How do Heterogeneous Beliefs drive the Cross-Section of Stock Return Volatilities and Correlations and Turnover Volatilities

Nam Dau, Paul Ehling , Heyerdahl Larsen

Research output: Contribution to conference › Paper › peer-review

Original language	English
Publication status	Published - 2014
Event	The Econometric Society's Asian Meeting - Taipei, Taiwan, Province of China Duration: 20 Jun 2014 → 22 Jun 2014 https://www.econometricsociety.org/meetings/schedule/2014/06/20/asian-meeting (Link to conference website)

Conference	The Econometric Society's Asian Meeting
Country/Territory	Taiwan, Province of China
City	Taipei
Period	20/06/14 → 22/06/14
Internet address	https://www.econometricsociety.org/meetings/schedule/2014/06/20/asian-meeting (Link to conference website)

Cite this

@conference{84c280116f51402285802257e450e22e,

title = "How do Heterogeneous Beliefs drive the Cross-Section of Stock Return Volatilities and Correlations and Turnover Volatilities",

author = "Nam Dau and Paul Ehling and Heyerdahl Larsen",

year = "2014",

language = "English",

note = "The Econometric Society's Asian Meeting ; Conference date: 20-06-2014 Through 22-06-2014",

url = "https://www.econometricsociety.org/meetings/schedule/2014/06/20/asian-meeting",

}