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 conferencePaper

Original languageEnglish
Publication statusPublished - 2014
EventThe Econometric Society's Asian Meeting - Taipei, Taiwan, Province of China
Duration: 20 Jun 201422 Jun 2014
https://www.econometricsociety.org/meetings/schedule/2014/06/20/asian-meeting (Link to conference website)

Conference

ConferenceThe Econometric Society's Asian Meeting
CountryTaiwan, Province of China
CityTaipei
Period20/06/1422/06/14
Internet address

Cite this

Dau, N., Ehling , P., & Larsen , H. (2014). How do Heterogeneous Beliefs drive the Cross-Section of Stock Return Volatilities and Correlations and Turnover Volatilities. Paper presented at The Econometric Society's Asian Meeting, Taipei, Taiwan, Province of China.

How do Heterogeneous Beliefs drive the Cross-Section of Stock Return Volatilities and Correlations and Turnover Volatilities. / Dau, Nam; Ehling , Paul ; Larsen , Heyerdahl.

2014. Paper presented at The Econometric Society's Asian Meeting, Taipei, Taiwan, Province of China.

Research output: Contribution to conferencePaper

Dau, N, Ehling , P & Larsen , H 2014, 'How do Heterogeneous Beliefs drive the Cross-Section of Stock Return Volatilities and Correlations and Turnover Volatilities' Paper presented at The Econometric Society's Asian Meeting, Taipei, Taiwan, Province of China, 20/06/14 - 22/06/14, .
Dau N, Ehling P, Larsen H. How do Heterogeneous Beliefs drive the Cross-Section of Stock Return Volatilities and Correlations and Turnover Volatilities. 2014. Paper presented at The Econometric Society's Asian Meeting, Taipei, Taiwan, Province of China.
Dau, Nam ; Ehling , Paul ; Larsen , Heyerdahl. / How do Heterogeneous Beliefs drive the Cross-Section of Stock Return Volatilities and Correlations and Turnover Volatilities. Paper presented at The Econometric Society's Asian Meeting, Taipei, Taiwan, Province of China.
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