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

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Momentum
Peter Norman Sørensen
25/04/2021
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@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",

}

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

AU - Sørensen, Peter Norman

AU - Ottaviani, Marco

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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

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