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Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume
16 references·1 citing·41 second hop
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this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2011In Search of Attention3,088 cited
  • 2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*2,479 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2004Social Interaction and Stock‐Market Participation1,826 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 2003Chapter 18 A survey of behavioral finance1,452 cited
  • 2001Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying1,445 cited
  • 1992Stock Prices and Volume1,295 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited

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  • 2022Individual investors' dispersion in beliefs and stock returns25 cited