Expectations concordance and stock market volatility : Knightian uncertainty in the year of the pandemic
Year of publication: |
2021
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Authors: | Frydman, Roman ; Mangee, Nicholas |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 11, Art.-No. 521, p. 1-13
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Subject: | expectations concordance | narrative analytics | volatility | Knightian uncertainty | Volatilität | Volatility | Theorie | Theory | Risiko | Risk | Erwartungsbildung | Expectation formation | Entscheidung unter Unsicherheit | Decision under uncertainty | Aktienmarkt | Stock market | Coronavirus |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14110521 [DOI] hdl:10419/258624 [Handle] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D84 - Expectations; Speculations ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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