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Market attention and Bitcoin price modeling : theory, estimation and option pricing
Cretarola, Alessandra; Figà-Talamanca, Gianna; … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 187-228
Persistent link: https://www.econbiz.de/10012285396
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Prices, fundamental values and learning
Berardi, Michele - 2015
Persistent link: https://www.econbiz.de/10011413220
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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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
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The value premium and uncertainty : an approach by support vector regression algorithm
Bui Thanh Khoa; Tran Trong Huynh - In: Cogent economics & finance 11 (2023) 1, pp. 1-15
crises. This study aimed to build the uncertainty index and control it in the regression analysis model to solve the …
Persistent link: https://www.econbiz.de/10014500739
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Learning from prices : information aggregation and accumulation in an asset price model
Berardi, Michele - 2020
Persistent link: https://www.econbiz.de/10012793402
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Uncertainty premia in REIT returns
Lotz, Marton; Ruf, Daniel; Strobel, Johannes - In: Real estate economics 51 (2023) 2, pp. 372-407
Persistent link: https://www.econbiz.de/10014253814
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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
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Financial uncertainty with ambiguity and learning
Liu, Hening; Zhang, Yuzhao - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2120-2140
Persistent link: https://www.econbiz.de/10013262914
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The Marketing Mix Decision Under Uncertainty
Jagpal, Harsharanjeet S.; Brick, Ivan E. - In: Marketing Science 1 (1982) 1, pp. 79-92
This paper develops a marketing mix model under uncertainty using the Capital Asset Pricing Model (CAPM) valuation … patterns of uncertainty. Because the manager often lacks precise quantitative information about the sales response function … risk depend, in addition, on the precise mathematical form with which uncertainty enters the random demand function (i …
Persistent link: https://www.econbiz.de/10008788100