SSRNOther
Disagreement of Disagreement
Investor Disagreement Proxies Assessment: The study introduces a new comprehensive framework to measure investor disagreement, unveiling a unique nonlinear composite measure that predicts returns better than existing measures.
Featured in No. 27 on 29 Nov 2023 · 1 day after release · 2 citations today
- Released
- 28 Nov 2023
- First featured
- No. 27 · 29 Nov 2023
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 39
- Identifier
- SSRN 4647471
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).