Browsing by Subject "Teoria da informação em finanças"

Now showing items 1-2 of 2

    • Investor disagreement: the modern approach 

      Barbosa, Fernando Ferreira da Luz
      2015-04-27
      Disagreement between economists is a well know fact. However, it took a long time for this concept to be incorporated in economic models. In this survey, we review the consequences and insights provided by recent models. ...

    • Limited attention and investor disagreement: a nowcasting approach 

      Pereira, Gustavo Antonio De Cicco
      2015-04-27
      When disagreement in economic models occurs due to different interpretations of public signals, the level of ``marketwide disagreement'' not necessarily decreases upon the arrival of a public signal. We propose an empirical ...