Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 1 of 1 for “"Market disagreement"”.
-
Using High-Frequency Options Data to Evaluate Economic Trading Models
… first chapter analyzes the implications of a disagreement model in which investors observe public information but agree to disagree about its interpretation. In this framework, the disagreement between investors can be recovered from the relationship between an asset’s trading volume and its …