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NBERonBluesky2d ago
Proxies for investor disagreement are surprisingly uncorrelated. Developing a frictionless model that generates overpricing from a new composite disagreement, from Christian L. Goulding, Campbell R. Harvey, and Hrvoje KurtoviΔ www.nber.org/papers/w35049
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Analysis Summary
An NBER working paper by Goulding, Harvey, and KurtoviΔ presents a new model showing that investor disagreement proxies don't move together as expected, and proposes a composite disagreement metric that explains asset overpricing. The paper is dated 2026 and directly corroborated by NBER's official working paper database. This is primary research dissemination from a credible source.
Claims Analysis (2)
βProxies for investor disagreement are surprisingly uncorrelated.β
NBER working paper w35049 confirmed with exact title and authors on nber.org.
βA frictionless model generates overpricing from a new composite disagreement metric.β
Paper title explicitly states this finding; authored by Goulding, Harvey, and KurtoviΔ as cited.
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