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Uncertainty, Information Acquisition, and Price Swings in Asset Markets
16 references·13 citing·28 second hop
Uncertainty, Information Acquisition, and Price Swings in Asset Markets (2015)Uncertainty, Information Acquisition, and…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Differentiating ambiguity and ambiguity attitude (2004)Differentiating ambiguity and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd on the Street: Informati…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…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…Myopia and Inconsistency in Dynamic Utility Maximization (1973)Myopia and Inconsistency in D…A Treatise on Probability (1973)A Treatise on ProbabilityRisk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Myopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in D…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitMarket Participation and Information Structures under Ambiguity (2023)Market Participation and Info…How uncertainty affects information search among consumers: a curvilinear perspective (2022)How uncertainty affects infor…Investors’ Uncertainty and Stock Market Risk (2019)Investors’ Uncertainty and St…Relief Rallies after FOMC Announcements as a Resolution of Uncertainty (2018)Relief Rallies after FOMC Ann…Information acquisition, price informativeness, and welfare (2018)Information acquisition, pric…Estimating the Value of Information (2018)Estimating the Value of Infor…The pricing effects of ambiguous private information (2017)The pricing effects of ambigu…Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic (2017)Information Acquisition and E…Ambiguïté, comportements et marchés financiers (2017)Ambiguïté, comportements et m…Information tradeoffs in dynamic financial markets (2016)Information tradeoffs in dyna…Prospect Theory and market quality (2013)Prospect Theory and market qu…Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence (2013)Ambiguity Aversion and Househ…Liquidity and asset prices in rational expectations equilibrium with ambiguous information (2011)Liquidity and asset prices in…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Extensional versus intuitive reasoning: The conjunction fallacy in probability judgment. (1983)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Golden Eggs and Hyperbolic Discounting (1997)Time Discounting and Time Preference: A Critical Review (2002)11. Reasons and Persons (1986)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 1973A Treatise on Probability2,622 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1992Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation1,088 cited
  • 2004Differentiating ambiguity and ambiguity attitude

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915 cited

Cited by

  • 2011Liquidity and asset prices in rational expectations equilibrium with ambiguous information104 cited
  • 2013Prospect Theory and market quality40 cited
  • 2017The pricing effects of ambiguous private information37 cited
  • 2017Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic36 cited
  • 2018Information acquisition, price informativeness, and welfare35 cited
  • 2016Information tradeoffs in dynamic financial markets30 cited
  • 2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty29 cited
  • 2013Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence27 cited
  • 2018Estimating the Value of Information27 cited
  • 2019Investors’ Uncertainty and Stock Market Risk25 cited
  • 2022How uncertainty affects information search among consumers: a curvilinear perspective15 cited
  • 2017Ambiguïté, comportements et marchés financiers1 cited
  • 2023Market Participation and Information Structures under Ambiguity0 cited