We would like to thank Kristoffer Glover, Paul Kofman, and Gordon Menzies for helpful comments and conference participants at 2009 KIER-TMU International Workshop on Financial Engineering (Tokyo, Japan), 2009 PhD Conference in Economics and Business (Perth, Australia), and 2010 Asian Finance Association Conference (Hong Kong). In particular, we would like to thank the editor, Michael Lemmon, and a referee for their helpful comments and valuable suggestions which have significantly improved the paper. The usual caveat applies. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP0773776) is gratefully acknowledged.
Disagreement in a Multi-Asset Market†
Version of Record online: 22 MAR 2012
© 2012 The Authors. International Review of Finance © International Review of Finance Ltd. 2012
International Review of Finance
Volume 12, Issue 3, pages 357–373, September 2012
How to Cite
He, X.-Z. and Shi, L. (2012), Disagreement in a Multi-Asset Market. International Review of Finance, 12: 357–373. doi: 10.1111/j.1468-2443.2012.01153.x
- Issue online: 2 SEP 2012
- Version of Record online: 22 MAR 2012
- Australian Research Council (ARC). Grant Number: DP0773776
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