Divergence of Opinion and Equity Returns

By John A. Doukas, Chansog Kim, Christos Pantzalis. 2006

167 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/a1df0335a9c2127f8418e7c2de3876260ce971dd

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In Accounting

1. Snehal Banerjee

In Finance

1. Snehal Banerjee

Citations in the corpus

• Learning from Prices and the Dispersion in Beliefs (2011, background): “Diether, Malloy, and Scherbina (2002) and Goetzmann and Massa (2005) document a negative relation between belief dispersion and returns, which they motivate with the optimistic pricing model in Miller (1977). Park (2005) extends the Harrison and Kreps (1978) model to argue that speculative pricing l”
• The Financial Analyst Forecasting Literature: A Taxonomy with Suggestions for Further Research (2008, unknown): “Doukas, Kim, and Pantzalis (2006) Archival, IBES, 1983-2002.”
• Individual Investor Perceptions and Behavior During the Financial Crisis (2013, unknown): “measures (Doukas et al., 2006; Zhang, 2006; Güntay and Hackbarth, 2010; Banerjee, 2011).”
• Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements (2009, unknown): “7 Doukas, Kim, and Pantzalis (2006) use a proxy constructed with data from both before and after”