Correlated Beliefs, Returns, and Stock Market Volatility

Joel David and Ina Simonovska

A chapter in NBER International Seminar on Macroeconomics 2015, 2016 from National Bureau of Economic Research, Inc

JEL-codes: D8 G12 G15 G17 (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (4)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Correlated beliefs, returns, and stock market volatility (2016)
Working Paper: Correlated Beliefs, Returns, and Stock Market Volatility (2016)
Working Paper: Correlated Beliefs, Returns, and Stock Market Volatility (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:nbr:nberch:13661

Ordering information: This item can be ordered from
http://www.nber.org/chapters/c13661

Access Statistics for this chapter

More chapters in NBER Chapters from National Bureau of Economic Research, Inc National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by ().