The effect of ambiguity on price formation and trading behavior in financial markets
Year of publication: |
2021
|
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Authors: | Li, Wenhui ; Ockenfels, Peter ; Wilde, Christian |
Publisher: |
Frankfurt a. M. : Leibniz Institute for Financial Research SAFE |
Subject: | ambiguity | financial market | market price | volatility | trading activity | bidask spread | market-based measure of ambiguity | laboratory experiment |
Series: | SAFE Working Paper ; 326 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3963688 [DOI] 1777510546 [GVK] hdl:10419/247274 [Handle] RePEc:zbw:safewp:326 [RePEc] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G10 - General Financial Markets. General |
Source: |
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