainty, Disagreement, and Credit Markets104 cited
  • 2013Bubbles, Crises, and Heterogeneous Beliefs103 cited
  • 2010Differences in beliefs and currency risk premiums☆101 cited