Excess Volatility of Stock Prices and Knightian Uncertainty
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Bibliographic InfoPaper provided by FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) in its series Economics Working Papers (Ensaios Economicos da EPGE) with number 179.
Date of creation: 01 Jan 1991
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- Dow, James & da Costa Werlang, Sergio Ribeiro, 1992. "Excess volatility of stock prices and Knightian uncertainty," European Economic Review, Elsevier, vol. 36(2-3), pages 631-638, April.
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- 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.
- 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 & Francis Journals, vol. 4(3), pages 135-149.
- 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.
- Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00673892, HAL.
- 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.
- 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.
- repec:hal:journl:halshs-00673892 is not listed on IDEAS
- 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.).
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