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American Economic Review: Vol. 100 No. 2 (May 2010)

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Affine Disagreement and Asset Pricing

Article Citation

Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran. 2010. "Affine Disagreement and Asset Pricing." American Economic Review, 100(2): 522-26.

DOI: 10.1257/aer.100.2.522

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Authors

Chen, Hui (MIT)
Joslin, Scott (MIT)
Tran, Ngoc-Khanh (MIT)

JEL Classifications

D83: Search; Learning; Information and Knowledge; Communication; Belief
G12: Asset Pricing; Trading volume; Bond Interest Rates


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