Ambiguity and asset pricing : an empirical investigation for an emerging market
Year of publication: |
2022
|
---|---|
Authors: | Sahin, Baki Cem ; Danışoğlu, Seza |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-14
|
Subject: | Ambiguity | Ambiguity index | Asset pricing | Theorie | Theory | CAPM | Schwellenländer | Emerging economies | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Börsenkurs | Share price |
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