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

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Standard

Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal. / Sørensen, Peter Norman; Ottaviani, Marco.

I: American Economic Review, Bind 105, Nr. 1, 01.2015, s. 1-34.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, PN & Ottaviani, M 2015, 'Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal', American Economic Review, bind 105, nr. 1, s. 1-34. https://doi.org/10.1257/aer.20120881

APA

Sørensen, P. N., & Ottaviani, M. (2015). Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal. American Economic Review, 105(1), 1-34. https://doi.org/10.1257/aer.20120881

Vancouver

Sørensen PN, Ottaviani M. Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal. American Economic Review. 2015 jan.;105(1):1-34. https://doi.org/10.1257/aer.20120881

Author

Sørensen, Peter Norman ; Ottaviani, Marco. / Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal. I: American Economic Review. 2015 ; Bind 105, Nr. 1. s. 1-34.

Bibtex

@article{6293cf7d3daf46f095c784d81585d4fe,
title = "Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal",
author = "S{\o}rensen, {Peter Norman} and Marco Ottaviani",
year = "2015",
month = jan,
doi = "10.1257/aer.20120881",
language = "English",
volume = "105",
pages = "1--34",
journal = "American Economic Review",
issn = "0002-8282",
publisher = "American Economic Association",
number = "1",

}

RIS

TY - JOUR

T1 - Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal

AU - Sørensen, Peter Norman

AU - Ottaviani, Marco

PY - 2015/1

Y1 - 2015/1

U2 - 10.1257/aer.20120881

DO - 10.1257/aer.20120881

M3 - Journal article

VL - 105

SP - 1

EP - 34

JO - American Economic Review

JF - American Economic Review

SN - 0002-8282

IS - 1

ER -

ID: 131838886