Speculative trade under ambiguity
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DOI: 10.1016/j.jet.2021.105200
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- Jan Werner, 2016. "Speculative Trade under Ambiguity," 2016 Meeting Papers 1607, Society for Economic Dynamics.
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Citations
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Cited by:
- Yang Hao, 2023. "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers hal-03686748, HAL.
- Sujoy Mukerji & Han N. Ozsoylev & Jean‐Marc Tallon, 2023.
"Trading Ambiguity: A Tale Of Two Heterogeneities,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1127-1164, August.
- Sujoy Mukerji & Han N Ozsoylev & Jean-Marc Tallon, 2018. "Trading ambiguity: a tale of two heterogeneities," Working Papers halshs-01935319, HAL.
- Sujoy Mukerji & Han N Ozsoylev & Jean‐marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-03962563, HAL.
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More about this item
Keywords
Speculative trade; Ambiguity; Speculative bubbles;All these keywords.
JEL classification:
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
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