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Filtering by: Creator Hsiao, Lawrence Remove constraint Creator: Hsiao, Lawrence Subject Finance Remove constraint Subject: Finance
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  • Ambiguity, Investor Disagreement, and Expected Stock Returns

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    Description:
    I set up a disagreement model where traders not only have different interpretations of a public signal that conveys information of a stock, but are also uncertain about the information quality of others' interpretations. The model along with traders being ambiguity-averse predicts a positive relation between investor disagreement (ID) and...
    Subject:
    Finance
    Creator:
    Hsiao, Lawrence
    Owner:
    Scholarly Digital Publishing
    Language:
    en
    Date Uploaded:
    06/22/2022
    Date Created:
    2022-01-01
    Resource Type:
    Dissertation
    Alternate Identifier:
    etdadmin_upload_902772 and http://dissertations.umi.com/northwestern:16075