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Excess volatility of stock prices and Knightian uncertainty

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  • 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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Bibliographic Info

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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Web page: http://www.elsevier.com/locate/eer

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Cited by:
  1. 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.
  2. Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," Documents de travail du Centre d'Economie de la Sorbonne 12005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  3. repec:hal:cesptp:halshs-00673892 is not listed on IDEAS
  4. 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.).
  5. Umberto Cherubini, 1997. "Fuzzy measures and asset prices: accounting for information ambiguity," Applied Mathematical Finance, Taylor & Francis Journals, vol. 4(3), pages 135-149.
  6. 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.
  7. Joshua Aizenman, 1995. "Investment in New Activities and the Welfare Cost of Uncertainty," NBER Working Papers 5041, National Bureau of Economic Research, Inc.
  8. repec:hal:journl:halshs-00673892 is not listed on IDEAS
  9. Aizenman, Joshua, 1998. "Buffer stocks and precautionary savings with loss aversion," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 931-947, December.

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