Similar Search Results

Measuring stock market uncertainty

Dakey, Prasad Teja - In: Theoretical and applied economics : GAER review 30 (2023) 2/635, pp. 199-162

Persistent link: https://www.econbiz.de/10014485211

Stochastically induced critical depensation and risk of stock collapse

Poudel, Diwakar; Sandal, Leif K.; Kvamsdal, Sturla Furunes - In: Marine resource economics 30 (2015) 3, pp. 297-313

Persistent link: https://www.econbiz.de/10011313703

On the use of trade-to-trade returns for risk estimation in thin security markets : a note

Berglund, Tom - 1984

Persistent link: https://www.econbiz.de/10000534283

Innovation and stock market performance : a model with ambiguity-averse agents

Grieco, Daniela - In: Journal of evolutionary economics : JEE 28 (2018) 2, pp. 287-303

Persistent link: https://www.econbiz.de/10011948948

Attitudes towards ambiguous information and stock returns

Zhang, Ziyun - In: Cogent economics & finance 7 (2019) 1, pp. 1-33

This study examines whether investors’ attitudes toward ambiguity can explain cross-sectional stock returns by investigating the relationship between future stock returns and option-implied volatilities as well as implied third moments. We find that investors’ attitudes toward different...

Persistent link: https://www.econbiz.de/10014232777

Knightian uncertainty and stock-price movements : why the REH present-value model failed empirically

Frydman, Roman; Goldberg, Michael D.; Mangee, Nicholas - 2015

the consumption-based specification of the risk premium. The relevance of Knightian uncertainty is inconsistent with all … uncertainty, which cannot be reduced to a probability distribution, underpins outcomes in the stock market. This finding reveals … REH models, regardless of how they specify the market's risk premium. The authors' evidence is also inconsistent with …

Persistent link: https://www.econbiz.de/10011309720