Gandhi, Amit; Serrano-Padial, Ricardo Does belief heterogeneity explain asset prices: the case of the longshot bias. (English) Zbl 1405.91616 Rev. Econ. Stud. 82, No. 1, 156-186 (2015). MSC: 91G20 91B25 91B16 PDFBibTeX XMLCite \textit{A. Gandhi} and \textit{R. Serrano-Padial}, Rev. Econ. Stud. 82, No. 1, 156--186 (2015; Zbl 1405.91616) Full Text: DOI
Diebold, Francis X.; Strasser, Georg On the correlation structure of microstructure noise: a financial economic approach. (English) Zbl 1405.91703 Rev. Econ. Stud. 80, No. 4, 1304-1337 (2013). MSC: 91G70 91G20 PDFBibTeX XMLCite \textit{F. X. Diebold} and \textit{G. Strasser}, Rev. Econ. Stud. 80, No. 4, 1304--1337 (2013; Zbl 1405.91703) Full Text: DOI Link