Are disagreements agreeable? Evidence from information aggregation

Published 2021 View Full Article

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Title
Are disagreements agreeable? Evidence from information aggregation
Authors
Keywords
Disagreement, Return predictability, PLS, LASSO, Machine learning
Journal
JOURNAL OF FINANCIAL ECONOMICS
Volume 141, Issue 1, Pages 83-101
Publisher
Elsevier BV
Online
2021-02-07
DOI
10.1016/j.jfineco.2021.02.006
References
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