Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically
Year of publication: |
2015
|
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Authors: | Frydman, Roman ; Goldberg, Michael D. ; Mangee, Nicholas |
Published in: |
Economics: The Open-Access, Open-Assessment E-Journal. - Kiel : Kiel Institute for the World Economy (IfW), ISSN 1864-6042. - Vol. 9.2015, 2015-24, p. 1-50
|
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Knightian uncertainty | structural change | fundamentals | psychology | presentvalue model | stock prices |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.5018/economics-ejournal.ja.2015-24 [DOI] 833517821 [GVK] hdl:10419/114622 [Handle] RePEc:zbw:ifweej:201524 [RePEc] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; B40 - Economic Methodology. General |
Source: |
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Knightian uncertainty and stock-price movements : why the REH present-value model failed empirically
Frydman, Roman, (2015)
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Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically
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Knightian uncertainty and stock-price movements : why the REH present-value model failed empirically
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