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Disagreement and Learning: Dynamic Patterns of Trade. (2010). Banerjee, Snehal ; Kremer, Ilan.
In: Journal of Finance.
RePEc:bla:jfinan:v:65:y:2010:i:4:p:1269-1302.

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  2. Trading without meeting friends: Empirical evidence from the wuhan lockdown in 2020. (2025). Li, Zeguang ; Liu, Frank Hong ; Huang, Yichu ; Bose, Udichibarna.
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  3. Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?. (2025). Suardi, Sandy ; Hou, Ai Jun ; Hasselgren, Anton ; Xu, Caihong ; Ye, Xiaoxia.
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  4. Asymmetric effects of media climate sentiment divergence on the volatility of green and grey energy stocks. (2025). Chen, Ling ; Liu, Rongyan ; Xia, Yufei ; Fu, Yating.
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  5. Financial information and diverging beliefs. (2024). Heinle, Mirko S ; Luneva, Irina ; Armstrong, Christopher S.
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  6. Realized higher moments and trading activity. (2024). Yuan, Shu-Fang.
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  8. Public Information as a Source of Disagreement. (2024). Xefteris, Dimitrios ; Macé, Antonin ; Pi, Shaoting ; Bouton, Laurent ; Mace, Antonin ; Llorente-Saguer, Aniol ; Meirowitz, Adam.
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  9. Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni.
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  10. Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Xu, Yanyan ; Liu, Jing ; Chu, Jielei ; Ma, Feng.
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  14. Investors opinion disagreement and abnormal trading around pre-earnings announcements. (2024). Li, Xing ; Hou, Keqiang.
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  17. TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Ozsoylev, Han ; Mukerji, Sujoy ; Tallon, Jeanmarc.
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  18. Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy. (2023). Jouini, Elyes.
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  19. Public Information as a Source of Disagreement Among Shareholders. (2023). Xefteris, Dimitrios ; Macé, Antonin ; Pi, Shaoting ; Bouton, Laurent ; Mace, Antonin ; Llorente-Saguer, Aniol ; Meirowitz, Adam.
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  20. Trading ambiguity: a tale of two heterogeneities. (2023). Ozsoylev, Han ; Mukerji, Sujoy ; Tallon, Jeanmarc.
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  21. Trading ambiguity: a tale of two heterogeneities. (2023). Ozsoylev, Han ; Mukerji, Sujoy ; Tallon, Jeanmarc.
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  22. “Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Lavin, Jaime F.
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  23. Are Cryptocurrency Forks Wealth Creating?. (2023). Miller, Jonathan ; Hu, Bill.
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  24. Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi.
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  25. Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs. (2023). Ikeda, Naoshi.
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  28. Delayed informed trades and opinion divergence: Evidence from earnings releases. (2022). Chen, Tao.
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  29. Disagreement about fundamentals: measurement and consequences. (2022). Fischer, Paul ; Zhou, Frank ; Kim, Chongho.
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  30. Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market. (2022). Bose, Shekar ; Rahman, Hafizur.
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  31. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
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  32. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Ben-Rephael, Azi ; Cookson, Anthony J.
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  33. Does Disagreement Facilitate Informed Trading?. (2022). Niessner, Marina ; Fos, Vyacheslav ; Cookson, Anthony J.
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  34. Equity fire sales and herding behavior in pension funds. (2022). Ruiz, Jose L ; Bastias, Jaime.
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  35. Price reversal and heterogeneous belief. (2022). Li, Yan ; He, Qiubei ; Liang, Chao.
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  36. Real-time price discovery via verbal communication: Method and application to Fedspeak. (2022). Grotteria, Marco ; Gomez-Cram, Roberto.
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  37. Price revelation from insider trading: Evidence from hacked earnings news. (2022). Gregoire, Vincent ; Akey, Pat ; Martineau, Charles.
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  38. Heterogenous beliefs with sentiments and asset pricing. (2022). Wang, Hailong ; Hu, Duni.
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  39. Belief Disagreement and Portfolio Choice. (2022). Parker, Jonathan ; Meeuwis, Maarten ; Simester, Duncan ; Schoar, Antoinette.
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  40. Testing Disagreement Models. (2022). Ljungqvist, Alexander ; Chang, Yen-Cheng ; Hsiao, Peijie ; Tseng, Kevin.
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  41. The more we know, the less we agree: A test of the trading horizon heterogeneity theory. (2022). Parwada, Jerry ; Dai, Lili ; Winchester, Donald W ; Zhang, Bohui.
