Investor sophistication and asset prices

Korniotis, George M, Kumar, Alok and Page, Jeremy K 2020, Investor sophistication and asset prices, Review of financial economics, vol. 38, no. 4, pp. 557-579, doi: 10.1002/rfe.1093.

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Title Investor sophistication and asset prices
Author(s) Korniotis, George M
Kumar, Alok
Page, Jeremy K
Journal name Review of financial economics
Volume number 38
Issue number 4
Start page 557
End page 579
Total pages 23
Publisher John Wiley & Sons
Place of publication Chichester, Eng.
Publication date 2020-10
ISSN 1058-3300
Keyword(s) investor sophistication
local return predictability
return comovement
state portfolios
trading correlation
Language eng
DOI 10.1002/rfe.1093
Indigenous content off
Field of Research 1502 Banking, Finance and Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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