Excess volatility of stock prices and knightian uncertainty
Download full text from publisher
Other versions of this item:
- 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.
References listed on IDEAS
- Barbosa, Fernando de Holanda, 1984. "Ensaios sobre inflação e indexação," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 43, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wigniolle, B., 2014.
"Optimism, pessimism and financial bubbles,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 41(C), pages 188-208.
- Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00673892, HAL.
- 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, 2014. "Optimism, pessimism and financial bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00974144, HAL.
- repec:hal:cesptp:halshs-00673892 is not listed on IDEAS
- 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.
- 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.).
- repec:eee:jetheo:v:172:y:2017:i:c:p:512-557 is not listed on IDEAS
- Umberto Cherubini, 1997. "Fuzzy measures and asset prices: accounting for information ambiguity," Applied Mathematical Finance, Taylor & Francis Journals, vol. 4(3), pages 135-149.
- 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.
- 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.
- repec:hal:journl:halshs-00673892 is not listed on IDEAS
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fgv:epgewp:179. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Núcleo de Computação da FGV/EPGE). General contact details of provider: http://edirc.repec.org/data/epgvfbr.html .
We have no references for this item. You can help adding them by using this form .