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Excess volatility of stock prices and Knightian uncertainty

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Author Info
Dow, James
da Costa Werlang, Sergio Ribeiro

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File URL: http://www.sciencedirect.com/science/article/B6V64-45KNJK5-20/2/69421a1dbe9a16c1b1cb23f4dd30c672
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Article provided by Elsevier in its journal European Economic Review.

Volume (Year): 36 (1992)
Issue (Month): 2-3 (April)
Pages: 631-638
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Handle: RePEc:eee:eecrev:v:36:y:1992:i:2-3:p:631-638

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  1. Shin-ichi Fukuda, 2001. "A Model of Keynesian under Knightian Uncertainty," CIRJE F-Series CIRJE-F-115, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  2. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March. [Downloadable!] (restricted)
  3. Umberto Cherubini, 1997. "Fuzzy measures and asset prices: accounting for information ambiguity," Applied Mathematical Finance, Taylor and Francis Journals, vol. 4(3), pages 135-149, September. [Downloadable!] (restricted)
  4. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion*," Theory and Decision, Springer, vol. 52(2), pages 149-170, March. [Downloadable!] (restricted)
  5. Andreas Lehnert & Wayne Passmore, 1999. "Pricing systemic crises: monetary and fiscal policy when savers are uncertain," Finance and Economics Discussion Series 1999-33, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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