Dispersion of Opinion and Stock Returns
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- Goetzmann, William N. & Massa, Massimo, 2005. "Dispersion of opinion and stock returns," Journal of Financial Markets, Elsevier, vol. 8(3), pages 324-349, August.
- Goetzmann, William & Massa, Massimo, 2004. "Dispersion of Opinion and Stock Returns," CEPR Discussion Papers 4819, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Dispersion of opinion; asset prices; volatility;All these keywords.
JEL classification:
- D10 - Microeconomics - - Household Behavior - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-04-16 (Finance)
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