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Information in Equity Markets with Ambiguity-Averse Investors
16 references·16 citing·30 second hopsampled
Information in Equity Markets with Ambiguity-Averse Investors (2008)Information in Equity Markets with Ambigu…Handbook of the Economics of Finance (2013)Handbook of the Economics of …Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Information and the Cost of Capital (2004)Information and the Cost of C…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …The equity premium: A puzzle (1985)The equity premium: A puzzleInformation, trade and common knowledge (1982)Information, trade and common…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Hedging on the Hill: Does Political Hedging Reduce Firm Risk? (2021)Hedging on the Hill: Does Pol…Information Inertia (2020)Information InertiaThe impact of aggregate uncertainty on herding in analysts' stock recommendations (2018)The impact of aggregate uncer…Accounting conservatism, business strategy, and ambiguity (2018)Accounting conservatism, busi…Risk Disclosures, International Orientation, and Share Price Informativeness: Evidence from China (2017)Risk Disclosures, Internation…Does intellectual capital disclosure in analysts' reports vary by firm characteristics? (2016)Does intellectual capital dis…Uncertainty, Information Acquisition, and Price Swings in Asset Markets (2015)Uncertainty, Information Acqu…Credit conditions and stock return predictability (2015)Credit conditions and stock r…Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation (2013)Opaque Trading, Disclosure, a…Reaction to Public Information in Markets: How much does Ambiguity Matter? (2012)Reaction to Public Informatio…Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis (2012)Alpha As Ambiguity: Robust Me…Liquidity and asset prices in rational expectations equilibrium with ambiguous information (2011)Liquidity and asset prices in…How do investors react under uncertainty? (2011)How do investors react under …The Ambiguity Premium vs. the Risk Premium under Limited Market Participation (2010)The Ambiguity Premium vs. the…Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature (2010)Ambiguity in Asset Pricing an…Market Pricing of Banks’ Fair Value Assets Reported under Sfas 157 During the 2008 Economic Crisis (2009)Market Pricing of Banks’ Fair…Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)ARCH modeling in finance (1992)Continuous Auctions and Insider Trading (1985)Common risk factors in the returns on stocks and bonds (1993)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)The economic implications of corporate financial reporting (2005)The market pricing of accruals quality (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Editor's Choice Digesting Anomalies: An Investment Approach… and the Cross-Section of Expected Returns (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 2006Information Uncertainty and Stock Returns1,810 cited
  • 1982Information, trade and common knowledge1,738 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • Cited by

    • 2015Uncertainty, Information Acquisition, and Price Swings in Asset Markets111 cited
    • 2011Liquidity and asset prices in rational expectations equilibrium with ambiguous information104 cited
    • 2011How do investors react under uncertainty?97 cited
    • 2009Market Pricing of Banks’ Fair Value Assets Reported under Sfas 157 During the 2008 Economic Crisis88 cited
    • 2012Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis88 cited
    • 2013Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation79 cited
    • 2018Accounting conservatism, business strategy, and ambiguity63 cited
    • 2010The Ambiguity Premium vs. the Risk Premium under Limited Market Participation58 cited
    • 2015Credit conditions and stock return predictability52 cited
    • 2012Reaction to Public Information in Markets: How much does Ambiguity Matter?51 cited
    • 2016Does intellectual capital disclosure in analysts' reports vary by firm characteristics?50 cited
    • 2010Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature49 cited
    • 2021Hedging on the Hill: Does Political Hedging Reduce Firm Risk?49 cited
    • 2017Risk Disclosures, International Orientation, and Share Price Informativeness: Evidence from China43 cited
    • 2018The impact of aggregate uncertainty on herding in analysts' stock recommendations42 cited
    • 2020Information Inertia42 cited