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~institution:"London School of Economics (LSE)"
~person:"Danielsson, Jon"
~person:"Kondor, Peter"
~subject:"Calibration"
~subject:"Higher-order expectations"
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Calibration
Higher-order expectations
Confirmatory bias
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Cross-section of asset
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Downside risk measures
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Generalized empirical Likelihood
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Heavy tailed distribution
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Preference ordering
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Public announcements
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Rare events
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Regular variation
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Semi-parametric Bayesian Inference
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Short-term traders
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Danielsson, Jon
Kondor, Peter
Ghosh, Anisha
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Julliard, Christian
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London School of Economics (LSE)
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Rational trader
risk
Kondor, Peter
-
London School of Economics (LSE)
-
2004
i.e. there is no noise trader
risk
. Instead, traders expect that new rational entrants with different information in the …
Persistent link: https://www.econbiz.de/10010884635
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2
The more we know, the less we agree: public announcements and higher-order expectations
Kondor, Peter
-
London School of Economics (LSE)
-
2004
The stylized fact that public announcements in financial markets are followed by intense trading, high trading volume and volatile prices, is widely perceived as the sign of increasing disagreement due to the announcement. However, it is common to argue that this would be inconsistent with...
Persistent link: https://www.econbiz.de/10011071459
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