SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Note on Confidence Momentum and Term Structure of Confidence with Applications to Financial Markets
8 references·0 citing·41 second hop
A Note on Confidence Momentum and Term Structure of Confidence with Applications to Financial Markets (2012)A Note on Confidence Momentum and Term St…Ambiguity through confidence functions (2009)Ambiguity through confidence …Subjective Beliefs and ex ante Trade (2008)Subjective Beliefs and ex ant…Measuring Expectations (2004)Measuring ExpectationsThe Term Structure of Interest Rates as a Random Field (2000)The Term Structure of Interes…Measuring Bubble Expectations and Investor Confidence (2000)Measuring Bubble Expectations…Risk attitudes and decision weights (1995)Risk attitudes and decision w…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …A theory of anticipated utility (1982)Subjective probability and expected utility without additivity (2004)A Smooth Model of Decision Making under Ambiguity (2005)Knightian uncertainty and moral hazard (2011)Uncertainty aversion and equilibrium existence in games with incomplete information (2011)Uncertainty in Mechanism Design (2021)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Closed‐End Fund Puzzle (1991)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Who Drove and Burst the Tech Bubble? (2011)Weather-Induced Mood, Institutional Investors, and Stock Returns (2014)Fuzzy sets (1965)Fuzzy sets (1996)MODEL UNCERTAINTY (2015)Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses (2015)Theory of games and economic behavior (2019)Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Parameter-Free Elicitation of the Probability Weighting Function in Medical Decision Analysis (2000)Ambiguity and Self-Evaluation: The Role of Idiosyncratic Trait Definitions in Self-Serving Assessments of Ability (2002)The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation (2011)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market (2001)Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? (2007)Quadratic Variance Swap Models (2013)Judgment under Uncertainty: Heuristics and Biases (1974)Belief, Attitude, Intention and Behavior: An Introduction to Theory and Research (1975)Understanding Attitudes and Predicting Social Behavior (1980)Measuring and Explaining Management Practices Across Firms and Countries (2006)The Consumption Response to Income Changes (2010)Biased perceptions of income distribution and preferences for redistribution: Evidence from a survey experiment (2012)
this work references cited by second hop

References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 2004Measuring Expectations1,433 cited
  • 1995Risk attitudes and decision weights569 cited
  • 2000Measuring Bubble Expectations and Investor Confidence371 cited
  • 2000The Term Structure of Interest Rates as a Random Field150 cited
  • 2009Ambiguity through confidence functions130 cited
  • 2008Subjective Beliefs and ex ante Trade104 cited

Cited by

No citing works inside the corpus for this window.

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