Are disagreements agreeable? Evidence from information aggregation
Most studies on disagreement focus on cross-sectional asset returns and well-recognized disagreement measures generally cannot predict the stock market with a horizon less than 12 months. This paper proposes three aggregate disagreement indexes by aggregating information across 20 disagreement measu...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6469 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7468/viewcontent/SSRN_id3077938.pdf |
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| Institution: | Singapore Management University |
| Language: | English |