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Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail
16 references·1 citing·32 second hop
Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail (2019)Investor ambiguity, systemic banking risk…Measuring Uncertainty (2015)Measuring UncertaintyInvestor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Theory of rational option pricing (2005)Theory of rational option pri…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…A theory of anticipated utility (1982)A theory of anticipated utili…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Treatise on Probability (1973)A Treatise on ProbabilityA Behavioral Theory of the Firm (1964)A Behavioral Theory of the Fi…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitEffects of ambiguity on innovation strategies (2023)Effects of ambiguity on innov…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The theory and practice of econometrics (1986)A panel project on purchasing power parity: Mean reversion within and between countries (1996)The overvaluation of purchasing power parity (1998)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries (2018)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)A simple panel unit root test in the presence of cross‐section dependence (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)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)Option pricing: A simplified approach (1979)Disrupted Routines: Team Learning and New Technology Implementation in Hospitals (2001)Upper Echelons Research Revisited: Antecedents, Elements, and Consequences of Top Management Team Composition (2004)Temperament and Development (2016)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1964A Behavioral Theory of the Firm7,791 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1982A theory of anticipated utility3,136 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1973A Treatise on Probability2,622 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity

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  • 2023Effects of ambiguity on innovation strategies18 cited