Excess volatility of stock prices and Knightian uncertainty
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Bibliographic InfoArticle provided by Elsevier in its journal European Economic Review.
Volume (Year): 36 (1992)
Issue (Month): 2-3 (April)
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Web page: http://www.elsevier.com/locate/eer
Other versions of this item:
- Dow, James & Werlang, Sérgio Ribeiro da Costa, 1991. "Excess Volatility of Stock Prices and Knightian Uncertainty," Economics Working Papers (Ensaios Economicos da EPGE) 179, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
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- 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.
- repec:hal:journl:halshs-00673892 is not listed on IDEAS
- 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.
- Aizenman, Joshua, 1997.
"Investment in new activities and the welfare cost of uncertainty,"
Journal of Development Economics,
Elsevier, vol. 52(2), pages 259-277, April.
- Joshua Aizenman, 1995. "Investment in New Activities and the Welfare Cost of Uncertainty," NBER Working Papers 5041, National Bureau of Economic Research, Inc.
- Bertrand Wigniolle, 2012.
"Optimism, pessimism and financial bubbles,"
UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers)
- 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.
- 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.).
- 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.
- 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.
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