Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal. / Sørensen, Peter Norman; Ottaviani, Marco.
In: American Economic Review, Vol. 105, No. 1, 01.2015, p. 1-34.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Sørensen, PN & Ottaviani, M 2015, 'Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal', American Economic Review, vol. 105, no. 1, pp. 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
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