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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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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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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
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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
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The market value spillovers of technological acquisitions : evidence from patent-text analysis
Testoni, Marco - In: Strategic management journal 43 (2022) 5, pp. 964-985
Persistent link: https://www.econbiz.de/10013187739
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Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju; Yanzhi, Wang - In: Journal of empirical finance 73 (2023), pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
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Idiosyncratic risk and spillover effect in REIT returns
Hui, Eddie Chi Man; Wang, Ziyou - In: International journal of strategic property management 22 (2018) 6, pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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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
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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. The authors' evidence is also inconsistent with …
Persistent link: https://www.econbiz.de/10011309720