Price Drift as an Outcome of Differences in Higher-Order Beliefs

A-Tier
Journal: The Review of Financial Studies
Year: 2009
Volume: 22
Issue: 9
Pages: 3707-3734

Authors (3)

Snehal Banerjee (not in RePEc) Ron Kaniel (University of Rochester) Ilan Kremer (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Motivated by the insight of Keynes (1936) on the importance of higher-order beliefs in financial markets, we examine the role of such beliefs in generating drift in asset prices. We show that in a dynamic setting, a higher-order difference of opinions is necessary for heterogeneous beliefs to generate price drift. Such drift does not arise in standard difference of opinion models, since investors' beliefs are assumed to be common knowledge. Our results stand in contrast to those of Allen, Morris, and Shin (2006) and others, as we argue that in rational expectation equilibria, heterogeneous beliefs do not lead to price drift. The Author 2009. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please email: [email protected], Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:22:y:2009:i:9:p:3707-3734
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25