Economic uncertainty: Mispricing and ambiguity premium

Author:

Cai Charlie X.1,Fu Xi1,Kerestecioglu Semih1

Affiliation:

1. Accounting and Finance University of Liverpool Management School Liverpool Merseyside UK

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Reference74 articles.

1. The impact of risk and uncertainty on expected returns;Anderson E. W.;Journal of Financial Economics,2009

2. A quartet of semigroups for model specification, robustness, prices of risk, and model detection;Anderson E. W.;Journal of the European Economic Association,2003

3. The cross‐section of volatility and expected returns;Ang A.;The Journal of Finance,2006

4. Short interest, institutional ownership, and stock returns;Asquith P.;Journal of Financial Economics,2005

5. Uncertainty and economic activity: Evidence from business survey data;Bachmann R.;American Economic Journal: Macroeconomics,2013

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Financial uncertainty and stock market volatility;European Financial Management;2023-08-28

2. Work‐from‐home and the risk of securities misconduct;European Financial Management;2023-05-06

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