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 conferencePaperpeer-review

Original languageEnglish
Publication statusPublished - 2014
EventThe Econometric Society's Asian Meeting - Taipei, Taiwan, Province of China
Duration: 20 Jun 201422 Jun 2014 (Link to conference website)


ConferenceThe Econometric Society's Asian Meeting
Country/TerritoryTaiwan, Province of China
Internet address

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