Ambiguous Information, Portfolio Inertia, and Excess Volatility
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 66 (2011)
Issue (Month): 6 (December)
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- Jayant Ganguli & Scott Condie, 2012.
"The pricing effects of ambiguous private information,"
Economics Discussion Papers
720, University of Essex, Department of Economics.
- Scott Condie & Jayant Ganguli, 2012. "The Pricing Effects of Ambiguous Private Information," INET Research Notes 16, Institute for New Economic Thinking (INET).
- Füllbrunn, Sascha & Rau, Holger & Weitzel, Utz, 2013. "Do ambiguity effects survive in experimental asset markets?," MPRA Paper 44700, University Library of Munich, Germany.
- Jayant Ganguli & Scott Condie & Philipp Karl Illeditsch, 2012. "Information Inertia," Economics Discussion Papers 719, University of Essex, Department of Economics.
- Larry G. Epstein & Shaolin Ji, 2013.
"Ambiguous Volatility and Asset Pricing in Continuous Time,"
Review of Financial Studies,
Society for Financial Studies, vol. 26(7), pages 1740-1786.
- Larry G. Epstein & Shaolin Ji, 2012. "Ambiguous Volatility and Asset Pricing in Continuous Time," CIRANO Working Papers 2012s-29, CIRANO.
- Larry G. Epstein & Shaolin Ji, 2013. "Ambiguous volatility and asset pricing in continuous time," Papers 1301.4614, arXiv.org.
- Qiu, Jianying & Weitzel, Utz, 2013. "Experimental Evidence on Valuation and Learning with Multiple Priors," MPRA Paper 43974, University Library of Munich, Germany.
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