Price drift as an outcome of differences in higher-order beliefs

Review of Financial Studies

Volumn 22, Issue 9, 2009, Pages 3707-3734

  Banerjee, Snehal ^a   Kaniel, Ron ^b   Kremer, Ilan ^c  

^a NORTHWESTERN UNIVERSITY   (United States)

^b DUKE UNIVERSITY   (United States)

^c STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 71949092901     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp014     Document Type: Article

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