Ford, J.; Kelsey, D.; Pang, W. - In: Theory and Decision 75 (2013) 1, pp. 1-15
The paper studies the impact of informational ambiguity on behalf of informed traders on history-dependent price behaviour in a model of sequential trading in financial markets. Following Chateauneuf et al. (J Econ Theory 137:538–567, <CitationRef CitationID="CR6">2008</CitationRef>), we use neo-additive capacities to model ambiguity....</citationref>
