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Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets
Marco Ottaviani,
Peter Norman Sørensen
Department of Economics
4065
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Dive into the research topics of 'Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets'. Together they form a unique fingerprint.
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Business & Economics
Asset Markets
83%
Asset Pricing
78%
Decreasing Absolute Risk Aversion
55%
Equilibrium Price
39%
Momentum
35%
Prediction Markets
97%
Rational Expectations Equilibrium
48%
Risk Neutrality
50%
Traders
64%
Underreaction
100%