Disagreement and asset prices.

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Why Don't We Agree? Evidence from a Social Network of Investors (2019, methodology): “, Carlin et al., 2014). In this literature, the most closely related paper to ours is Giannini et al. (2015). Both our paper and Giannini et al. (2015) use data from StockTwits in the context of sentiment and disagreement, but their paper is substantially different from ours in both the aims of the ”
Belief Disagreement and Portfolio Choice (2018, unknown): “Kandel and Pearson, 1995), survey beliefs or stated forecasts widen (e.g. Bamber et al., 1999; Carlin et al., 2014), and stock prices move in predictable ways (see the survey Hong and Stein, 2007) that are correlated with economic disagreement (Li and Li, 2021).”
Investor Attention and Stock Market Volatility (2015, background): “Equation (13) shows that the risk associated to time-varying fundamentals is priced.”
Differences in herding: Individual vs. institutional investors (2017, unknown): “Carlin et al. (2014) find that increased disagreement among different investors is associated with higher expected returns, higher return volatility, and larger trading volume. Frijns et al. (2016) argue that in a market with different types of investors, some with low disagreement and others with h”