Similar Search Results

Ambiguity and asset pricing : an empirical investigation for an emerging market

Sahin, Baki Cem; Danışoğlu, Seza - In: International review of financial analysis 84 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013472710

Heterogeneous overreaction in expectation formation : evidence and theory

Chen, Heng; Li, Xu; Pei, Guangyu; Xin, Qian - In: Journal of economic theory : JET 218 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015070820

Ambiguity in the cross-section of expected returns : an empirical assessment

Thimme, Julian; Völkert, Clemens - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 418-429

Persistent link: https://www.econbiz.de/10011390409

Information inertia

Condie, Scott; Ganguli, Jayant; Illeditsch, Philipp Karl - 2015

Persistent link: https://www.econbiz.de/10011393178

Information inertia

Condie, Scott; Ganguli, Jayant; Illeditsch, Philipp Karl - 2012

Persistent link: https://www.econbiz.de/10009619230

Endogenous indeterminacy and volatility of asset prices under ambiguity

Mandler, Michael - In: Theoretical economics : TE ; journal of the Econometric … 8 (2013) 3, pp. 729-750

Persistent link: https://www.econbiz.de/10010207658

Endogenous indeterminacy and volatility of asset prices under ambiguity

Mandler, Michael - In: Theoretical economics : TE ; an open access journal in … 8 (2013) 3, pp. 729-750

If agents are ambiguity-averse and can invest in productive assets, asset prices can robustly exhibit indeterminacy in the markets that open after the productive investment has been launched. For indeterminacy to occur, the aggregate supply of goods must appear in precise configurations but the...

Persistent link: https://www.econbiz.de/10011685225