Pages that link to "Item:Q365800"
From MaRDI portal
The following pages link to Information and ambiguity: herd and contrarian behaviour in financial markets (Q365800):
Displaying 13 items.
- Financial markets are markets in stories: some possible advantages of using interviews to supplement existing economic data sources (Q310937) (← links)
- Piecewise additivity for non-expected utility (Q747351) (← links)
- Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition (Q1706316) (← links)
- Herding with costly information (Q1753717) (← links)
- On booms that never bust: ambiguity in experimental asset markets with bubbles (Q2291443) (← links)
- Path-dependent behavior and information leakage in financial markets (Q2323619) (← links)
- Piecewise linear rank-dependent utility (Q2628292) (← links)
- PREDICTING UNCERTAIN OUTCOMES USING INFORMATION MARKETS: TRADER BEHAVIOR AND INFORMATION AGGREGATION (Q3421878) (← links)
- Suppressed Negative Information and Future Underperformance* (Q3528190) (← links)
- Ambiguous price formation (Q6100487) (← links)
- Ambiguity and informativeness of (non-)trading (Q6665685) (← links)
