Equilibrium Pricing and Trading Volume under Preference Uncertainty

DOI10.1093/RESTUD/RDU008zbMath1405.91726OpenAlexW2153041336MaRDI QIDQ4610689

Pierre-Olivier Weill, Johan Hombert, Bruno Biais

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://publications.ut-capitole.fr/16497/1/bhw_dec2013pow.pdf

zbMATH Keywords

information processingtrading volumeequilibrium pricingpreference uncertaintyliquidity shock

Mathematics Subject Classification ID

Individual preferences (91B08) Actuarial science and mathematical finance (91G99)

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