Price Impact Under Heterogeneous Beliefs and Restricted Participation

SSRN Electronic Journal ◽

10.2139/ssrn.3958412 ◽

2021 ◽

Author(s):

Michail Anthropelos ◽

Constantinos Kardaras

Keyword(s):

Price Impact ◽

Heterogeneous Beliefs ◽

Restricted Participation

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A Theory of Capital Structure, Price Impact, and Long-Run Stock Returns under Heterogeneous Beliefs

The Review of Corporate Finance Studies ◽

10.1093/rcfs/cfv004 ◽

2015 ◽

Vol 4 (2) ◽

pp. 258-320 ◽

Cited By ~ 4

Author(s):

Onur Bayar ◽

Thomas J. Chemmanur ◽

Mark H. Liu

Keyword(s):

Capital Structure ◽

Stock Returns ◽

Price Impact ◽

Heterogeneous Beliefs ◽

Long Run

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A Theory of Capital Structure, Price Impact, and Long-Run Stock Returns Under Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.1364472 ◽

2009 ◽

Author(s):

Thomas J. Chemmanur ◽

Mark H. Liu

Keyword(s):

Capital Structure ◽

Stock Returns ◽

Price Impact ◽

Heterogeneous Beliefs ◽

Long Run

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Payout Policy under Heterogeneous Beliefs: A Theory of Dividends versus Stock Repurchases, Price Impact, and Long-Run Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2287322 ◽

2013 ◽

Cited By ~ 1

Author(s):

Onur Bayar ◽

Thomas J. Chemmanur ◽

Mark H. Liu

Keyword(s):

Stock Returns ◽

Payout Policy ◽

Price Impact ◽

Heterogeneous Beliefs ◽

Stock Repurchases ◽

Long Run

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A Theory of Security Issuance and Price Impact under Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.1573079 ◽

2011 ◽

Author(s):

Onur Bayar ◽

Thomas J. Chemmanur ◽

Mark H. Liu

Keyword(s):

Price Impact ◽

Heterogeneous Beliefs ◽

Security Issuance

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Does Buyer Knowledge of Seller's Initial Purchase Price Impact Housing Prices? A Behavioral Study on Anchoring and Multiple Reference Points

10.15396/eres2002_203 ◽

2002 ◽

Keyword(s):

Housing Prices ◽

Price Impact ◽

Reference Points ◽

Behavioral Study ◽

Purchase Price ◽

Multiple Reference

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Cited By ~ 1

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Asset Pricing in a Monetary Economy with Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.1101540 ◽

2007 ◽

Author(s):

Benjamin Croitoru ◽

Lei Lu

Keyword(s):

Asset Pricing ◽

Heterogeneous Beliefs ◽

Monetary Economy

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The Aggregate Price Impact of the Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.1102011 ◽

2008 ◽

Cited By ~ 1

Author(s):

Hyuk Choe ◽

Yunsung Eom

Keyword(s):

Price Impact ◽

Disposition Effect

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The Price Impact of Large Hedging Trades

SSRN Electronic Journal ◽

10.2139/ssrn.1536604 ◽

2009 ◽

Author(s):

Brian J. Henderson ◽

Neil D. Pearson

Keyword(s):

Price Impact

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Media Coverage, Heterogeneous Beliefs, and Stock Price Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.2022036 ◽

2012 ◽

Author(s):

Hawfeng Shyu

Keyword(s):

Media Coverage ◽

Stock Price ◽

Heterogeneous Beliefs ◽

Price Bubbles

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