Similar Search Results

The effect of limit order book information on investors with different risk attitudes

Wang, Ya-hui; Lai, Chien-Chih - In: The international journal of business and finance … 9 (2015) 1, pp. 113-120

Persistent link: https://www.econbiz.de/10010515350

Innovation and stock market performance : a model with ambiguity-averse agents

Grieco, Daniela - In: Journal of evolutionary economics : JEE 28 (2018) 2, pp. 287-303

Persistent link: https://www.econbiz.de/10011948948

Attitudes towards ambiguous information and stock returns

Zhang, Ziyun - In: Cogent economics & finance 7 (2019) 1, pp. 1-33

This study examines whether investors’ attitudes toward ambiguity can explain cross-sectional stock returns by investigating the relationship between future stock returns and option-implied volatilities as well as implied third moments. We find that investors’ attitudes toward different...

Persistent link: https://www.econbiz.de/10014232777

Measuring stock market uncertainty

Dakey, Prasad Teja - In: Theoretical and applied economics : GAER review 30 (2023) 2/635, pp. 199-162

Persistent link: https://www.econbiz.de/10014485211

Value uncertainty

Bali, Turan G.; Del Viva, Luca; El Hefnawy, Menatalla; … - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4548-4563

Persistent link: https://www.econbiz.de/10015046305

Do Large Swings in Equity Values Change Risk Tolerance?

Guillemette, Michael - 2014

Changes in average FinaMetrica monthly risk tolerance scores were evaluated during the January 2007 to May 2012 time … influence average risk tolerance scores over time. A strong positive correlation (0.70) between average monthly risk tolerance … scores and the S&P 500 was noted. The standard deviation for average monthly risk tolerance scores was relatively low (1 …

Persistent link: https://www.econbiz.de/10013053166

Refining the general equilibrium relation that subsists between stock returns, and each of investors' risk preferences and information sets

Obrimah, Oghenovo Adewale - In: Finance research letters 46 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013341864

The Cross-Section of Risk-Taking and Asset Prices

Coimbra, Nuno; Jamilov, Rustam; Rey, Hélène - 2020

The distribution of institutional investor risk-taking carries significant explanatory power for the cross-section of … asset returns. We compute an investor-level Value-at-Risk (VaR) measure - our proxy for ex-ante riskiness - from a …

Persistent link: https://www.econbiz.de/10014352043

Bayesian learning in financial markets : price adjustments, fundamentals, and risk

Müller, Christoph - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003866148

Knightian uncertainty and stock-price movements : why the REH present-value model failed empirically

Frydman, Roman; Goldberg, Michael D.; Mangee, Nicholas - 2015

the consumption-based specification of the risk premium. The relevance of Knightian uncertainty is inconsistent with all … uncertainty, which cannot be reduced to a probability distribution, underpins outcomes in the stock market. This finding reveals … REH models, regardless of how they specify the market's risk premium. Our evidence is also inconsistent with bubble …

Persistent link: https://www.econbiz.de/10011279656

1
2
3
4
5
6
7
8
9
10
Next
Last