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