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  42. Is all disaggregation good for investors? Evidence from earnings announcements. (2021). Yohn, Teri Lombardi ; Marshall, Nathan T ; Schroeder, Joseph H ; Holzman, Eric R.
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  43. Price Revelation from Insider Trading: Evidence from Hacked Earnings News. (2021). Martineau, Charles ; Akey, Pat.
    In: SocArXiv.
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  44. Price Revelation from Insider Trading: Evidence from Hacked Earnings News. (2021). Gregoire, Vincent ; Akey, Pat ; Martineau, Charles.
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  45. Cross-Regional Differences in News Tone and Local Stock Ownership. (2021). Mavruk, Taylan.
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  46. Accounting for unadjusted news sentiment for asset pricing. (2021). Srivastava, Praveen Ranjan ; Eachempati, Prajwal.
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  47. How noise trading affects informational efficiency: Evidence from an order-driven market. (2021). Kalev, Petko S ; Zhang, Chris H.
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  48. Information shocks, disagreement, and drift. (2021). Armstrong, Will J ; Sabah, Nasim ; Cardella, Laura.
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  49. The high volume return premium and economic fundamentals. (2021). Wang, Zijun.
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  50. Noise traders incarnate: Describing a realistic noise trading process. (2021). peress, joel ; Schmidt, Daniel.
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  53. Stock market volatility and public information flow: A non-linear perspective. (2021). Borup, Daniel ; Bertelsen, Kristoffer Pons ; Jakobsen, Johan Stax.
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  54. Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. (2021). Wang, Hailong ; Hu, Duni.
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  56. The Macroeconomics of Financial Speculation. (2021). Simsek, Alp.
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  59. When two anomalies meet: Volume and timing effects on earnings announcements. (2021). Cheung, Adrian (Wai-Kong) ; Hu, Wei ; Wong, Mark.
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  60. Echo Chambers. (2020). Mullins, William ; Engelberg, Joseph E ; Cookson, Anthony J.
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  61. Echo Chambers. (2020). Engelberg, Joseph ; Mullins, William ; Cookson, Anthony J.
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  62. Social media, political uncertainty, and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
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  63. The Unusual Trading Volume and Earnings Surprises in China’s Market. (2020). CHONG, Terence Tai Leung ; Wu, Yueer ; Su, Jue.
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  68. Does financial statement comparability mitigate delayed trading volume before earnings announcements?. (2020). Kim, Sangwan.
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  73. Disagreements with noisy signals and asset pricing. (2020). Wang, Hailong ; Cheng, Fengchao ; Hu, Duni ; Ma, Chaoqun.
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  75. The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Shi, Yukun ; Zhao, Yang ; Xu, Liao ; Gao, Han.
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  78. Partisan Professionals: Evidence from Credit Rating Analysts. (2020). Tsoutsoura, Margarita ; Kempf, Elisabeth.
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  79. News media analytics in finance: a survey. (2020). Vanstone, Bruce ; Marty, Tom ; Hahn, Tobias.
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  81. Does maturity matter? The case of treasury futures volume. (2019). Huang, Kershen ; Chichernea, Doina ; Petkevich, Alex.
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  82. Predictability concentrates in bad times. And so does disagreement. (2019). de Oliveira Souza, Thiago.
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  85. The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Giannini, Robert ; Irvine, Paul.
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  99. The impact of Twitter sentiment on renewable energy stocks. (2018). Ugolini, Andrea ; Reboredo, Juan.
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  125. A nonlinear panel data model of cross-sectional dependence. (2014). shin, yongcheol ; Mitchell, James ; Kapetanios, George.
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  129. Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning. (2013). Qin, Zhenjiang.
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  130. Liquidity and firm investment: Evidence for Latin America. (2013). Prem, Mounu ; Muoz, Francisco.
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  131. The anatomy of the global FX market through the lens of the 2013 Triennial Survey. (2013). Schrimpf, Andreas ; Rime, Dagfinn.
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  133. Price-Volume Relations in Financial Market. (2012). Huang, Weihong ; Wang, Wanying.
    In: Economic Growth Centre Working Paper Series.
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  134. A Nonlinear Panel Data Model of Cross-Sectional Dependence. (2012). shin, yongcheol ; Mitchell, James ; Kapetanios, George.
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  135. Heterogeneous Beliefs, Public Information, and Option Markets. (2012). Qin, Zhenjiang.
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