The pricing effects of ambiguous private information-Reference-Cited by-同舟云学术

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The pricing effects of ambiguous private information

Published:2017-11 Issue: Volume:172 Page:512-557
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Condie Scott,Ganguli Jayant

Funder

Institute for New Economic Thinking

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference75 articles.

1. Ahn, D., Choi, S., Kariv, S., Gale, D., 2011. Estimating ambiguity aversion in a portfolio choice experiment. Mimeo.

2. Skewness in stock returns: reconciling the evidence on firm versus aggregate returns;Albuquerque;Rev. Financ. Stud.,2012

3. Why constrain your mutual fund manager?;Almazan;J. Financ. Econ.,2004

4. Parametric and nonparametric volatility measurement;Andersen,2009

5. Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets;Andersen,2005

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1. Ambiguity and private investors’ behavior after forced fund liquidations;Journal of Financial Economics;2024-06

2. Portfolio Size, Portfolio Composition, and the Skewness of Returns;2024

3. Ambiguous price formation;Journal of Mathematical Economics;2023-05

4. Ambiguity;Handbook of Economic Expectations;2023

5. Ambiguity and Information Tradeoffs;SSRN Electronic Journal;2023

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